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Monte Carlo approximation of weakly singular integral operators

9 years 11 months ago
Monte Carlo approximation of weakly singular integral operators
We study the randomized approximation of weakly singular integral operators. For a suitable class of kernels having a standard type of singularity and being otherwise of finite smoothness, we develop a Monte Carlo multilevel method, give convergence estimates and prove lower bounds which show the optimality of this method and establish the complexity. As an application we obtain optimal methods for and the complexity of randomized solution of the Poisson equation in simple domains, when the solution is sought on subdomains of arbitrary dimension.
Stefan Heinrich
Added 13 Dec 2010
Updated 13 Dec 2010
Type Journal
Year 2006
Where JC
Authors Stefan Heinrich
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