On the power of adaptive information for functions with singularities
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- by G. W. Wasilkowski and F. Gao PDF
- Math. Comp. 58 (1992), 285-304 Request permission
Abstract:
We study from a probabilistic viewpoint the problem of locating singularities of functions using function evaluations. We show that, under the assumption of a Wiener-like probability distribution on the class of singular functions, an adaptive algorithm can locate a singular point accurately with only a small probability of failure. As an application, we show that an integration algorithm that adaptively locates a singular point is probabilistically superior to nonadaptive algorithms.References
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Additional Information
- © Copyright 1992 American Mathematical Society
- Journal: Math. Comp. 58 (1992), 285-304
- MSC: Primary 65D15; Secondary 62L12, 65D30
- DOI: https://doi.org/10.1090/S0025-5718-1992-1106987-X
- MathSciNet review: 1106987