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Quadrature formulas for monotone functions


Author: Erich Novak
Journal: Proc. Amer. Math. Soc. 115 (1992), 59-68
MSC: Primary 41A55; Secondary 65C05, 65D32
DOI: https://doi.org/10.1090/S0002-9939-1992-1086337-X
MathSciNet review: 1086337
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Abstract: We prove that adaptive quadrature formulas for the class of monotone functions are much better than nonadaptive ones if the average error is considered. Up to now it was only known that adaptive methods are not better in the worst case (for this and many other classes of functions) or in various average case settings.

We also prove that adaptive Monte Carlo methods are much better than nonadaptive ones. This also contrasts with analogous results for other classes (Sobolev classes, Hölder classes) where adaptive methods are only slightly better than nonadaptive ones.


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DOI: https://doi.org/10.1090/S0002-9939-1992-1086337-X
Article copyright: © Copyright 1992 American Mathematical Society

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