Fachvortrag in englischer Sprache

Multivariate integration is one of the prime examples for complexity studies of high dimensional problems. Such high dimensional integration problems occur in different areas of applications. Prominent examples come from computations of expected values in finance. 

In this talk we give an overview of useful methods for the solution of such problems including limitations. We explain the relation of error analysis of deterministic quadrature rules to uniformity measures of point distributions with a focus on the historical context. We will also explain recent results on the power of randomized algorithms like importance sampling . 

Speaker: Prof. Dr. Aicke Hinrichs, University of Rostock