| Jackowski, T. (1990), Complexity of multilinear problems in the worst case setting, J. Complexity 6, 389--408. |
....1995) and stochastic differential equations (Revuz and Yor, 1994) In our study of Stieltjes integration, we shall assume that we have partial information about f and g. This means that we are considering a nonlinear integration problem; more precisely, the problem is bilinear in the sense of Jackowski (1990). It is our belief that most of the linear problems arising in IBC have important nonlinear counterparts; this is only one example. In this paper, we shall assume that f has r continuous derivatives and that g (s) is of bounded variation. More precisely, we shall assume that f belongs to the ....
....We compute an approximation to S( f , g] by first evaluating information about f and g, and then using this information in an algorithm. For our problem, we will compute standard information N( f , g] f (x 1 ) f (x m ) g(t 1 ) g(t n m ) 2. 2) 4 about [ f , g] By Jackowski (1990, Theorem 3.2.4) there is essentially no loss of generality in assuming that the information is nonadaptive, i.e. the points 0 # x 1 x 2 x m # 1 and 0 # t 1 t 2 t n m # 1, are independent of f and g. We obtain an approximation U ( f , g] to the solution S( f , g] ....
Jackowski, T. (1990), Complexity of multilinear problems in the worst case setting, J. Complexity 6, 389--408.
....1995) and stochastic differential equations (Revuz and Yor, 1994) In our study of Stieltjes integration, we shall assume that we have partial information about f and g. This means that we are considering a nonlinear integration problem; more precisely, the problem is bilinear in the sense of Jackowski (1990). It is our belief that most of the linear problems arising in IBC have important nonlinear counterparts; this is only one example. In this paper, we shall assume that f has r continuous derivatives and that g (s) is of bounded variation. More precisely, we shall assume that f belongs to the ....
....F Theta G. We compute an approximation to S( f; g] by first evaluating information about f and g, and then using this information in an algorithm. For our problem, we will compute standard information N ( f; g] f(x 1 ) f(xm ) g(t 1 ) g(t n Gammam ) 2. 2) about [f; g] By Jackowski (1990, Theorem 3.2.4) there is essentially no loss of generality in assuming that the information is nonadaptive, i.e. the points 0 x 1 x 2 Delta Delta Delta xm 1 and 0 t 1 t 2 Delta Delta Delta t n Gammam 1; are independent of f and g. We obtain an approximation U ( f; g] to ....
Jackowski, T. (1990), Complexity of multilinear problems in the worst case setting, J. Complexity 6, 389--408.
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