- Monte Carlo Method,
- discrepancy of point sequences and quasi Monte Carlo Method,
- lower error bound and complexity of continuous problems,
- curse of dimension,
- quadrature problems for stochastic differential equations.
High-Dimensional Integration (M, 4.5 LP)
|Module Number||Module Name||CP (Effort)|
|MAT-64-15-M-7||High-Dimensional Integration||4.5 CP (135 h)|
|CP, Effort||4.5 CP = 135 h|
|Position of the semester||1 Sem. irreg.|
|Level|| Master (Advanced)|
|Area of study||[MAT-SPAS] Analysis and Stochastics|
|Reference course of study||[MAT-88.105-SG] M.Sc. Mathematics|
|Type/SWS||Course Number||Title||Choice in |
|SL||SL is |
required for exa.
|P||42 h||93 h||-||-||PL1||4.5||irreg.|
- About [MAT-64-15-K-7]: Title: "High-Dimensional Integration"; Presence-Time: 42 h; Self-Study: 93 h
Examination achievement PL1
- Form of examination: oral examination (20-30 Min.)
- Examination Frequency: each semester
- Examination number: 86248 ("High-Dimensional Integration")
Evaluation of grades
The grade of the module examination is also the module grade.
Competencies / intended learning achievements
By solving the given exercises, they have gained a precise and independent handling of the terms, propositions and methods of the lecture. In addition, they have learned to apply the methods to new problems, analyze them and develop solution strategies independently or by team work.
- E. Novak, H. Wozniakowski: Tractability of Multivariate Problems, Vol. I-III.
Requirements for attendance of the module (informal)
- [MAT-10-1-M-2] Fundamentals of Mathematics (M, 28.0 LP)
- [MAT-14-11-M-3] Introduction to Numerical Methods (M, 9.0 LP)
- [MAT-14-14-M-3] Stochastic Methods (M, 9.0 LP)
- [MAT-60-11-M-4] Probability Theory (M, 9.0 LP)