Lower Bounds and Non-Uniform Time Discretization for Approximation of Stochastic Heat Equations.
Klaus RitterThomas Müller-GronbachPublished in: Algorithms and Complexity for Continuous Problems (2004)
Keyphrases
- lower bound
- upper bound
- approximation schemes
- discrete random variables
- stage stochastic programs
- monte carlo sampling
- branch and bound
- branch and bound algorithm
- lower and upper bounds
- objective function
- approximation algorithms
- polynomial approximation
- linear programming relaxation
- bayes error rate
- np hard
- numerical integration
- error bounds
- differential equations
- vc dimension
- closed form
- min sum
- constant factor
- worst case
- monte carlo
- chemical reaction
- integrality gap
- optimal solution
- approximation guarantees
- approximation ratio
- data structure
- discretization method
- randomized algorithm
- linear equations
- queueing networks
- special case
- preprocessing