Optimal Algorithms for Numerical Integration: Recent Results and Open Problems

Abstract

We present recent results on optimal algorithms for numerical integration and several open problems. The paper has six parts: 1. Introduction 2. Lower Bounds 3. Universality 4. General Domains 5. iid Information 6. Concluding Remarks

Survey written for the MCQMC conference in Linz, 26 pages. arXiv admin note: text overlap with arXiv:2108.02055