The following pages link to Dirk Nuyens (Q249501):
Displaying 50 items.
- Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions (Q306699) (← links)
- Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation (Q506617) (← links)
- Construction of quasi-Monte Carlo rules for multivariate integration in spaces of permutation-invariant functions (Q524414) (← links)
- Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications (Q544544) (← links)
- Some arithmetic properties of short random walk integrals (Q660154) (← links)
- Weighted compound integration rules with higher order convergence for all \(N\) (Q663491) (← links)
- Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules (Q664602) (← links)
- Lattice rules with random \(n\) achieve nearly the optimal \(\mathcal{O}(n^{-\alpha-1/2})\) error independently of the dimension (Q666631) (← links)
- Multivariate integration over \(\mathbb{R}^s\) with exponential rate of convergence (Q729878) (← links)
- Circulant embedding with QMC: analysis for elliptic PDE with lognormal coefficients (Q1616013) (← links)
- Application of Quasi-Monte Carlo methods to PDEs with random coefficients -- an overview and tutorial (Q1722507) (← links)
- Hot new directions for quasi-Monte Carlo research in step with applications (Q1722510) (← links)
- Successive coordinate search and component-by-component construction of rank-1 lattice rules (Q1722518) (← links)
- A dimension-adaptive multi-index Monte Carlo method applied to a model of a heat exchanger (Q1722540) (← links)
- Digit-by-digit and component-by-component constructions of lattice rules for periodic functions with unknown smoothness (Q1979419) (← links)
- Infinite-dimensional integration and the multivariate decomposition method (Q2012602) (← links)
- MDFEM: multivariate decomposition finite element method for elliptic PDEs with uniform random diffusion coefficients using higher-order QMC and FEM (Q2049916) (← links)
- Lattice meets lattice: application of lattice cubature to models in lattice gauge theory (Q2132606) (← links)
- Constructing lattice rules based on weighted degree of exactness and worst case error (Q2380808) (← links)
- Lattice rules for nonperiodic smooth integrands (Q2436546) (← links)
- Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points (Q2489147) (← links)
- Conditional sampling for barrier option pricing under the LT method (Q2873131) (← links)
- Conditional Sampling for Barrier Option Pricing Under the Heston Model (Q2926217) (← links)
- (Q3371180) (← links)
- Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces (Q3377002) (← links)
- Extensions of Fibonacci Lattice Rules (Q3405437) (← links)
- A Belgian View on Lattice Rules (Q3504212) (← links)
- Analysis of Circulant Embedding Methods for Sampling Stationary Random Fields (Q4572025) (← links)
- (Q4591289) (← links)
- The Analysis of Vertex Modified Lattice Rules in a Non-periodic Sobolev Space (Q4611836) (← links)
- Efficient Implementations of the Multivariate Decomposition Method for Approximating Infinite-Variate Integrals (Q4685339) (← links)
- Function integration, reconstruction and approximation using rank-$1$ lattices (Q4992235) (← links)
- Enhanced multi‐index Monte Carlo by means of multiple semicoarsened multigrid for anisotropic diffusion problems (Q4994546) (← links)
- Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters (Q4998633) (← links)
- Scaled lattice rules for integration on ℝ^{𝕕} achieving higher-order convergence with error analysis in terms of orthogonal projections onto periodic spaces (Q5041997) (← links)
- MDFEM: Multivariate decomposition finite element method for elliptic PDEs with lognormal diffusion coefficients using higher-order QMC and FEM (Q5074378) (← links)
- Constructing QMC Finite Element Methods for Elliptic PDEs with Random Coefficients by a Reduced CBC Construction (Q5117928) (← links)
- Rank-1 Lattices and Higher-Order Exponential Splitting for the Time-Dependent Schrödinger Equation (Q5117946) (← links)
- Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights (Q5145098) (← links)
- Recycling Samples in the Multigrid Multilevel (Quasi-)Monte Carlo Method (Q5241242) (← links)
- Strang Splitting in Combination with Rank-1 and Rank-<i>r</i> Lattices for the Time-Dependent Schrödinger Equation (Q5243526) (← links)
- Higher Order QMC Petrov--Galerkin Discretization for Affine Parametric Operator Equations with Random Field Inputs (Q5245383) (← links)
- A Component-by-Component Construction for the Trigonometric Degree (Q5326107) (← links)
- A Global Adaptive Quasi-Monte Carlo Algorithm for Functions of Low Truncation Dimension Applied to Problems from Finance (Q5326133) (← links)
- Integration and Approximation with Fibonacci lattice points (Q5355325) (← links)
- A Multi-Index Quasi--Monte Carlo Algorithm for Lognormal Diffusion Problems (Q5372657) (← links)
- (Q5427432) (← links)
- Constructing Embedded Lattice Rules for Multivariate Integration (Q5428401) (← links)
- (Q5482377) (← links)
- Constructions of copy rules (Q5504297) (← links)
