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Dirk Nuyens
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Zitiert von
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Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces
D Nuyens, R Cools
Mathematics of Computation 75 (254), 903-920, 2006
3032006
Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications
IG Graham, FY Kuo, D Nuyens, R Scheichl, IH Sloan
Journal of Computational Physics, 2011
2262011
Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
FY Kuo, D Nuyens
Foundations of Computational Mathematics 16, 1631-1696, 2016
1762016
Constructing embedded lattice rules for multivariate integration
R Cools, FY Kuo, D Nuyens
SIAM Journal on Scientific Computing 28 (6), 2162-2188, 2006
1602006
Higher order QMC Petrov--Galerkin discretization for affine parametric operator equations with random field inputs
J Dick, FY Kuo, QT Le Gia, D Nuyens, C Schwab
SIAM Journal on Numerical Analysis 52 (6), 2676-2702, 2014
1262014
Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points
D Nuyens, R Cools
Journal of Complexity 22 (1), 4-28, 2006
1222006
Fast component-by-component construction, a reprise for different kernels
D Nuyens, R Cools
Monte Carlo and Quasi-Monte Carlo Methods 2004, 373-387, 2006
862006
Quasi-Monte Carlo based uncertainty analysis: Sampling efficiency and error estimation in engineering applications
T Hou, D Nuyens, S Roels, H Janssen
Reliability Engineering & System Safety 191, 106549, 2019
832019
Analysis of circulant embedding methods for sampling stationary random fields
IG Graham, FY Kuo, D Nuyens, R Scheichl, IH Sloan
SIAM Journal on Numerical Analysis 56 (3), 1871-1895, 2018
682018
Lattice rules for nonperiodic smooth integrands
J Dick, D Nuyens, F Pillichshammer
Numerische Mathematik 126 (2), 259-291, 2014
682014
Some arithmetic properties of short random walk integrals
JM Borwein, D Nuyens, A Straub, J Wan
The Ramanujan Journal 26, 109-132, 2011
66*2011
Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules
J Baldeaux, J Dick, G Leobacher, D Nuyens, F Pillichshammer
Numerical Algorithms 59 (3), 403-431, 2012
602012
The construction of good lattice rules and polynomial lattice rules.
D Nuyens
Uniform distribution and quasi-Monte Carlo methods, 223-256, 2014
562014
Circulant embedding with QMC: analysis for elliptic PDE with lognormal coefficients
IG Graham, FY Kuo, D Nuyens, R Scheichl, IH Sloan
Numerische mathematik 140, 479-511, 2018
362018
Constructing lattice rules based on weighted degree of exactness and worst case error
R Cools, FY Kuo, D Nuyens
Computing 87, 63-89, 2010
332010
Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions
R Cools, FY Kuo, D Nuyens, G Suryanarayana
Journal of Complexity 36, 166-181, 2016
312016
Conditional sampling for barrier option pricing under the LT method
N Achtsis, R Cools, D Nuyens
SIAM Journal on Financial Mathematics 4 (1), 327-352, 2013
312013
A Belgian view on lattice rules
R Cools, D Nuyens
Monte Carlo and Quasi-Monte Carlo Methods 2006, 3-21, 2006
302006
Function integration, reconstruction and approximation using rank-1 lattices
F Kuo, G Migliorati, F Nobile, D Nuyens
Mathematics of Computation 90 (330), 1861-1897, 2021
272021
Fast construction of good lattice rules
D Nuyens
PhD Thesis, KU Leuven, 2007
262007
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