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MaRDI QIDQ45639swMATHFDO

Official website https://people.cs.kuleuven.be/~dirk.nuyens/

Source code repository https://bitbucket.org/dnuyens/qmc-generators/src/master/

Cited in

(15)

• Walsh figure of merit for digital nets: an easy measure for higher order convergent QMC
• The mean square quasi-Monte Carlo error for digitally shifted digital nets
• Analysis of a Helmholtz preconditioning problem motivated by uncertainty quantification
• RandQMC
• SSJ
• TESTPACK
• LatNet Builder
• Lattice Builder
• QMC4PDE
• sobol.cc
• Construction-free median quasi-Monte Carlo rules for function spaces with unspecified smoothness and general weights
• Conditional sampling for barrier option pricing under the Heston model
• MDFEM: multivariate decomposition finite element method for elliptic PDEs with uniform random diffusion coefficients using higher-order QMC and FEM
• Conditional sampling for barrier option pricing under the LT method
• A multi-index quasi-Monte Carlo algorithm for lognormal diffusion problems

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