Alexander D. Gilbert

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Person:1996951

Available identifiers

zbMath Open gilbert.alexander-dMaRDI QIDQ1996951

List of research outcomes





PublicationDate of PublicationType
Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems. I: Regularity and error analysis2024-10-30Paper
Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems. II: Efficient algorithms and numerical results2024-10-30Paper
Multilevel Monte Carlo Methods for Stochastic Convection–Diffusion Eigenvalue Problems2024-05-10Paper
A complex-projected Rayleigh quotient iteration for targeting interior eigenvalues2023-12-05Paper
Analysis of Preintegration Followed by Quasi–Monte Carlo Integration for Distribution Functions and Densities2023-03-31Paper
Theory and construction of Quasi-Monte Carlo rules for option pricing and density estimation2022-12-22Paper
Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on \(\mathbb{R}^d\)2022-06-15Paper
Preintegration is not smoothing when monotonicity fails2021-12-21Paper
Analysis of preintegration followed by quasi-Monte Carlo integration for distribution functions and densities2021-12-19Paper
Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems II: Efficient algorithms and numerical results2021-03-04Paper
Hiding the weights -- CBC black box algorithms with a guaranteed error bound2021-03-01Paper
Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems I: Regularity and error analysis2020-10-02Paper
Bounding the Spectral Gap for an Elliptic Eigenvalue Problem with Uniformly Bounded Stochastic Coefficients2020-08-27Paper
Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients2019-07-04Paper
Efficient implementations of the multivariate decomposition method for approximating infinite-variate integrals2018-10-08Paper
Small superposition dimension and active set construction for multivariate integration under modest error demand2017-09-07Paper
Density estimation for elliptic PDE with random input by preintegration and quasi-Monte Carlo methodsN/APaper

Research outcomes over time

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