Alexander D. Gilbert

MaRDI QIDQ1996951zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems. I: Regularity and error analysis IMA Journal of Numerical Analysis	2024-10-30	Paper
Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems. II: Efficient algorithms and numerical results IMA Journal of Numerical Analysis	2024-10-30	Paper
Multilevel Monte Carlo Methods for Stochastic Convection–Diffusion Eigenvalue Problems Journal of Scientific Computing	2024-05-10	Paper
A complex-projected Rayleigh quotient iteration for targeting interior eigenvalues	2023-12-05	Paper
Analysis of Preintegration Followed by Quasi–Monte Carlo Integration for Distribution Functions and Densities SIAM Journal on Numerical Analysis	2023-03-31	Paper
Theory and construction of Quasi-Monte Carlo rules for option pricing and density estimation	2022-12-22	Paper
Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on \(\mathbb{R}^d\) Mathematics of Computation	2022-06-15	Paper
Preintegration is not smoothing when monotonicity fails	2021-12-21	Paper
Analysis of preintegration followed by quasi-Monte Carlo integration for distribution functions and densities	2021-12-19	Paper
Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems II: Efficient algorithms and numerical results	2021-03-04	Paper
Hiding the weights -- CBC black box algorithms with a guaranteed error bound Mathematics and Computers in Simulation	2021-03-01	Paper
Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems I: Regularity and error analysis	2020-10-02	Paper
Bounding the Spectral Gap for an Elliptic Eigenvalue Problem with Uniformly Bounded Stochastic Coefficients 2018 MATRIX Annals	2020-08-27	Paper
Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients Numerische Mathematik	2019-07-04	Paper
Efficient implementations of the multivariate decomposition method for approximating infinite-variate integrals SIAM Journal on Scientific Computing	2018-10-08	Paper
Small superposition dimension and active set construction for multivariate integration under modest error demand Journal of Complexity	2017-09-07	Paper
Density estimation for elliptic PDE with random input by preintegration and quasi-Monte Carlo methods	N/A	Paper

Research outcomes over time

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