| Publication | Date of Publication | Type |
|---|
A localized consensus-based sampling algorithm
Inverse Problems | 2026-04-30 | Paper |
| A randomised lattice rule algorithm with pre-determined generating vector and random number of points for Korobov spaces with \(0 < \alpha \le 1/2\) | 2025-03-17 | Paper |
| Comparison of two search criteria for lattice-based kernel approximation | 2025-03-17 | Paper |
Constructing embedded lattice-based algorithms for multivariate function approximation with a composite number of points
Constructive Approximation | 2025-02-06 | Paper |
Random-prime-fixed-vector randomised lattice-based algorithm for high-dimensional integration
Journal of Complexity | 2023-11-30 | Paper |
| Comparison of Two Search Criteria for Lattice-based Kernel Approximation | 2023-04-04 | Paper |
Scaled lattice rules for integration on \(\mathbb{R}^d\) achieving higher-order convergence with error analysis in terms of orthogonal projections onto periodic spaces
Mathematics of Computation | 2022-10-18 | Paper |
| Constructing Embedded Lattice-based Algorithms for Multivariate Function Approximation with a Composite Number of Points | 2022-09-02 | Paper |
MDFEM: multivariate decomposition finite element method for elliptic PDEs with lognormal diffusion coefficients using higher-order QMC and FEM
ESAIM: Mathematical Modelling and Numerical Analysis | 2022-05-09 | Paper |
Lattice meets lattice: application of lattice cubature to models in lattice gauge theory
Journal of Computational Physics | 2022-04-28 | Paper |
Lattice meets lattice: application of lattice cubature to models in lattice gauge theory
Journal of Computational Physics | 2022-04-28 | Paper |
Digit-by-digit and component-by-component constructions of lattice rules for periodic functions with unknown smoothness
Journal of Complexity | 2021-09-02 | Paper |
Scaled lattice rules for integration on $\mathbb{R}^d$ achieving higher-order convergence with error analysis in terms of orthogonal projections onto periodic spaces
(available as arXiv preprint) | 2021-08-28 | Paper |
MDFEM: multivariate decomposition finite element method for elliptic PDEs with uniform random diffusion coefficients using higher-order QMC and FEM
Numerische Mathematik | 2021-08-27 | Paper |
Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters
75 Years of Mathematics of Computation | 2021-07-09 | Paper |
Enhanced multi‐index Monte Carlo by means of multiple semicoarsened multigrid for anisotropic diffusion problems
Numerical Linear Algebra with Applications | 2021-06-18 | Paper |
Function integration, reconstruction and approximation using rank-\(1\) lattices
Mathematics of Computation | 2021-06-07 | Paper |
Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights
Mathematics of Computation | 2021-01-20 | Paper |
Lattice meets lattice: Application of lattice cubature to models in lattice gauge theory
(available as arXiv preprint) | 2020-11-10 | Paper |
Constructing QMC Finite Element Methods for Elliptic PDEs with Random Coefficients by a Reduced CBC Construction
Springer Proceedings in Mathematics & Statistics | 2020-08-26 | Paper |
Rank-1 Lattices and Higher-Order Exponential Splitting for the Time-Dependent Schrödinger Equation
Springer Proceedings in Mathematics & Statistics | 2020-08-26 | Paper |
Strang splitting in combination with rank-1 and rank-r lattices for the time-dependent Schrödinger equation
SIAM Journal on Scientific Computing | 2019-11-18 | Paper |
Recycling samples in the multigrid multilevel (quasi-)Monte Carlo method
SIAM Journal on Scientific Computing | 2019-10-30 | Paper |
Enhanced Multi-Index Monte Carlo by means of Multiple Semi-Coarsened Multigrid for Anisotropic Diffusion Problems
(available as arXiv preprint) | 2019-07-29 | Paper |
Rank-1 lattices and higher-order exponential splitting for the time-dependent Schr\"odinger equation
(available as arXiv preprint) | 2019-05-16 | Paper |
Lattice rules with random \(n\) achieve nearly the optimal \(\mathcal{O}(n^{-\alpha-1/2})\) error independently of the dimension
Journal of Approximation Theory | 2019-03-06 | Paper |
Constructing QMC finite element methods for elliptic PDEs with random coefficients by a reduced CBC construction
(available as arXiv preprint) | 2019-02-28 | Paper |
Application of Quasi-Monte Carlo methods to PDEs with random coefficients -- an overview and tutorial
(available as arXiv preprint) | 2019-02-18 | Paper |
A dimension-adaptive multi-index Monte Carlo method applied to a model of a heat exchanger
(available as arXiv preprint) | 2019-02-18 | Paper |
Successive coordinate search and component-by-component construction of rank-1 lattice rules
(available as arXiv preprint) | 2019-02-18 | Paper |
Hot new directions for quasi-Monte Carlo research in step with applications
(available as arXiv preprint) | 2019-02-18 | Paper |
| Hot new directions for quasi-Monte Carlo research in step with applications | 2019-02-18 | Paper |
The analysis of vertex modified lattice rules in a non-periodic Sobolev space
Contemporary Computational Mathematics - A Celebration of the 80th Birthday of Ian Sloan | 2019-01-22 | Paper |
The analysis of vertex modified lattice rules in a non-periodic Sobolev space
Contemporary Computational Mathematics - A Celebration of the 80th Birthday of Ian Sloan | 2019-01-22 | Paper |
Circulant embedding with QMC: analysis for elliptic PDE with lognormal coefficients
Numerische Mathematik | 2018-10-31 | Paper |
Efficient implementations of the multivariate decomposition method for approximating infinite-variate integrals
SIAM Journal on Scientific Computing | 2018-10-08 | Paper |
Analysis of Circulant Embedding Methods for Sampling Stationary Random Fields
SIAM Journal on Numerical Analysis | 2018-07-04 | Paper |
| Random walks in the plane | 2017-11-14 | Paper |
A multi-index quasi-Monte Carlo algorithm for lognormal diffusion problems
SIAM Journal on Scientific Computing | 2017-10-27 | Paper |
| Integration and approximation with Fibonacci lattice points | 2017-09-07 | Paper |
Infinite-dimensional integration and the multivariate decomposition method
Journal of Computational and Applied Mathematics | 2017-08-01 | Paper |
Lattice rules with random $n$ achieve nearly the optimal $\mathcal{O}(n^{-\alpha-1/2})$ error independently of the dimension
(available as arXiv preprint) | 2017-06-14 | Paper |
Construction of quasi-Monte Carlo rules for multivariate integration in spaces of permutation-invariant functions
Constructive Approximation | 2017-05-02 | Paper |
Construction of quasi-Monte Carlo rules for multivariate integration in spaces of permutation-invariant functions
Constructive Approximation | 2017-05-02 | Paper |
Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
Foundations of Computational Mathematics | 2017-02-01 | Paper |
Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
Foundations of Computational Mathematics | 2017-02-01 | Paper |
Multivariate integration over \(\mathbb{R}^s\) with exponential rate of convergence
Journal of Computational and Applied Mathematics | 2016-12-22 | Paper |
Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions
Journal of Complexity | 2016-09-01 | Paper |
Rank-1 lattice rules for multivariate integration in spaces of permutation-invariant functions. Error bounds and tractability
Advances in Computational Mathematics | 2016-03-02 | Paper |
Reconstruction and collocation of a class of non-periodic functions by sampling along tent-transformed rank-1 lattices
The Journal of Fourier Analysis and Applications | 2016-02-29 | Paper |
Higher order QMC Petrov-Galerkin discretization for affine parametric operator equations with random field inputs
SIAM Journal on Numerical Analysis | 2015-04-08 | Paper |
Higher order QMC Petrov-Galerkin discretization for affine parametric operator equations with random field inputs
SIAM Journal on Numerical Analysis | 2015-04-08 | Paper |
Conditional sampling for barrier option pricing under the Heston model
Springer Proceedings in Mathematics & Statistics | 2014-10-31 | Paper |
Conditional sampling for barrier option pricing under the Heston model
Springer Proceedings in Mathematics & Statistics | 2014-10-31 | Paper |
Lattice rules for nonperiodic smooth integrands
Numerische Mathematik | 2014-02-25 | Paper |
Lattice rules for nonperiodic smooth integrands
Numerische Mathematik | 2014-02-25 | Paper |
Conditional sampling for barrier option pricing under the LT method
SIAM Journal on Financial Mathematics | 2014-01-23 | Paper |
| The construction of good lattice rules and polynomial lattice rules | 2013-08-16 | Paper |
A global adaptive quasi-Monte Carlo algorithm for functions of low truncation dimension applied to problems from finance
Springer Proceedings in Mathematics & Statistics | 2013-07-31 | Paper |
A component-by-component construction for the trigonometric degree
Springer Proceedings in Mathematics & Statistics | 2013-07-31 | Paper |
Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules
Numerical Algorithms | 2012-03-02 | Paper |
Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules
Numerical Algorithms | 2012-03-02 | Paper |
Weighted compound integration rules with higher order convergence for all N
Numerical Algorithms | 2012-02-15 | Paper |
Some arithmetic properties of short random walk integrals
The Ramanujan Journal | 2012-01-26 | Paper |
Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications
Journal of Computational Physics | 2011-06-15 | Paper |
Constructing lattice rules based on weighted degree of exactness and worst case error
Computing | 2010-04-12 | Paper |
Extensions of Fibonacci lattice rules
Monte Carlo and Quasi-Monte Carlo Methods 2008 | 2010-02-15 | Paper |
Constructions of copy rules
AIP Conference Proceedings | 2009-01-22 | Paper |
A Belgian View on Lattice Rules
Monte Carlo and Quasi-Monte Carlo Methods 2006 | 2008-06-11 | Paper |
Constructing Embedded Lattice Rules for Multivariate Integration
SIAM Journal on Scientific Computing | 2007-11-22 | Paper |
| The role of structured matrices for the construction of integration lattices | 2007-11-20 | Paper |
| Fast component-by-component construction, a reprise for different kernels | 2006-08-28 | Paper |
Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points
Journal of Complexity | 2006-05-16 | Paper |
Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces
Mathematics of Computation | 2006-03-27 | Paper |
| scientific article; zbMATH DE number 5008233 (Why is no real title available?) | 2006-02-21 | Paper |
A randomised lattice rule algorithm with pre-determined generating vector and random number of points for Korobov spaces with $0 < \alpha \le 1/2$
(available as arXiv preprint) | N/A | Paper |
