Dirk Nuyens

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Person:249501

Available identifiers

zbMath Open nuyens.dirkDBLP94/1982WikidataQ57160655 ScholiaQ57160655MaRDI QIDQ249501

List of research outcomes





PublicationDate of PublicationType
Random-prime-fixed-vector randomised lattice-based algorithm for high-dimensional integration2023-11-30Paper
Comparison of Two Search Criteria for Lattice-based Kernel Approximation2023-04-04Paper
Scaled lattice rules for integration on ℝ^{𝕕} achieving higher-order convergence with error analysis in terms of orthogonal projections onto periodic spaces2022-10-18Paper
Constructing Embedded Lattice-based Algorithms for Multivariate Function Approximation with a Composite Number of Points2022-09-02Paper
MDFEM: Multivariate decomposition finite element method for elliptic PDEs with lognormal diffusion coefficients using higher-order QMC and FEM2022-05-09Paper
Lattice meets lattice: application of lattice cubature to models in lattice gauge theory2022-04-28Paper
Digit-by-digit and component-by-component constructions of lattice rules for periodic functions with unknown smoothness2021-09-02Paper
Scaled lattice rules for integration on $\mathbb{R}^d$ achieving higher-order convergence with error analysis in terms of orthogonal projections onto periodic spaces2021-08-28Paper
MDFEM: multivariate decomposition finite element method for elliptic PDEs with uniform random diffusion coefficients using higher-order QMC and FEM2021-08-27Paper
Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters2021-07-09Paper
Enhanced multi‐index Monte Carlo by means of multiple semicoarsened multigrid for anisotropic diffusion problems2021-06-18Paper
Function integration, reconstruction and approximation using rank-$1$ lattices2021-06-07Paper
Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights2021-01-20Paper
Lattice meets lattice: Application of lattice cubature to models in lattice gauge theory2020-11-10Paper
Constructing QMC Finite Element Methods for Elliptic PDEs with Random Coefficients by a Reduced CBC Construction2020-08-26Paper
Rank-1 Lattices and Higher-Order Exponential Splitting for the Time-Dependent Schrödinger Equation2020-08-26Paper
Strang Splitting in Combination with Rank-1 and Rank-r Lattices for the Time-Dependent Schrödinger Equation2019-11-18Paper
Recycling Samples in the Multigrid Multilevel (Quasi-)Monte Carlo Method2019-10-30Paper
Enhanced Multi-Index Monte Carlo by means of Multiple Semi-Coarsened Multigrid for Anisotropic Diffusion Problems2019-07-29Paper
Rank-1 lattices and higher-order exponential splitting for the time-dependent Schr\"odinger equation2019-05-16Paper
Lattice rules with random \(n\) achieve nearly the optimal \(\mathcal{O}(n^{-\alpha-1/2})\) error independently of the dimension2019-03-06Paper
Constructing QMC finite element methods for elliptic PDEs with random coefficients by a reduced CBC construction2019-02-28Paper
Application of Quasi-Monte Carlo methods to PDEs with random coefficients -- an overview and tutorial2019-02-18Paper
A dimension-adaptive multi-index Monte Carlo method applied to a model of a heat exchanger2019-02-18Paper
Successive coordinate search and component-by-component construction of rank-1 lattice rules2019-02-18Paper
Hot new directions for quasi-Monte Carlo research in step with applications2019-02-18Paper
The Analysis of Vertex Modified Lattice Rules in a Non-periodic Sobolev Space2019-01-22Paper
Circulant embedding with QMC: analysis for elliptic PDE with lognormal coefficients2018-10-31Paper
Efficient Implementations of the Multivariate Decomposition Method for Approximating Infinite-Variate Integrals2018-10-08Paper
Analysis of Circulant Embedding Methods for Sampling Stationary Random Fields2018-07-04Paper
https://portal.mardi4nfdi.de/entity/Q45912892017-11-14Paper
A Multi-Index Quasi--Monte Carlo Algorithm for Lognormal Diffusion Problems2017-10-27Paper
Integration and Approximation with Fibonacci lattice points2017-09-07Paper
Infinite-dimensional integration and the multivariate decomposition method2017-08-01Paper
Lattice rules with random $n$ achieve nearly the optimal $\mathcal{O}(n^{-\alpha-1/2})$ error independently of the dimension2017-06-14Paper
Construction of quasi-Monte Carlo rules for multivariate integration in spaces of permutation-invariant functions2017-05-02Paper
Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation2017-02-01Paper
Multivariate integration over \(\mathbb{R}^s\) with exponential rate of convergence2016-12-22Paper
Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions2016-09-01Paper
Rank-1 lattice rules for multivariate integration in spaces of permutation-invariant functions. Error bounds and tractability2016-03-02Paper
Reconstruction and collocation of a class of non-periodic functions by sampling along tent-transformed rank-1 lattices2016-02-29Paper
Higher Order QMC Petrov--Galerkin Discretization for Affine Parametric Operator Equations with Random Field Inputs2015-04-08Paper
Conditional Sampling for Barrier Option Pricing Under the Heston Model2014-10-31Paper
Lattice rules for nonperiodic smooth integrands2014-02-25Paper
Conditional sampling for barrier option pricing under the LT method2014-01-23Paper
The construction of good lattice rules and polynomial lattice rules2013-08-16Paper
A Global Adaptive Quasi-Monte Carlo Algorithm for Functions of Low Truncation Dimension Applied to Problems from Finance2013-07-31Paper
A Component-by-Component Construction for the Trigonometric Degree2013-07-31Paper
Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules2012-03-02Paper
Weighted compound integration rules with higher order convergence for all \(N\)2012-02-15Paper
Some arithmetic properties of short random walk integrals2012-01-26Paper
Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications2011-06-15Paper
Constructing lattice rules based on weighted degree of exactness and worst case error2010-04-12Paper
Extensions of Fibonacci Lattice Rules2010-02-15Paper
Constructions of copy rules2009-01-22Paper
A Belgian View on Lattice Rules2008-06-11Paper
Constructing Embedded Lattice Rules for Multivariate Integration2007-11-22Paper
https://portal.mardi4nfdi.de/entity/Q54274322007-11-20Paper
https://portal.mardi4nfdi.de/entity/Q54823772006-08-28Paper
Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points2006-05-16Paper
Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces2006-03-27Paper
https://portal.mardi4nfdi.de/entity/Q33711802006-02-21Paper
A randomised lattice rule algorithm with pre-determined generating vector and random number of points for Korobov spaces with $0 < \alpha \le 1/2$N/APaper

Research outcomes over time

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