| Publication | Date of Publication | Type |
|---|
Dynamical Low-Rank Filters for Data Assimilation (available as arXiv preprint) | 2026-07-29 | Paper |
Derandomised lattice rules for high dimensional integration The ANZIAM Journal | 2025-07-31 | Paper |
Dynamical low-rank approximation for stochastic differential equations Mathematics of Computation | 2025-02-14 | Paper |
How sharp are error bounds? -- Lower bounds on quadrature worst-case errors for analytic functions -- SIAM Journal on Numerical Analysis | 2024-11-05 | Paper |
Randomizing the trapezoidal rule gives the optimal RMSE rate in Gaussian Sobolev spaces Mathematics of Computation | 2024-04-16 | Paper |
| Dynamically Orthogonal Approximation for Stochastic Differential Equations | 2023-08-22 | Paper |
Suboptimality of Gauss–Hermite Quadrature and Optimality of the Trapezoidal Rule for Functions with Finite Smoothness SIAM Journal on Numerical Analysis | 2023-06-14 | Paper |
Density Estimation in RKHS with Application to Korobov Spaces in High Dimensions SIAM Journal on Numerical Analysis | 2023-04-26 | Paper |
Fast approximation by periodic kernel-based lattice-point interpolation with application in uncertainty quantification Numerische Mathematik | 2022-01-19 | Paper |
Existence of dynamical low rank approximations for random semi-linear evolutionary equations on the maximal interval Stochastic and Partial Differential Equations. Analysis and Computations | 2021-12-27 | Paper |
Stability properties of a projector-splitting scheme for dynamical low rank approximation of random parabolic equations Numerische Mathematik | 2021-12-01 | Paper |
Density estimation in RKHS with application to Korobov spaces in high dimensions (available as arXiv preprint) | 2021-08-28 | Paper |
Quasi-Monte Carlo integration with product weights for elliptic PDEs with log-normal coefficients IMA Journal of Numerical Analysis | 2021-03-16 | Paper |
Worst-Case Error for Unshifted Lattice Rules Without Randomisation 2018 MATRIX Annals | 2020-08-27 | Paper |
Stability properties of a projector-splitting scheme for dynamical low rank approximation of random parabolic equations (available as arXiv preprint) | 2020-06-09 | Paper |
| Derandomised lattice rules for high dimensional integration | 2019-03-12 | Paper |
A non-uniform discretization of stochastic heat equations with multiplicative noise on the unit sphere Journal of Complexity | 2018-12-20 | Paper |
Worst-case error for unshifted lattice rules without randomisation (available as arXiv preprint) | 2018-11-14 | Paper |
Discrete maximal regularity of an implicit Euler-Maruyama scheme with non-uniform time discretisation for a class of stochastic partial differential equations Electronic Communications in Probability | 2018-05-11 | Paper |
Discrete maximal regularity of an implicit Euler-Maruyama scheme with non-uniform time discretisation for a class of stochastic partial differential equations Electronic Communications in Probability | 2018-05-11 | Paper |
A fully discretised filtered polynomial approximation on spherical shells Journal of Computational and Applied Mathematics | 2018-01-11 | Paper |
A non-uniform discretization of stochastic heat equations with multiplicative noise on the unit sphere (available as arXiv preprint) | 2017-06-09 | Paper |
A fully discretised polynomial approximation on spherical shells GEM - International Journal on Geomathematics | 2016-11-07 | Paper |
Erratum to: ``A fully discretised polynomial approximation on spherical shells'' GEM - International Journal on Geomathematics | 2016-11-07 | Paper |
Error estimation for the invariant scheme of charge simulation method on a disc with scattered points Japan Journal of Industrial and Applied Mathematics | 2014-08-29 | Paper |
How sharp are error bounds? --lower bounds on quadrature worst-case errors for analytic functions (available as arXiv preprint) | N/A | Paper |