86 citations · 301 across the 37 of their papers we have counts for
4 papers · 1 filter
Multivariate integration over with exponential rate of convergence
Dong T. P. Nguyen, Dirk Nuyens
In this paper we analyze the approximation of multivariate integrals over the Euclidean plane for functions which are analytic. We show explicit upper bounds which attain the expon…
A Multi-Index Quasi-Monte Carlo Algorithm for Lognormal Diffusion Problems
Pieterjan Robbe, Dirk Nuyens, Stefan Vandewalle
We present a Multi-Index Quasi-Monte Carlo method for the solution of elliptic partial differential equations with random coefficients. By combining the multi-index sampling idea w…
Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients - a survey of analysis and implementation
Frances Y. Kuo, Dirk Nuyens
This article provides a survey of recent research efforts on the application of quasi-Monte Carlo (QMC) methods to elliptic partial differential equations (PDEs) with random diffus…
Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions
Ronald Cools, Frances Y. Kuo, Dirk Nuyens +1
We develop algorithms for multivariate integration and approximation in the weighted half-period cosine space of smooth non-periodic functions. We use specially constructed tent-tr…