86 citations · 242 across the 30 of their papers we have counts for
6 papers · 1 filter
A quasi-Monte Carlo Method for an Optimal Control Problem Under Uncertainty
Philipp A. Guth, Vesa Kaarnioja, Frances Y. Kuo +2
We study an optimal control problem under uncertainty, where the target function is the solution of an elliptic partial differential equation with random coefficients, steered by a…
Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights
Ronald Cools, Frances Y. Kuo, Dirk Nuyens +1
In a recent paper by the same authors, we provided a theoretical foundation for the component-by-component (CBC) construction of lattice algorithms for multivariate approxima…
Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters
Ronald Cools, Frances Y. Kuo, Dirk Nuyens +1
This paper provides the theoretical foundation for the construction of lattice algorithms for multivariate approximation in the worst case setting, for functions in a periodi…
Function integration, reconstruction and approximation using rank-1 lattices
Frances Y. Kuo, Giovanni Migliorati, Fabio Nobile +1
We consider rank-1 lattices for integration and reconstruction of functions with series expansion supported on a finite index set. We explore the connection between the periodic Fo…
Uncertainty quantification using periodic random variables
Vesa Kaarnioja, Frances Y. Kuo, Ian H. Sloan
Many studies in uncertainty quantification have been carried out under the assumption of an input random field in which a countable number of independent random variables are each…
Derandomised lattice rules for high dimensional integration
Yoshihito Kazashi, Frances Y. Kuo, Ian H. Sloan
We seek shifted lattice rules that are good for high dimensional integration over the unit cube in the setting of an unanchored weighted Sobolev space of functions with square-inte…