Dirk Nuyens
Title
Cited by
Cited by
Year
Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces
D Nuyens, R Cools
Mathematics of Computation 75 (254), 903-920, 2006
2302006
Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications
IG Graham, FY Kuo, D Nuyens, R Scheichl, IH Sloan
Journal of Computational Physics, 2011
1562011
Constructing embedded lattice rules for multivariate integration
R Cools, FY Kuo, D Nuyens
SIAM Journal on Scientific Computing 28 (6), 2162-2188, 2006
1132006
Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points
D Nuyens, R Cools
Journal of Complexity 22 (1), 4-28, 2006
982006
Higher order QMC Petrov--Galerkin discretization for affine parametric operator equations with random field inputs
J Dick, FY Kuo, QT Le Gia, D Nuyens, C Schwab
SIAM Journal on Numerical Analysis 52 (6), 2676-2702, 2014
722014
Fast component-by-component construction, a reprise for different kernels
D Nuyens, R Cools
Monte Carlo and Quasi-Monte Carlo Methods 2004, 373-387, 2006
712006
Some arithmetic properties of short random walk integrals
JM Borwein, D Nuyens, A Straub, J Wan
The Ramanujan Journal 26 (1), 109, 2011
53*2011
Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
FY Kuo, D Nuyens
Foundations of Computational Mathematics 16 (6), 1631-1696, 2016
472016
Lattice rules for nonperiodic smooth integrands
J Dick, D Nuyens, F Pillichshammer
Numerische Mathematik 126 (2), 259-291, 2014
452014
Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules
J Baldeaux, J Dick, G Leobacher, D Nuyens, F Pillichshammer
Numerical Algorithms 59 (3), 403-431, 2012
322012
The construction of good lattice rules and polynomial lattice rules.
D Nuyens
Uniform Distribution and Quasi-Monte Carlo Methods, 223-256, 2014
302014
Constructing lattice rules based on weighted degree of exactness and worst case error
R Cools, FY Kuo, D Nuyens
Computing 87 (1-2), 63-89, 2010
262010
A Belgian view on lattice rules
R Cools, D Nuyens
Monte Carlo and Quasi-Monte Carlo Methods 2006, 3-21, 2008
232008
Analysis of circulant embedding methods for sampling stationary random fields
IG Graham, FY Kuo, D Nuyens, R Scheichl, IH Sloan
SIAM Journal on Numerical Analysis 56 (3), 1871-1895, 2018
222018
Circulant embedding with QMC: analysis for elliptic PDE with lognormal coefficients
IG Graham, FY Kuo, D Nuyens, R Scheichl, IH Sloan
Numerische mathematik 140 (2), 479-511, 2018
132018
Fast construction of good lattice rules
D Nuyens
PhD Thesis, KU Leuven, 2007
132007
Fast construction of good lattice rules
D Nuyens
132007
Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions
R Cools, FY Kuo, D Nuyens, G Suryanarayana
Journal of Complexity 36, 166-181, 2016
122016
Conditional sampling for barrier option pricing under the Heston model
N Achtsis, R Cools, D Nuyens
Monte Carlo and Quasi-Monte Carlo Methods 2012, 253-269, 2013
122013
Conditional sampling for barrier option pricing under the LT method
N Achtsis, R Cools, D Nuyens
SIAM Journal on Financial Mathematics 4 (1), 327-352, 2013
122013
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Articles 1–20