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Alexander D. Gilbert
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Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients
AD Gilbert, IG Graham, FY Kuo, R Scheichl, IH Sloan
Numerische Mathematik 142, 863-915, 2019
332019
Efficient implementations of the multivariate decomposition method for approximating infinite-variate integrals
AD Gilbert, FY Kuo, D Nuyens, GW Wasilkowski
SIAM Journal on Scientific Computing 40 (5), A3240-A3266, 2018
122018
Small superposition dimension and active set construction for multivariate integration under modest error demand
AD Gilbert, GW Wasilkowski
Journal of Complexity 42, 94-109, 2017
122017
Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems I: regularity and error analysis
AD Gilbert, R Scheichl
IMA Journal of Numerical Analysis 44 (1), 466-503, 2024
82024
Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems II: efficient algorithms and numerical results
AD Gilbert, R Scheichl
IMA Journal of Numerical Analysis 44 (1), 504-535, 2024
72024
Preintegration is not smoothing when monotonicity fails
AD Gilbert, FY Kuo, IH Sloan
Advances in Modeling and Simulation: Festschrift for Pierre L'Ecuyer, 169-191, 2022
52022
Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on ℝ^{𝕕}
A Gilbert, F Kuo, I Sloan
Mathematics of Computation 91 (336), 1837-1869, 2022
42022
Bounding the spectral gap for an elliptic eigenvalue problem with uniformly bounded stochastic coefficients
AD Gilbert, IG Graham, R Scheichl, IH Sloan
2018 MATRIX Annals, 29-43, 2020
42020
Analysis of preintegration followed by quasi-Monte Carlo integration for distribution functions and densities
AD Gilbert, FY Kuo, IH Sloan
arXiv preprint arXiv:2112.10308, 2021
3*2021
Hiding the weights—CBC black box algorithms with a guaranteed error bound
AD Gilbert, FY Kuo, IH Sloan
Mathematics and Computers in Simulation 143, 202-214, 2018
32018
Density estimation for elliptic PDE with random input by preintegration and quasi-Monte Carlo methods
AD Gilbert, FY Kuo, A Srikumar
arXiv preprint arXiv:2402.11807, 2024
2024
A complex-projected Rayleigh quotient iteration for targeting interior eigenvalues
N Friess, AD Gilbert, R Scheichl
arXiv preprint arXiv:2312.02847, 2023
2023
Multilevel Monte Carlo methods for stochastic convection-diffusion eigenvalue problems
T Cui, H De Sterck, AD Gilbert, S Polishchuk, R Scheichl
arXiv preprint arXiv:2303.03673, 2023
2023
Theory and construction of Quasi-Monte Carlo rules for option pricing and density estimation
AD Gilbert, FY Kuo, IH Sloan, A Srikumar
arXiv preprint arXiv:2212.11493, 2022
2022
Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on
AD Gilbert, FY Kuo, IH Sloan
arXiv preprint arXiv:2103.16075, 2021
2021
Algorithms for numerical integration in high and infinite dimensions: Analysis, applications and implementation
AD Gilbert
The University of New South Wales, 2018
2018
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Articles 1–16