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 | 33 | 2019 |
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 | 12 | 2018 |
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 | 12 | 2017 |
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 | 8 | 2024 |
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 | 7 | 2024 |
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 | 5 | 2022 |
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 | 4 | 2022 |
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 | 4 | 2020 |
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 | 3 | 2018 |
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 |