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
2582006
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
1752011
Constructing embedded lattice rules for multivariate integration
R Cools, FY Kuo, D Nuyens
SIAM Journal on Scientific Computing 28 (6), 2162-2188, 2006
1262006
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
1102006
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
86*2014
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
752006
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
742016
Some arithmetic properties of short random walk integrals
JM Borwein, D Nuyens, A Straub, J Wan
The Ramanujan Journal 26 (1), 109-132, 2011
61*2011
Lattice rules for nonperiodic smooth integrands
J Dick, D Nuyens, F Pillichshammer
Numerische Mathematik 126 (2), 259-291, 2014
462014
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
422012
The construction of good lattice rules and polynomial lattice rules
D Nuyens
Uniform distribution and quasi-Monte Carlo methods, 223-256, 2014
382014
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
342018
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
282010
A Belgian view on lattice rules
R Cools, D Nuyens
Monte Carlo and Quasi-Monte Carlo Methods 2006, 3-21, 2008
262008
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
222018
Fast construction of good lattice rules
D Nuyens
PhD Thesis, KU Leuven, 2007
172007
Fast construction of good lattice rules
D Nuyens
172007
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
162013
Quasi-Monte Carlo based uncertainty analysis: Sampling efficiency and error estimation in engineering applications
T Hou, D Nuyens, S Roels, H Janssen
Reliability Engineering & System Safety 191, 106549, 2019
152019
Weighted compound integration rules with higher order convergence for all N
FJ Hickernell, P Kritzer, FY Kuo, D Nuyens
Numerical Algorithms 59 (2), 161-183, 2012
152012
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Articles 1–20