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Yuya Suzuki
Yuya Suzuki
Aalto University Department of Mathematics and Systems Analysis
Verified email at kth.se - Homepage
Title
Cited by
Cited by
Year
Suboptimality of Gauss–Hermite quadrature and optimality of the trapezoidal rule for functions with finite smoothness
Y Kazashi, Y Suzuki, T Goda
SIAM Journal on Numerical Analysis 61 (3), 1426-1448, 2023
82023
Scaled lattice rules for integration on ℝ^{𝕕} achieving higher-order convergence with error analysis in terms of orthogonal projections onto periodic spaces
D Nuyens, Y Suzuki
Mathematics of Computation 92 (339), 307-347, 2023
72023
Strang Splitting in Combination with Rank-1 and Rank-r Lattices for the Time-Dependent Schrödinger Equation
Y Suzuki, G Suryanarayana, D Nuyens
SIAM Journal on Scientific Computing 41 (6), B1254-B1283, 2019
52019
Rank-1 lattices and higher-order exponential splitting for the time-dependent Schrödinger equation
Y Suzuki, D Nuyens
Monte Carlo and Quasi-Monte Carlo Methods: MCQMC 2018, Rennes, France, July …, 2020
42020
Randomizing the trapezoidal rule gives the optimal RMSE rate in Gaussian Sobolev spaces
T Goda, Y Kazashi, Y Suzuki
Mathematics of Computation, 2022
32022
Applications and analysis of lattice points: time-stepping and integration over R d
Y Suzuki
PhD thesis, Faculty of Engineering Science, KU Leuven, 2020
32020
Rare-event Simulation with Markov Chain Monte Carlo
Y Suzuki
32013
Rank-1 lattices and Strang splitting for the time-dependent Schrödinger equation
Y Suzuki, G SURYANARAYANA, D Nuyens
Workshop on High-Dimensional Approximation (HDA2017), Date: 2017/02/13-2017 …, 2017
22017
Quasi-Monte Carlo for calculating multi-dimensional expectations against Gaussian distribution
Y Suzuki, D Nuyens
International Conference on Monte Carlo Methods and Applications, Date: 2017 …, 2017
12017
Archimedean Copulas for Random Sums
Y Suzuki, J Imai
Quantitative Methods in Finance 2015 (QMF 2015), Date: 2015/12/15-2015/12/18 …, 2015
12015
Markov chain Monte Carlo for risk measures
Y Suzuki, T Gudmundsson
2014 4th International Conference On Simulation And Modeling Methodologies …, 2014
12014
Construction of Optimal Algorithms for Function Approximation in Gaussian Sobolev Spaces
Y Suzuki, T Karvonen
arXiv preprint arXiv:2402.02917, 2024
2024
Scaled lattice rules for integration on achieving higher-order convergence with error analysis in terms of orthogonal projections onto periodic spaces
D Nuyens, Y Suzuki
arXiv preprint arXiv:2108.12639, 2021
2021
Rank-1 lattices and higher-order exponential splitting for the multi-dimensional time-dependent Schrödinger equation
Y Suzuki, D Nuyens
13th International Conference in Monte Carlo & Quasi-Monte Carlo Methods in …, 2018
2018
Quasi-Monte Carlo Sampling for the Schrödinger Equation
D Nuyens, Y Suzuki, G SURYANARAYANA
SIAM Conference on Uncertainty Quantification (SIAMUQ 2018), Location …, 2018
2018
Strang splitting for the time-dependent Schrödinger equation and quasi-Monte Carlo methods
D Nuyens, Y Suzuki, G SURYANARAYANA
International Workshop on Operator Theory and its Applications (IWOTA 2017 …, 2017
2017
実質次元減少法による QMC を用いたポートフォリオのリスク指標の推定
鈴木悠也, 今井潤一
日本オペレーションズ・リサーチ学会和文論文誌 55, 177-193, 2012
2012
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