Dirk Nuyens

Publication Activity (10 Years)

Years Active: 2004-2023
Publications (10 Years): 33

Top Topics

Decomposition Method

Anisotropic Diffusion

Top Venues

SIAM J. Sci. Comput.

Numerische Mathematik

Publications

Frances Y. Kuo, Weiwen Mo, Dirk Nuyens, Ian H. Sloan, Abirami Srikumar
Comparison of Two Search Criteria for Lattice-based Kernel Approximation. CoRR (2023)
Frances Y. Kuo, Dirk Nuyens, Laurence Wilkes
Random-prime-fixed-vector randomised lattice-based algorithm for high-dimensional integration. J. Complex. 79 (2023)
Dirk Nuyens, Laurence Wilkes
A randomised lattice rule algorithm with pre-determined generating vector and random number of points for Korobov spaces with 0 < α≤ 1/2. CoRR (2023)
Frances Y. Kuo, Dirk Nuyens, Laurence Wilkes
Random-prime-fixed-vector randomised lattice-based algorithm for high-dimensional integration. CoRR (2023)
Dirk Nuyens, Yuya Suzuki
Scaled lattice rules for integration on ℝ^{𝕕} achieving higher-order convergence with error analysis in terms of orthogonal projections onto periodic spaces. Math. Comput. 92 (339) (2022)
Frances Y. Kuo, Weiwen Mo, Dirk Nuyens
Constructing Embedded Lattice-based Algorithms for Multivariate Function Approximation with a Composite Number of Points. CoRR (2022)
Frances Y. Kuo, Giovanni Migliorati, Fabio Nobile, Dirk Nuyens
Function integration, reconstruction and approximation using rank-1 lattices. Math. Comput. 90 (330) (2021)
Dong T. P. Nguyen, Dirk Nuyens
MDFEM: Multivariate decomposition finite element method for elliptic PDEs with uniform random diffusion coefficients using higher-order QMC and FEM. Numerische Mathematik 148 (3) (2021)
Pieterjan Robbe, Dirk Nuyens, Stefan Vandewalle
Enhanced multi-index Monte Carlo by means of multiple semicoarsened multigrid for anisotropic diffusion problems. Numer. Linear Algebra Appl. 28 (3) (2021)
Ronald Cools, Frances Y. Kuo, Dirk Nuyens, Ian H. Sloan
Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights. Math. Comput. 90 (328) (2021)
Dirk Nuyens, Yuya Suzuki
achieving higher-order convergence with error analysis in terms of orthogonal projections onto periodic spaces. CoRR (2021)
Tobias Hartung, Karl Jansen, Frances Y. Kuo, Hernan Leövey, Dirk Nuyens, Ian H. Sloan
Lattice meets lattice: Application of lattice cubature to models in lattice gauge theory. J. Comput. Phys. 443 (2021)
Adrian Ebert, Peter Kritzer, Dirk Nuyens, Onyekachi Osisiogu
Digit-by-digit and component-by-component constructions of lattice rules for periodic functions with unknown smoothness. J. Complex. 66 (2021)
Adrian Ebert, Peter Kritzer, Dirk Nuyens, Onyekachi Osisiogu
Digit-by-digit and component-by-component constructions of lattice rules for periodic functions with unknown smoothness. CoRR (2020)
Tobias Hartung, Karl Jansen, Frances Y. Kuo, Hernan Leövey, Dirk Nuyens, Ian H. Sloan
Lattice meets lattice: Application of lattice cubature to models in lattice gauge theory. CoRR (2020)
Ronald Cools, Frances Y. Kuo, Dirk Nuyens, Ian H. Sloan
Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights. CoRR (2019)
Pieterjan Robbe, Dirk Nuyens, Stefan Vandewalle
Recycling Samples in the Multigrid Multilevel (Quasi-)Monte Carlo Method. SIAM J. Sci. Comput. 41 (5) (2019)
Pieterjan Robbe, Dirk Nuyens, Stefan Vandewalle
Enhanced Multi-Index Monte Carlo by means of Multiple Semi-Coarsened Multigrid for Anisotropic Diffusion Problems. CoRR (2019)
Tianfeng Hou, Dirk Nuyens, Staf Roels, Hans Janssen
Quasi-Monte Carlo based uncertainty analysis: Sampling efficiency and error estimation in engineering applications. Reliab. Eng. Syst. Saf. 191 (2019)
Frances Y. Kuo, Giovanni Migliorati, Fabio Nobile, Dirk Nuyens
Function integration, reconstruction and approximation using rank-1 lattices. CoRR (2019)
Peter Kritzer, Frances Y. Kuo, Dirk Nuyens, Mario Ullrich
Lattice rules with random n achieve nearly the optimal O(n-α-1∕2) error independently of the dimension. J. Approx. Theory 240 (2019)
Yuya Suzuki, Gowri Suryanarayana, Dirk Nuyens
Lattices for the Time-Dependent Schrödinger Equation. SIAM J. Sci. Comput. 41 (6) (2019)
Ronald Cools, Frances Y. Kuo, Dirk Nuyens, Ian H. Sloan
Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters. CoRR (2019)
Ivan G. Graham, Frances Y. Kuo, Dirk Nuyens, Robert Scheichl, Ian H. Sloan
Circulant embedding with QMC: analysis for elliptic PDE with lognormal coefficients. Numerische Mathematik 140 (2) (2018)
Ivan G. Graham, Frances Y. Kuo, Dirk Nuyens, Robert Scheichl, Ian H. Sloan
Analysis of Circulant Embedding Methods for Sampling Stationary Random Fields. SIAM J. Numer. Anal. 56 (3) (2018)
Alexander D. Gilbert, Frances Y. Kuo, Dirk Nuyens, Grzegorz W. Wasilkowski
Efficient Implementations of the Multivariate Decomposition Method for Approximating Infinite-Variate Integrals. SIAM J. Sci. Comput. 40 (5) (2018)
Alexander D. Gilbert, Frances Y. Kuo, Dirk Nuyens, Grzegorz W. Wasilkowski
Efficient implementations of the Multivariate Decomposition Method for approximating infinite-variate integrals. CoRR (2017)
Frances Y. Kuo, Dirk Nuyens, Leszek Plaskota, Ian H. Sloan, Grzegorz W. Wasilkowski
Infinite-dimensional integration and the multivariate decomposition method. J. Comput. Appl. Math. 326 (2017)
Dong T. P. Nguyen, Dirk Nuyens
with exponential rate of convergence. J. Comput. Appl. Math. 315 (2017)
Pieterjan Robbe, Dirk Nuyens, Stefan Vandewalle
A Multi-Index Quasi-Monte Carlo Algorithm for Lognormal Diffusion Problems. SIAM J. Sci. Comput. 39 (5) (2017)
Ronald Cools, Frances Y. Kuo, Dirk Nuyens, Gowri Suryanarayana
Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions. J. Complex. 36 (2016)
Dirk Nuyens, Gowri Suryanarayana, Markus Weimar
Rank-1 lattice rules for multivariate integration in spaces of permutation-invariant functions - Error bounds and tractability. Adv. Comput. Math. 42 (1) (2016)
Frances Y. Kuo, Dirk Nuyens
Application of Quasi-Monte Carlo Methods to Elliptic PDEs with Random Diffusion Coefficients: A Survey of Analysis and Implementation. Found. Comput. Math. 16 (6) (2016)
Josef Dick, Frances Y. Kuo, Quoc Thong Le Gia, Dirk Nuyens, Christoph Schwab
Higher Order QMC Petrov-Galerkin Discretization for Affine Parametric Operator Equations with Random Field Inputs. SIAM J. Numer. Anal. 52 (6) (2014)
Josef Dick, Dirk Nuyens, Friedrich Pillichshammer
Lattice rules for nonperiodic smooth integrands. Numerische Mathematik 126 (2) (2014)
Nico Achtsis, Ronald Cools, Dirk Nuyens
Conditional Sampling for Barrier Option Pricing under the LT Method. SIAM J. Financial Math. 4 (1) (2013)
Fred J. Hickernell, Peter Kritzer, Frances Y. Kuo, Dirk Nuyens
Weighted compound integration rules with higher order convergence for all N. Numer. Algorithms 59 (2) (2012)
Jan Baldeaux, Josef Dick, Gunther Leobacher, Dirk Nuyens, Friedrich Pillichshammer
Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules. Numer. Algorithms 59 (3) (2012)
Ivan G. Graham, Frances Y. Kuo, Dirk Nuyens, Robert Scheichl, Ian H. Sloan
Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications. J. Comput. Phys. 230 (10) (2011)
Ronald Cools, Frances Y. Kuo, Dirk Nuyens
Constructing lattice rules based on weighted degree of exactness and worst case error. Computing 87 (1-2) (2010)
Ronald Cools, Frances Y. Kuo, Dirk Nuyens
Constructing Embedded Lattice Rules for Multivariate Integration. SIAM J. Sci. Comput. 28 (6) (2006)
Dirk Nuyens, Ronald Cools
Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces. Math. Comput. 75 (254) (2006)
Dirk Nuyens, Ronald Cools
Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points. J. Complex. 22 (1) (2006)
Dirk Nuyens, Ronald Cools
Fast Component-By-Component Construction of Rank-1 Lattice Rules for (Non-)Primes (Part II). Algorithms and Complexity for Continuous Problems (2004)