Hernan Leövey

Publication Activity (10 Years)

Years Active: 2015-2021
Publications (10 Years): 6

Top Topics

Lattice Structure

Monte Carlo Methods

Stochastic Programming Problems

High Dimensional

Top Venues

J. Comput. Phys.

J. Comput. Appl. Math.

Publications

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)
Hernan Leövey, Werner Römisch
Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs. Math. Program. 190 (1) (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. CoRR (2020)
Andreas Griewank, Frances Y. Kuo, Hernan Leövey, Ian H. Sloan
High dimensional integration of kinks and jumps - Smoothing by preintegration. J. Comput. Appl. Math. 344 (2018)
Holger Heitsch, Hernan Leövey, Werner Römisch
Are Quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? Comput. Optim. Appl. 65 (3) (2016)
Andreas Ammon, Alan Genz, Tobias Hartung, Karl Jansen, Hernan Leövey, Julia Volmer
On the efficient numerical solution of lattice systems with low-order couplings. Comput. Phys. Commun. 198 (2016)
Hernan Leövey, Werner Römisch
Quasi-Monte Carlo methods for linear two-stage stochastic programming problems. Math. Program. 151 (1) (2015)