Alexander D. Gilbert

According to our database, Alexander D. Gilbert authored at least 15 papers between 2017 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

Density estimation for elliptic PDE with random input by preintegration and quasi-Monte Carlo methods.

Alexander D. Gilbert, Frances Y. Kuo, Abirami Srikumar

CoRR, 2024

2023

Analysis of Preintegration Followed by Quasi-Monte Carlo Integration for Distribution Functions and Densities.

Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan

SIAM J. Numer. Anal., February, 2023

A complex-projected Rayleigh quotient iteration for targeting interior eigenvalues.

Nils Friess, Alexander D. Gilbert, Robert Scheichl

CoRR, 2023

Multilevel Monte Carlo methods for stochastic convection-diffusion eigenvalue problems.

Tiangang Cui, Hans De Sterck, Alexander D. Gilbert, Stanislav Polishchuk, Robert Scheichl

CoRR, 2023

2022

Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on ℝ^d.

Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan

Math. Comput., 2022

Theory and construction of Quasi-Monte Carlo rules for option pricing and density estimation.

Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan, Abirami Srikumar

CoRR, 2022

2021

Preintegration is not smoothing when monotonicity fails.

Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan

CoRR, 2021

Approximating distribution functions and densities using quasi-Monte Carlo methods after smoothing by preintegration.

Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan

CoRR, 2021

Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on $\mathbb{R}^d$.

Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan

CoRR, 2021

Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems II: Efficient algorithms and numerical results.

Alexander D. Gilbert, Robert Scheichl

CoRR, 2021

2020

Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems I: Regularity and error analysis.

Alexander D. Gilbert, Robert Scheichl

CoRR, 2020

2019

Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients.

Alexander D. Gilbert, Ivan G. Graham, Frances Y. Kuo, Robert Scheichl, Ian H. Sloan

Numerische Mathematik, 2019

2018

Efficient Implementations of the Multivariate Decomposition Method for Approximating Infinite-Variate Integrals.

Alexander D. Gilbert, Frances Y. Kuo, Dirk Nuyens, Grzegorz W. Wasilkowski

SIAM J. Sci. Comput., 2018

Hiding the weights - CBC black box algorithms with a guaranteed error bound.

Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan

Math. Comput. Simul., 2018

2017

Small superposition dimension and active set construction for multivariate integration under modest error demand.

Alexander D. Gilbert, Greg W. Wasilkowski

J. Complex., 2017