Dirk Nuyens

Orcid: 0000-0002-4555-2314

According to our database1, Dirk Nuyens authored at least 40 papers between 2004 and 2023.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

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Bibliography

2023
Random-prime-fixed-vector randomised lattice-based algorithm for high-dimensional integration.
J. Complex., December, 2023

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

Comparison of Two Search Criteria for Lattice-based Kernel Approximation.
CoRR, 2023

2022
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., September, 2022

Constructing Embedded Lattice-based Algorithms for Multivariate Function Approximation with a Composite Number of Points.
CoRR, 2022

2021
MDFEM: Multivariate decomposition finite element method for elliptic PDEs with uniform random diffusion coefficients using higher-order QMC and FEM.
Numerische Mathematik, 2021

Enhanced multi-index Monte Carlo by means of multiple semicoarsened multigrid for anisotropic diffusion problems.
Numer. Linear Algebra Appl., 2021

Function integration, reconstruction and approximation using rank-1 lattices.
Math. Comput., 2021

Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights.
Math. Comput., 2021

Lattice meets lattice: Application of lattice cubature to models in lattice gauge theory.
J. Comput. Phys., 2021

Digit-by-digit and component-by-component constructions of lattice rules for periodic functions with unknown smoothness.
J. Complex., 2021

Scaled lattice rules for integration on R<sup>d</sup> achieving higher-order convergence with error analysis in terms of orthogonal projections onto periodic spaces.
CoRR, 2021

2020
Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters.
Proceedings of the 75 Years of Mathematics of Computation, 2020

2019
Strang Splitting in Combination with Rank-1 and Rank-<i>r</i> Lattices for the Time-Dependent Schrödinger Equation.
SIAM J. Sci. Comput., 2019

Recycling Samples in the Multigrid Multilevel (Quasi-)Monte Carlo Method.
SIAM J. Sci. Comput., 2019

Quasi-Monte Carlo based uncertainty analysis: Sampling efficiency and error estimation in engineering applications.
Reliab. Eng. Syst. Saf., 2019

Lattice rules with random n achieve nearly the optimal O(n-α-1∕2) error independently of the dimension.
J. Approx. Theory, 2019

Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters.
CoRR, 2019

Enhanced Multi-Index Monte Carlo by means of Multiple Semi-Coarsened Multigrid for Anisotropic Diffusion Problems.
CoRR, 2019

2018
Efficient Implementations of the Multivariate Decomposition Method for Approximating Infinite-Variate Integrals.
SIAM J. Sci. Comput., 2018

Analysis of Circulant Embedding Methods for Sampling Stationary Random Fields.
SIAM J. Numer. Anal., 2018

Circulant embedding with QMC: analysis for elliptic PDE with lognormal coefficients.
Numerische Mathematik, 2018

2017
A Multi-Index Quasi-Monte Carlo Algorithm for Lognormal Diffusion Problems.
SIAM J. Sci. Comput., 2017

Multivariate integration over R<sup>s</sup> with exponential rate of convergence.
J. Comput. Appl. Math., 2017

Infinite-dimensional integration and the multivariate decomposition method.
J. Comput. Appl. Math., 2017

2016
Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions.
J. Complex., 2016

Application of Quasi-Monte Carlo Methods to Elliptic PDEs with Random Diffusion Coefficients: A Survey of Analysis and Implementation.
Found. Comput. Math., 2016

Rank-1 lattice rules for multivariate integration in spaces of permutation-invariant functions - Error bounds and tractability.
Adv. Comput. Math., 2016

2014
Higher Order QMC Petrov-Galerkin Discretization for Affine Parametric Operator Equations with Random Field Inputs.
SIAM J. Numer. Anal., 2014

Lattice rules for nonperiodic smooth integrands.
Numerische Mathematik, 2014

The construction of good lattice rules and polynomial lattice rules.
Proceedings of the Uniform Distribution and Quasi-Monte Carlo Methods, 2014

2013
Conditional Sampling for Barrier Option Pricing under the LT Method.
SIAM J. Financial Math., 2013

2012
Weighted compound integration rules with higher order convergence for all N.
Numer. Algorithms, 2012

Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules.
Numer. Algorithms, 2012

2011
Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications.
J. Comput. Phys., 2011

2010
Constructing lattice rules based on weighted degree of exactness and worst case error.
Computing, 2010

2006
Constructing Embedded Lattice Rules for Multivariate Integration.
SIAM J. Sci. Comput., 2006

Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces.
Math. Comput., 2006

Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points.
J. Complex., 2006

2004
Fast Component-By-Component Construction of Rank-1 Lattice Rules for (Non-)Primes (Part II).
Proceedings of the Algorithms and Complexity for Continuous Problems, 26. September, 2004


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