Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces D Nuyens, R Cools Mathematics of Computation 75 (254), 903-920, 2006 | 287 | 2006 |
Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications IG Graham, FY Kuo, D Nuyens, R Scheichl, IH Sloan Journal of Computational Physics, 2011 | 212 | 2011 |
Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation FY Kuo, D Nuyens Foundations of Computational Mathematics 16, 1631-1696, 2016 | 162 | 2016 |
Constructing embedded lattice rules for multivariate integration R Cools, FY Kuo, D Nuyens SIAM Journal on Scientific Computing 28 (6), 2162-2188, 2006 | 149 | 2006 |
Higher order QMC Petrov--Galerkin discretization for affine parametric operator equations with random field inputs J Dick, FY Kuo, QT Le Gia, D Nuyens, C Schwab SIAM Journal on Numerical Analysis 52 (6), 2676-2702, 2014 | 122 | 2014 |
Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points D Nuyens, R Cools Journal of Complexity 22 (1), 4-28, 2006 | 118 | 2006 |
Fast component-by-component construction, a reprise for different kernels D Nuyens, R Cools Monte Carlo and Quasi-Monte Carlo Methods 2004, 373-387, 2006 | 84 | 2006 |
Quasi-Monte Carlo based uncertainty analysis: Sampling efficiency and error estimation in engineering applications T Hou, D Nuyens, S Roels, H Janssen Reliability Engineering & System Safety 191, 106549, 2019 | 76 | 2019 |
Some arithmetic properties of short random walk integrals JM Borwein, D Nuyens, A Straub, J Wan The Ramanujan Journal 26, 109-132, 2011 | 68* | 2011 |
Lattice rules for nonperiodic smooth integrands J Dick, D Nuyens, F Pillichshammer Numerische Mathematik 126 (2), 259-291, 2014 | 65 | 2014 |
Analysis of circulant embedding methods for sampling stationary random fields IG Graham, FY Kuo, D Nuyens, R Scheichl, IH Sloan SIAM Journal on Numerical Analysis 56 (3), 1871-1895, 2018 | 63 | 2018 |
Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules J Baldeaux, J Dick, G Leobacher, D Nuyens, F Pillichshammer Numerical Algorithms 59 (3), 403-431, 2012 | 56 | 2012 |
The construction of good lattice rules and polynomial lattice rules. D Nuyens Uniform distribution and quasi-Monte Carlo methods, 223-256, 2014 | 50 | 2014 |
Circulant embedding with QMC: analysis for elliptic PDE with lognormal coefficients IG Graham, FY Kuo, D Nuyens, R Scheichl, IH Sloan Numerische mathematik 140, 479-511, 2018 | 32 | 2018 |
Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions R Cools, FY Kuo, D Nuyens, G Suryanarayana Journal of Complexity 36, 166-181, 2016 | 31 | 2016 |
Constructing lattice rules based on weighted degree of exactness and worst case error R Cools, FY Kuo, D Nuyens Computing 87, 63-89, 2010 | 31 | 2010 |
Conditional sampling for barrier option pricing under the LT method N Achtsis, R Cools, D Nuyens SIAM Journal on Financial Mathematics 4 (1), 327-352, 2013 | 30 | 2013 |
A Belgian view on lattice rules R Cools, D Nuyens Monte Carlo and Quasi-Monte Carlo Methods 2006, 3-21, 2006 | 28 | 2006 |
Fast construction of good lattice rules D Nuyens PhD Thesis, KU Leuven, 2007 | 25 | 2007 |
A multi-index quasi--Monte Carlo algorithm for lognormal diffusion problems P Robbe, D Nuyens, S Vandewalle SIAM Journal on Scientific Computing 39 (5), S851-S872, 2017 | 24 | 2017 |