Publications of Dirk Nuyens
period 2013 - 2018
Articles in internationally reviewed journals
14 references- Graham, Ivan G.; Kuo, Frances Y.; Nuyens, Dirk; Scheichl, Rob; Sloan, Ian H.. Circulant embedding with QMC - analysis for elliptic PDE with lognormal coefficients, Numerische Mathematik, 2018 (Accepted)
- Graham, Ivan G.; Kuo, Frances Y.; Nuyens, Dirk; Scheichl, Rob; Sloan, Ian H.. Analysis of circulant embedding methods for sampling stationary random fields, SIAM Journal on Numerical Analysis, 2018 (Accepted)
- Kuo, Frances Y.; Nuyens, Dirk; Plaskota, Leszek; Sloan, Ian H.; Wasilkowski, Grzegorz. Infinite-dimensional integration and the multivariate decomposition method, Journal of Computational and Applied Mathematics, volume 326, pages 217-234, 2017
- Nguyen, Dong; Nuyens, Dirk. Multivariate integration over R^s with exponential rate of convergence, Journal of Computational and Applied Mathematics, volume 315, pages 327-342, 2017
- Robbe, Pieterjan; Nuyens, Dirk; Vandewalle, Stefan. A Multi-Index Quasi-Monte Carlo Algorithm for Lognormal Diffusion Problems, SIAM Journal on Scientific Computing, volume 39, issue 5, pages S851-S872, 2017
- Cools, Ronald; Kuo, Frances Y.; Nuyens, Dirk; Suryanarayana, Gowri. Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions, Journal of Complexity, volume 36, pages 166-181, 2016
- Kuo, Frances Y.; Nuyens, Dirk. Application of Quasi-Monte Carlo Methods to Elliptic PDEs with Random Diffusion Coefficients: A Survey of Analysis and Implementation, Foundations of Computational Mathematics, pages 1-66, 2016
- Nuyens, Dirk; Suryanarayana, Gowri; Weimar, Markus. Rank-1 lattice rules for multivariate integration in spaces of permutation-invariant functions: Error bounds and tractability, Advances in Computational Mathematics, volume 42, issue 1, pages 55-84, 2016
- Nuyens, Dirk; Suryanarayana, Gowri; Weimar, Markus. Construction of quasi-Monte Carlo rules for multivariate integration in spaces of permutation-invariant functions, Constructive Approximation, volume 45, issue 2, pages 311-344, 2016
- Suryanarayana, Gowri; Nuyens, Dirk; Cools, Ronald. Reconstruction and collocation of a class of non-periodic functions by sampling along tent-transformed rank-1 lattices, The Journal of Fourier Analysis and Applications, volume 22, pages 187-214, 2016
- Suryanarayana, Gowri; Cools, Ronald; Nuyens, Dirk. Integration and Approximation with Fibonacci lattice points, Dolomites Research Notes on Approximation, volume 8, pages 92-101, 2015
- Dick, Josef; Kuo, Frances Y.; Le Gia, Quoc T.; Nuyens, Dirk; Schwab, Christoph. Higher order QMC Petrov-Galerkin discretization for affine parametric operator equations with random field inputs, SIAM Journal on Numerical Analysis, volume 52, issue 6, pages 2676-2702, 2014
- Dick, Josef; Nuyens, Dirk; Pillichshammer, Friedrich. Lattice rules for nonperiodic smooth integrands, Numerische Mathematik, volume 126, issue 2, pages 259-291, 2014 3/package.tgz
- Achtsis, Nico; Cools, Ronald; Nuyens, Dirk. Conditional sampling for barrier option pricing under the LT method, SIAM Journal on Financial Mathematics, volume 4, issue 1, pages 327-352, 2013
Books, internationally recognised scientific publisher; as editor
1 reference- Cools, Ronald; Nuyens, Dirk (eds.), Monte Carlo and Quasi-Monte Carlo Methods - MCQMC, Leuven, Springer Proceedings in Mathematics & Statistics, volume 163, Springer International Publishing, Switzerland, 2016, isbn 978-331-933-505-6, International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC2014), Leuven, Belgium, 6-11 April 2014
Article in book, internationally recognised scientific publisher
2 references- Nuyens, Dirk; Cools, Ronald. The analysis of vertex modified lattice rules in a non-periodic Sobolev space, Dick, Josef; Kuo, Frances Y.; Wozniakowski, Henryk (eds.), Contemporary Computational Mathematics - a Celebration of the 80th Birthday of Ian Sloan, Springer-Verlag, 2018 (Accepted)
- Nuyens, Dirk. The construction of good lattice rules and polynomial lattice rules, Kritzer, Peter; Niederreiter, Harald; Pillichshammer, Friedrich; Winterhof, Arne (eds.), Uniform Distribution and Quasi-Monte Carlo Methods: Discrepancy, Integration and Applications, Radon Series on Computational and Applied Mathematics, pages 223-255, De Gruyter, 2014
Papers at international conferences and symposia, published in full in proceedings
6 references- Kuo, Frances Y.; Nuyens, Dirk. Hot new directions for quasi-Monte Carlo research in step with applications, Glynn, Peter W.; Owen, Art B (eds.), Monte Carlo and Quasi-Monte Carlo Methods 2016, Springer-Verlag, 2018, The Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC2016), Stanford, 14-19 August 2016 (Accepted)
- Kuo, Frances Y.; Nuyens, Dirk. Application of quasi-Monte Carlo methods to PDEs with random coefficients - an overview and tutorial, Glynn, Peter W.; Owen, Art B (eds.), Monte Carlo and Quasi-Monte Carlo Methods 2016, Springer-Verlag, 2018, The Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC2016), Stanford, 14-19 August 2016 (Accepted)
- Ebert, Adrian; Leövey, Hernan; Nuyens, Dirk. Successive Coordinate Search and Component-by-Component Construction of Rank-1 Lattice Rules, Glynn, Peter; Owen, Art (eds.), Monte Carlo and Quasi-Monte Carlo Methods 2016, Springer, 2017, Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC2016), Stanford, USA, 14-19 August 2016 (Accepted)
- Hou, Tianfeng; Nuyens, Dirk; Roels, Staf; Janssen, Hans. Quasi-Monte-Carlo-based probabilistic assessment of wall heat loss, Energy Procedia, volume Volume 132, pages 705-710, Elsevier, 11th Nordic Symposium on Building Physics (NSB2017), Trondheim, Norway, 11-14 June 2017
- Robbe, Pieterjan; Nuyens, Dirk; Vandewalle, Stefan. A dimension-adaptive multi-index Monte Carlo method applied to a model of a heat exchanger, 2017, Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC2016), Stanford, 14-19 August 2016 (Accepted)
- Achtsis, Nico; Cools, Ronald; Nuyens, Dirk. Conditional sampling for barrier option pricing under the Heston model, Dick, Josef; Kuo, Frances Y.; Peters, Gareth W.; Sloan, Ian H (eds.), Monte Carlo and Quasi-Monte Carlo Methods 2012, pages 253-269, Springer, 2013, Tenth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC2012), Sydney, 13-17 February 2012
Meeting abstracts, presented at international conferences and symposia
43 references- Robbe, Pieterjan; Nuyens, Dirk; Vandewalle, Stefan. Multilevel Monte Carlo methods with sample reuse and automatic coarse grid generation using algebraic multigrid, Copper Mountain Conference On Iterative Methods, Copper Mountain, Colorado, 25-30 March 2018
- Robbe, Pieterjan; Nuyens, Dirk; Vandewalle, Stefan. Multilevel and multi-index sampling for the forward propagation of many uncertainties in industrial applications, SIAM Conference on Uncertainty Quantification (SIAM UQ18), Garden Grove, California, 16-19 April 2018
- Ebert, Adrian; Nuyens, Dirk; Gillard, Pieter. Parameter identification using QMC in an insulin-glucose model with uncertain data, 7th Workshop on High-Dimensional Approximation, volume 7, page 0, 7th Workshop on High-Dimensional Approximation, UNSW, Sydney, Australia, 13-17 February 2017
- Nuyens, Dirk. A comprehensive tutorial on quasi-Monte Carlo methods, Information Based Complexity, High-Dimensional Problems (IBC-Paris2017), Institut Henri Poincaré, Paris, France, 14-15 March 2017
- Nuyens, Dirk; Ebert, Adrian. Parameter identification using QMC in an insulin-glucose model with uncertain data, Australia and New Zealand Industrial and Applied Mathematics Conference (ANZIAM2017), Hahndorf, Australia, 5-9 February 2017
- Robbe, Pieterjan; Nuyens, Dirk; Vandewalle, Stefan. A dimension-adaptive multi-index Monte Carlo method applied to a model of a heat exchanger, Workshop on High-Dimensional Approximation (HDA2017), Sydney, Australia, 13-17 February 2017
- Robbe, Pieterjan; Nuyens, Dirk; Vandewalle, Stefan. Dimension-Adaptive Multi-Index Quasi-Monte Carlo for PDEs with Random Coefficients, International Conference on Monte Carlo Methods and Applications (MCM2017), Montréal, Canada, 3-9 July 2017
- Robbe, Pieterjan; Nuyens, Dirk; Vandewalle, Stefan. Efficient multilevel and multi-index methods in Uncertainty Quantification, WSC Spring Meeting, Antwerp, 19 May 2017
- Suzuki, Yuya; Nuyens, Dirk. Quasi-Monte Carlo for calculating multi-dimensional expectations against Gaussian distribution, International Conference on Monte Carlo Methods and Applications, Montreal, Canada, 3-7 July 2017
- Suzuki, Yuya; SURYANARAYANA, Gowri; Nuyens, Dirk. Rank-1 lattices and Strang splitting for the time-dependent Schrödinger equation, Workshop on High-Dimensional Approximation (HDA2017), Sydney, Australia, 13-17 February 2017
- Ebert, Adrian; Leövey, Hernan; Nuyens, Dirk. Successive coordinate search and component-by-component construction of rank-one lattice rules in weighted RKHS, 12th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC2016), Stanford, USA, 14 - 19 August 2016
- Nuyens, Dirk. Lattice rules and beyond.., International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC2016), Stanford, USA, 14-19 August 2016 2/mcqmc2016.m
- Nuyens, Dirk; Graham, Ivan G.; Kuo, Frances Y.; Scheichl, Rob S.; Sloan, Ian H.. Quasi-Monte Carlo methods for elliptic PDEs with random coefficients, Dagstuhl seminar on “Uncertainty quantification and high performance computing”, Dagstuhl, Wadern, Germany, 11-16 September 2016
- Nuyens, Dirk; Graham, Ivan G.; Kuo, Frances Y.; Scheichl, Rob S.; Sloan, Ian H.. Quasi-Monte Carlo and FFT sampling for elliptic PDEs with lognormal random coefficients, SIAM Conference on Uncertainty Quantification (SIAM UQ2016), Lausanne, Switzerland, 5-8 April 2016
- Nuyens, Dirk; Graham, Ivan G.; Kuo, Frances Y.; Scheichl, Rob S.; Sloan, Ian H.. Quasi-Monte Carlo methods using circulant embedding techniques for elliptic PDEs with random coefficients, Workshop on “Challenges in High-Dimensional Analysis and Computation”, San Servolo, Venice, Italy, 2-6 May 2016
- Nuyens, Dirk; Lawrence, Piers W.; Gillard, Pieter. QMC Bayesian inversion on an insulin-glucose system, Advances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW2016), King Abdullah University of Science and Technology, Saudi Arabia, 5-9 January 2016
- Nuyens, Dirk; Nguyen, Dong; Cools, Ronald. Polynomial and exponential convergence for Euclidean integrals, Information Based Complexity (IBC2016), Bedlewo, Poland, 29 August - 2 September 2016
- Robbe, Pieterjan; Nuyens, Dirk; Vandewalle, Stefan. A practical multi-index quasi-Monte Carlo method for simulating elliptic PDEs with random coefficients, SIAM Conference on Uncertainty Quantification, Lausanne, Switzerland, 5-8 April 2016
- Robbe, Pieterjan; Nuyens, Dirk; Vandewalle, Stefan. A practical multilevel quasi-Monte Carlo method for PDEs with random coefficients, Copper Mountain Conference on Iterative Methods, Copper Mountain, USA, 20-25 March 2016
- Robbe, Pieterjan; Nuyens, Dirk; Vandewalle, Stefan. Multi-Index Quasi-Monte Carlo: an algorithm for simulating PDEs with random coefficients, International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC2016), Stanford, USA, 14-19 August 2016
- Robbe, Pieterjan; Nuyens, Dirk; Vandewalle, Stefan. A Multi-Index Quasi-Monte Carlo Algorithm for Lognormal Diffusion Problems, International Multigrid Conference (IMG2016), Bruchsal, Germany, 4-9 December 2016
- Suryanarayana, Gowri; Nuyens, Dirk; Weimar, Markus. Integration of permutation invariant functions, International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC2016), Stanford, USA, 14-19 August 2016
- Cools, Ronald; Kuo, Frances; Nuyens, Dirk; Suryanarayana, Gowri. Integration and approximation in cosine space, Tenth IMACS Seminar on Monte Carlo Methods, Linz, Austria, 6-10 July 2015
- Cools, Ronald; Nuyens, Dirk; Suryanarayana, Gowri. On lattice rules, approximation and Lebesgue constants, Dagstuhl Seminar on Algorithms and Complexity for Continuous Problems, Schloss Dagstuhl, Wadern, Germany, 20-25 September 2015
- Nguyen, Dong; Nuyens, Dirk. Multivariate integration over the Euclidean space for analytic functions and for r-smooth functions, Algorithms and Complexity for Continuous Problems, Schloss Dagstuhl, Wadern, Germany, 20-25 September 2015
- Nguyen, Dong; Nuyens, Dirk. Multivariate integration over the Euclidean space for analytic functions, Workshop on High-Dimensional Approximation (HDA2015),, Bonn, Germany, 14-18 September 2015
- Nguyen, Dong; Nuyens, Dirk. Exponential convergence for integration over R^s, IMACS Seminar on Monte Carlo Methods (MCM 2015), Linz, Austria, 6-10 July 2015
- Nuyens, Dirk. "High" dimensional integrals and expectations using lattice rules, WSC Spring Meeting, University of Antwerp, Belgium, 8 May 2015
- Nuyens, Dirk; Kuo, Frances Y.. Construction of quasi-Monte Carlo methods for parametric PDE problems, 6th Workshop on High-Dimensional Approximation (HDA2015), University of Bonn, Germany, 14-18 September 2015
- Nuyens, Dirk; Suryanarayana, Gowri; Cools, Ronald; Kuo, Frances Y.. Approximation with lattice points, Dagstuhl Seminar on Algorithms and Complexity for Continuous Problems, Schloss Dagstuhl, Wadern, Germany, 20-25 September 2015
- Robbe, Pieterjan; Nuyens, Dirk; Vandewalle, Stefan. A practical Multilevel quasi-Monte Carlo method for simulating elliptic PDEs with random coefficients, 6th Workshop on High-Dimensional Approximation (HDA2015), Bonn, Germany, 14-18 September 2015
- Suryanarayana, Gowri; Nuyens, Dirk; Cools, Ronald. Copy rules, Fibonacci lattice rules and all that, Information based complexity 2015, Bedlewo, Poland, 26 April - 2 May, 2015
- Suryanarayana, Gowri; Nuyens, Dirk; Cools, Ronald. Quasi Monte-Carlo methods for the TDSE (Time dependent Schrödinger equation), IAP DYSCO Study Day: Dynamical systems, control and optimization, KU Leuven, Belgium, 23 November 2015
- Nuyens, Dirk; Suryanarayana, Gowri; Cools, Ronald; Kuo, Frances Y.. Approximation in cosine space using tent transformed lattice rules, Information-Based Complexity and Stochastic Computation workshop (ICERM Semester Program on High-Dimensional Approximation), ICERM, Brown University, USA, 15-19 September 2014
- Suryanarayana, Gowri; Nuyens, Dirk; Cools, Ronald. Approximation of non-periodic functions, Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Leuven, 6-11 April 2014
- Suryanarayana, Gowri; Nuyens, Dirk; Cools, Ronald. Rank-1 lattices for the approximation of non-periodic functions, Eight International Conference on Numerical Methods and Applications, Bulgaria, 20-24 August,2014
- Achtsis, Nico; Nuyens, Dirk. Optimal asset execution: a Monte Carlo approach, SIAM Conference on Control & Its Applications, San Diego, USA, 8-10 July 2013
- Nuyens, Dirk. G.l.p., optimal coefficients, rank-1 lattice rules, ..., RICAM Special Semester on Algebra and Number Theory, Workshop 1: "Uniform distribution and quasi-Monte Carlo methods", Linz, 14-18 October 2013
- Nuyens, Dirk. A multilevel algorithm for box integrals on string-generated Cantor sets, Australia and New Zealand Industrial and Applied Mathematics Annual Conference (ANZIAM2013), Newcastle, Australia, 3-7 February 2013
- Nuyens, Dirk. Lattice points in cubature and collocation, Discrepancy, Numerical Integration and Hyperbolic Cross Approximation, Bonn, 23-27 September 2013
- Nuyens, Dirk; Dick, Josef; Kuo, Frances Y.; Le Gia, Quoc T.; Schwab, Christoph. Construction of interlaced polynomial lattice rules with SPOD weights, MFO Workshop on "Uniform distribution theory and applications", Oberwolfach, 29 September - 4 October 2013
- Nuyens, Dirk; Suryanarayana, Gowri; Weimar, Markus. Integration of permutation-invariant functions, 5th Workshop on High-Dimensional Approximation (HDA2013), 11-15 February 2013
- Suryanarayana, Gowri; Nuyens, Dirk; Cools, Ronald. Collocation for non-periodic functions with lattice points, Ninth IMACS Seminar on Monte Carlo Methods, Annecy-le-Vieux, France, 15-19 July 2013
Thesis
2 references- Suryanarayana, Gowri. Advanced Quasi-Monte Carlo Algorithms for High-dimensional Integration and Approximation, PhD thesis, Numerical Analysis and Applied Mathematics (NUMA), Leuven (Arenberg), Department of Computer Science, Faculty of Engineering Science, May 2016, Cools, Ronald (supervisor) , Nuyens, Dirk (cosupervisor)
- Achtsis, Nico. The Development of quasi-Monte Carlo Methods for Problems in Finance , PhD thesis, Numerical Analysis and Applied Mathematics (NUMA), Leuven (Arenberg), Department of Computer Science, Faculty of Engineering Science, May 2014, Cools, Ronald (supervisor) , Nuyens, Dirk (cosupervisor)
No publications found for the period 2013-2018 and the types
- Articles in internationally reviewed journals (professional)
- Articles in other journals
- Articles in other journals (professional)
- Books, internationally recognised scientific publisher; as author
- Books, internationally recognised scientific publisher; as author (professional)
- Other published books; as author
- Other published books; as author (professional)
- Books, internationally recognised scientific publisher; as editor (professional)
- Other published books; as editor
- Other published books; as editor (professional)
- Article in book, internationally recognised scientific publisher (professional)
- Article in other published book
- Article in other published book (professional)
- Papers at international conferences and symposia, published in full in proceedings (professional)
- Papers at other conferences and symposia, published in full in proceedings
- Papers at other conferences and symposia, published in full in proceedings (professional)
- Meeting abstracts, presented at international conferences and symposia (professional)
- Meeting abstracts, presented at other conferences and symposia
- Meeting abstracts, presented at other conferences and symposia (professional)
- Review
- Internal reports
- Translation without scientific introduction
- Scientific popularisation
- Misc.
- External reports
Last update local database Mon Aug 21 2023 9:06 am; It contains 134 publications of Dirk Nuyens.