Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients AD Gilbert, IG Graham, FY Kuo, R Scheichl, IH Sloan
Numerische Mathematik 142, 863-915, 2019
34 2019 Efficient implementations of the multivariate decomposition method for approximating infinite-variate integrals AD Gilbert, FY Kuo, D Nuyens, GW Wasilkowski
SIAM Journal on Scientific Computing 40 (5), A3240-A3266, 2018
12 2018 Small superposition dimension and active set construction for multivariate integration under modest error demand AD Gilbert, GW Wasilkowski
Journal of Complexity 42, 94-109, 2017
12 2017 Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems II: efficient algorithms and numerical results AD Gilbert, R Scheichl
IMA Journal of Numerical Analysis 44 (1), 504-535, 2024
8 2024 Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems I: regularity and error analysis AD Gilbert, R Scheichl
IMA Journal of Numerical Analysis 44 (1), 466-503, 2024
8 2024 Preintegration is not smoothing when monotonicity fails AD Gilbert, FY Kuo, IH Sloan
Advances in Modeling and Simulation: Festschrift for Pierre L'Ecuyer, 169-191, 2022
5 2022 Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on ℝ^{𝕕} A Gilbert, F Kuo, I Sloan
Mathematics of Computation 91 (336), 1837-1869, 2022
4 2022 Analysis of preintegration followed by quasi-Monte Carlo integration for distribution functions and densities AD Gilbert, FY Kuo, IH Sloan
arXiv preprint arXiv:2112.10308, 2021
4 * 2021 Bounding the spectral gap for an elliptic eigenvalue problem with uniformly bounded stochastic coefficients AD Gilbert, IG Graham, R Scheichl, IH Sloan
2018 MATRIX Annals, 29-43, 2020
4 2020 Hiding the weights—CBC black box algorithms with a guaranteed error bound AD Gilbert, FY Kuo, IH Sloan
Mathematics and Computers in Simulation 143, 202-214, 2018
3 2018 Multilevel Monte Carlo Methods for Stochastic Convection–Diffusion Eigenvalue Problems T Cui, H De Sterck, AD Gilbert, S Polishchuk, R Scheichl
Journal of Scientific Computing 99 (3), 1-34, 2024
2024 Density estimation for elliptic PDE with random input by preintegration and quasi-Monte Carlo methods AD Gilbert, FY Kuo, A Srikumar
arXiv preprint arXiv:2402.11807, 2024
2024 A complex-projected Rayleigh quotient iteration for targeting interior eigenvalues N Friess, AD Gilbert, R Scheichl
arXiv preprint arXiv:2312.02847, 2023
2023 Theory and construction of Quasi-Monte Carlo rules for option pricing and density estimation AD Gilbert, FY Kuo, IH Sloan, A Srikumar
arXiv preprint arXiv:2212.11493, 2022
2022 Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on AD Gilbert, FY Kuo, IH Sloan
arXiv preprint arXiv:2103.16075, 2021
2021 Algorithms for numerical integration in high and infinite dimensions: Analysis, applications and implementation AD Gilbert
The University of New South Wales, 2018
2018