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Author ID: nuyens.dirk Recent zbMATH articles by "Nuyens, Dirk"
Published as: Nuyens, Dirk; Nuyens, D.
External Links: ORCID

Publications by Year

Citations contained in zbMATH Open

42 Publications have been cited 557 times in 282 Documents Cited by Year
Fast algorithms for component-by-component construction of rank-\( 1\) lattice rules in shift-invariant reproducing kernel Hilbert spaces. Zbl 1094.65004
Nuyens, Dirk; Cools, Ronald
96
2006
Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications. Zbl 1218.65009
Graham, I. G.; Kuo, F. Y.; Nuyens, D.; Scheichl, R.; Sloan, I. H.
67
2011
Higher order QMC Petrov-Galerkin discretization for affine parametric operator equations with random field inputs. Zbl 1326.65013
Dick, Josef; Kuo, Frances Y.; Le Gia, Quoc T.; Nuyens, Dirk; Schwab, Christoph
43
2014
Constructing embedded lattice rules for multivariate integration. Zbl 1126.65002
Cools, Ronald; Kuo, Frances Y.; Nuyens, Dirk
42
2006
Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points. Zbl 1092.65002
Nuyens, Dirk; Cools, Ronald
39
2006
Fast component-by-component construction, a reprise for different kernels. Zbl 1099.65006
Nuyens, Dirk; Cools, Ronald
28
2006
Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation. Zbl 1362.65015
Kuo, Frances Y.; Nuyens, Dirk
27
2016
Lattice rules for nonperiodic smooth integrands. Zbl 1345.65070
Dick, Josef; Nuyens, Dirk; Pillichshammer, Friedrich
25
2014
Some arithmetic properties of short random walk integrals. Zbl 1233.60024
Borwein, Jonathan M.; Nuyens, Dirk; Straub, Armin; Wan, James
19
2011
Analysis of circulant embedding methods for sampling stationary random fields. Zbl 1434.60114
Graham, I. G.; Kuo, F. Y.; Nuyens, Dirk; Scheichl, R.; Sloan, I. H.
18
2018
Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules. Zbl 1244.65002
Baldeaux, Jan; Dick, Josef; Leobacher, Gunther; Nuyens, Dirk; Pillichshammer, Friedrich
17
2012
Constructing lattice rules based on weighted degree of exactness and worst case error. Zbl 1190.65037
Cools, Ronald; Kuo, Frances Y.; Nuyens, Dirk
14
2010
Circulant embedding with QMC: analysis for elliptic PDE with lognormal coefficients. Zbl 1417.65203
Graham, Ivan G.; Kuo, Frances Y.; Nuyens, Dirk; Scheichl, Rob; Sloan, Ian H.
13
2018
Infinite-dimensional integration and the multivariate decomposition method. Zbl 1370.65013
Kuo, F. Y.; Nuyens, D.; Plaskota, L.; Sloan, I. H.; Wasilkowski, G. W.
10
2017
Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions. Zbl 1347.65004
Cools, Ronald; Kuo, Frances Y.; Nuyens, Dirk; Suryanarayana, Gowri
9
2016
Conditional sampling for barrier option pricing under the LT method. Zbl 1298.91186
Achtsis, Nico; Cools, Ronald; Nuyens, Dirk
9
2013
A Belgian view on lattice rules. Zbl 1141.65310
Cools, Roland; Nuyens, Dirk
9
2008
Conditional sampling for barrier option pricing under the Heston model. Zbl 1302.91192
Achtsis, Nico; Cools, Ronald; Nuyens, Dirk
7
2013
Weighted compound integration rules with higher order convergence for all \(N\). Zbl 1240.65002
Hickernell, Fred J.; Kritzer, Peter; Kuo, Frances Y.; Nuyens, Dirk
6
2012
Reconstruction and collocation of a class of non-periodic functions by sampling along tent-transformed rank-1 lattices. Zbl 1373.65088
Suryanarayana, Gowri; Nuyens, Dirk; Cools, Ronald
6
2016
Function integration, reconstruction and approximation using rank-\(1\) lattices. Zbl 1466.42002
Kuo, Frances Y.; Migliorati, Giovanni; Nobile, Fabio; Nuyens, Dirk
6
2021
Efficient implementations of the multivariate decomposition method for approximating infinite-variate integrals. Zbl 1401.65028
Gilbert, Alexander D.; Kuo, Frances Y.; Nuyens, Dirk; Wasilkowski, Grzegorz W.
6
2018
Construction of quasi-Monte Carlo rules for multivariate integration in spaces of permutation-invariant functions. Zbl 1375.65001
Nuyens, Dirk; Suryanarayana, Gowri; Weimar, Markus
4
2017
A global adaptive quasi-Monte Carlo algorithm for functions of low truncation dimension applied to problems from finance. Zbl 1270.91103
Nuyens, Dirk; Waterhouse, Benjamin J.
4
2012
A multi-index quasi-Monte Carlo algorithm for lognormal diffusion problems. Zbl 1386.60225
Robbe, Pieterjan; Nuyens, Dirk; Vandewalle, Stefan
4
2017
Rank-1 lattice rules for multivariate integration in spaces of permutation-invariant functions. Error bounds and tractability. Zbl 1334.65064
Nuyens, Dirk; Suryanarayana, Gowri; Weimar, Markus
3
2016
Successive coordinate search and component-by-component construction of rank-1 lattice rules. Zbl 1407.65008
Ebert, Adrian; Leövey, Hernan; Nuyens, Dirk
3
2018
Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters. Zbl 1477.65051
Cools, Ronald; Kuo, Frances Y.; Nuyens, Dirk; Sloan, Ian H.
2
2020
Constructing QMC finite element methods for elliptic PDEs with random coefficients by a reduced CBC construction. Zbl 07240095
Ebert, Adrian; Kritzer, Peter; Nuyens, Dirk
2
2020
Recycling samples in the multigrid multilevel (quasi-)Monte Carlo method. Zbl 1437.65007
Robbe, Pieterjan; Nuyens, Dirk; Vandewalle, Stefan
2
2019
Multivariate integration over \(\mathbb{R}^s\) with exponential rate of convergence. Zbl 1421.65008
Nguyen, Dong T. P.; Nuyens, Dirk
2
2017
A dimension-adaptive multi-index Monte Carlo method applied to a model of a heat exchanger. Zbl 1407.80013
Robbe, Pieterjan; Nuyens, Dirk; Vandewalle, Stefan
2
2018
Strang splitting in combination with rank-1 and rank-\(r\) lattices for the time-dependent Schrödinger equation. Zbl 1473.65245
Suzuki, Yuya; Suryanarayana, Gowri; Nuyens, Dirk
2
2019
Lattice rules with random \(n\) achieve nearly the optimal \(\mathcal{O}(n^{-\alpha-1/2})\) error independently of the dimension. Zbl 07033190
Kritzer, Peter; Kuo, Frances Y.; Nuyens, Dirk; Ullrich, Mario
2
2019
Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights. Zbl 1456.65016
Cools, Ronald; Kuo, Frances Y.; Nuyens, Dirk; Sloan, Ian H.
2
2021
Constructions of copy rules. Zbl 1152.65365
Nuyens, Dirk; Cools, Ronald
1
2007
Digit-by-digit and component-by-component constructions of lattice rules for periodic functions with unknown smoothness. Zbl 1481.65044
Ebert, Adrian; Kritzer, Peter; Nuyens, Dirk; Osisiogu, Onyekachi
1
2021
MDFEM: multivariate decomposition finite element method for elliptic PDEs with uniform random diffusion coefficients using higher-order QMC and FEM. Zbl 07387431
Nguyen, Dong T. P.; Nuyens, Dirk
1
2021
Rank-1 lattices and higher-order exponential splitting for the time-dependent Schrödinger equation. Zbl 07240110
Suzuki, Yuya; Nuyens, Dirk
1
2020
Monte Carlo and quasi-Monte Carlo methods. MCQMC. Proceedings of the 11th international conference on ‘Monte Carlo and quasi-Monte Carlo methods in scientific computing’, Leuven, Belgium, April 6–11, 2014. Zbl 1347.65003
1
2016
Application of Quasi-Monte Carlo methods to PDEs with random coefficients – an overview and tutorial. Zbl 1407.60093
Kuo, Frances Y.; Nuyens, Dirk
1
2018
Hot new directions for quasi-Monte Carlo research in step with applications. Zbl 1417.65013
Kuo, Frances Y.; Nuyens, Dirk
1
2018
Function integration, reconstruction and approximation using rank-\(1\) lattices. Zbl 1466.42002
Kuo, Frances Y.; Migliorati, Giovanni; Nobile, Fabio; Nuyens, Dirk
6
2021
Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights. Zbl 1456.65016
Cools, Ronald; Kuo, Frances Y.; Nuyens, Dirk; Sloan, Ian H.
2
2021
Digit-by-digit and component-by-component constructions of lattice rules for periodic functions with unknown smoothness. Zbl 1481.65044
Ebert, Adrian; Kritzer, Peter; Nuyens, Dirk; Osisiogu, Onyekachi
1
2021
MDFEM: multivariate decomposition finite element method for elliptic PDEs with uniform random diffusion coefficients using higher-order QMC and FEM. Zbl 07387431
Nguyen, Dong T. P.; Nuyens, Dirk
1
2021
Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters. Zbl 1477.65051
Cools, Ronald; Kuo, Frances Y.; Nuyens, Dirk; Sloan, Ian H.
2
2020
Constructing QMC finite element methods for elliptic PDEs with random coefficients by a reduced CBC construction. Zbl 07240095
Ebert, Adrian; Kritzer, Peter; Nuyens, Dirk
2
2020
Rank-1 lattices and higher-order exponential splitting for the time-dependent Schrödinger equation. Zbl 07240110
Suzuki, Yuya; Nuyens, Dirk
1
2020
Recycling samples in the multigrid multilevel (quasi-)Monte Carlo method. Zbl 1437.65007
Robbe, Pieterjan; Nuyens, Dirk; Vandewalle, Stefan
2
2019
Strang splitting in combination with rank-1 and rank-\(r\) lattices for the time-dependent Schrödinger equation. Zbl 1473.65245
Suzuki, Yuya; Suryanarayana, Gowri; Nuyens, Dirk
2
2019
Lattice rules with random \(n\) achieve nearly the optimal \(\mathcal{O}(n^{-\alpha-1/2})\) error independently of the dimension. Zbl 07033190
Kritzer, Peter; Kuo, Frances Y.; Nuyens, Dirk; Ullrich, Mario
2
2019
Analysis of circulant embedding methods for sampling stationary random fields. Zbl 1434.60114
Graham, I. G.; Kuo, F. Y.; Nuyens, Dirk; Scheichl, R.; Sloan, I. H.
18
2018
Circulant embedding with QMC: analysis for elliptic PDE with lognormal coefficients. Zbl 1417.65203
Graham, Ivan G.; Kuo, Frances Y.; Nuyens, Dirk; Scheichl, Rob; Sloan, Ian H.
13
2018
Efficient implementations of the multivariate decomposition method for approximating infinite-variate integrals. Zbl 1401.65028
Gilbert, Alexander D.; Kuo, Frances Y.; Nuyens, Dirk; Wasilkowski, Grzegorz W.
6
2018
Successive coordinate search and component-by-component construction of rank-1 lattice rules. Zbl 1407.65008
Ebert, Adrian; Leövey, Hernan; Nuyens, Dirk
3
2018
A dimension-adaptive multi-index Monte Carlo method applied to a model of a heat exchanger. Zbl 1407.80013
Robbe, Pieterjan; Nuyens, Dirk; Vandewalle, Stefan
2
2018
Application of Quasi-Monte Carlo methods to PDEs with random coefficients – an overview and tutorial. Zbl 1407.60093
Kuo, Frances Y.; Nuyens, Dirk
1
2018
Hot new directions for quasi-Monte Carlo research in step with applications. Zbl 1417.65013
Kuo, Frances Y.; Nuyens, Dirk
1
2018
Infinite-dimensional integration and the multivariate decomposition method. Zbl 1370.65013
Kuo, F. Y.; Nuyens, D.; Plaskota, L.; Sloan, I. H.; Wasilkowski, G. W.
10
2017
Construction of quasi-Monte Carlo rules for multivariate integration in spaces of permutation-invariant functions. Zbl 1375.65001
Nuyens, Dirk; Suryanarayana, Gowri; Weimar, Markus
4
2017
A multi-index quasi-Monte Carlo algorithm for lognormal diffusion problems. Zbl 1386.60225
Robbe, Pieterjan; Nuyens, Dirk; Vandewalle, Stefan
4
2017
Multivariate integration over \(\mathbb{R}^s\) with exponential rate of convergence. Zbl 1421.65008
Nguyen, Dong T. P.; Nuyens, Dirk
2
2017
Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation. Zbl 1362.65015
Kuo, Frances Y.; Nuyens, Dirk
27
2016
Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions. Zbl 1347.65004
Cools, Ronald; Kuo, Frances Y.; Nuyens, Dirk; Suryanarayana, Gowri
9
2016
Reconstruction and collocation of a class of non-periodic functions by sampling along tent-transformed rank-1 lattices. Zbl 1373.65088
Suryanarayana, Gowri; Nuyens, Dirk; Cools, Ronald
6
2016
Rank-1 lattice rules for multivariate integration in spaces of permutation-invariant functions. Error bounds and tractability. Zbl 1334.65064
Nuyens, Dirk; Suryanarayana, Gowri; Weimar, Markus
3
2016
Monte Carlo and quasi-Monte Carlo methods. MCQMC. Proceedings of the 11th international conference on ‘Monte Carlo and quasi-Monte Carlo methods in scientific computing’, Leuven, Belgium, April 6–11, 2014. Zbl 1347.65003
1
2016
Higher order QMC Petrov-Galerkin discretization for affine parametric operator equations with random field inputs. Zbl 1326.65013
Dick, Josef; Kuo, Frances Y.; Le Gia, Quoc T.; Nuyens, Dirk; Schwab, Christoph
43
2014
Lattice rules for nonperiodic smooth integrands. Zbl 1345.65070
Dick, Josef; Nuyens, Dirk; Pillichshammer, Friedrich
25
2014
Conditional sampling for barrier option pricing under the LT method. Zbl 1298.91186
Achtsis, Nico; Cools, Ronald; Nuyens, Dirk
9
2013
Conditional sampling for barrier option pricing under the Heston model. Zbl 1302.91192
Achtsis, Nico; Cools, Ronald; Nuyens, Dirk
7
2013
Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules. Zbl 1244.65002
Baldeaux, Jan; Dick, Josef; Leobacher, Gunther; Nuyens, Dirk; Pillichshammer, Friedrich
17
2012
Weighted compound integration rules with higher order convergence for all \(N\). Zbl 1240.65002
Hickernell, Fred J.; Kritzer, Peter; Kuo, Frances Y.; Nuyens, Dirk
6
2012
A global adaptive quasi-Monte Carlo algorithm for functions of low truncation dimension applied to problems from finance. Zbl 1270.91103
Nuyens, Dirk; Waterhouse, Benjamin J.
4
2012
Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications. Zbl 1218.65009
Graham, I. G.; Kuo, F. Y.; Nuyens, D.; Scheichl, R.; Sloan, I. H.
67
2011
Some arithmetic properties of short random walk integrals. Zbl 1233.60024
Borwein, Jonathan M.; Nuyens, Dirk; Straub, Armin; Wan, James
19
2011
Constructing lattice rules based on weighted degree of exactness and worst case error. Zbl 1190.65037
Cools, Ronald; Kuo, Frances Y.; Nuyens, Dirk
14
2010
A Belgian view on lattice rules. Zbl 1141.65310
Cools, Roland; Nuyens, Dirk
9
2008
Constructions of copy rules. Zbl 1152.65365
Nuyens, Dirk; Cools, Ronald
1
2007
Fast algorithms for component-by-component construction of rank-\( 1\) lattice rules in shift-invariant reproducing kernel Hilbert spaces. Zbl 1094.65004
Nuyens, Dirk; Cools, Ronald
96
2006
Constructing embedded lattice rules for multivariate integration. Zbl 1126.65002
Cools, Ronald; Kuo, Frances Y.; Nuyens, Dirk
42
2006
Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points. Zbl 1092.65002
Nuyens, Dirk; Cools, Ronald
39
2006
Fast component-by-component construction, a reprise for different kernels. Zbl 1099.65006
Nuyens, Dirk; Cools, Ronald
28
2006
all top 5

Cited by 322 Authors

37 Kuo, Frances Y.
30 Dick, Josef
30 Nuyens, Dirk
27 Sloan, Ian Hugh
21 Schwab, Christoph
20 Pillichshammer, Friedrich
18 Kritzer, Peter
15 Scheichl, Robert
14 Goda, Takashi
12 Potts, Daniel
12 Wasilkowski, Grzegorz W.
10 Kämmerer, Lutz
9 Graham, Ivan G.
8 Cools, Ronald
8 Volkmer, Toni
7 Yoshiki, Takehito
6 Gantner, Robert Nicholas
6 Herrmann, Lukas
6 Leovey, Hernan
6 Straub, Armin
6 Suzuki, Kosuke
6 Wang, Xiaoqun
6 Woźniakowski, Henryk
5 Feischl, Michael
5 Gnewuch, Michael
5 Nobile, Fabio
5 Sinescu, Vasile
5 Suryanarayana, Gowri
5 Ullmann, Elisabeth
5 Waterhouse, Benjamin J.
4 Borwein, Jonathan Michael
4 Dolgov, Sergey V.
4 Ebert, Adrian
4 Gilbert, Alexander D.
4 Hefter, Mario
4 Hinrichs, Aicke
4 Le Gia, Quoc Thong
4 Leobacher, Gunther
4 Owen, Art B.
4 Ritter, Klaus
4 Schmischke, Michael
4 Vandewalle, Stefan G.
3 Abgrall, Rémi
3 Baldeaux, Jan
3 Bayer, Christian
3 Congedo, Pietro Marco
3 Gaspar, Francisco José
3 Geraci, Gianluca
3 Giles, Michael B.
3 Griewank, Andreas
3 He, Zhijian
3 Kaarnioja, Vesa
3 Kirchner, Kristin
3 Kumar, Prashant
3 L’Ecuyer, Pierre
3 Motamed, Mohammad
3 Oosterlee, Cornelis Willebrordus
3 Robbe, Pieterjan
3 Römisch, Werner
3 Teckentrup, Aretha L.
3 Wan, James Gu Feng
3 Wohlmuth, Barbara I.
3 Zhou, Yajun
2 Bachmayr, Markus
2 Cui, Tiangang
2 Dimov, Ivan Todor
2 Eigel, Martin
2 Fairbanks, Hillary R.
2 Ganesh, Mahadevan
2 Genz, Alan C.
2 Gross, Craig
2 He, Xiaoming
2 Heitzinger, Clemens
2 Hickernell, Fred J.
2 Hoang, Viet Ha
2 Irrgeher, Christian
2 Iwen, Mark A.
2 Karniadakis, George Em
2 Kazashi, Yoshihito
2 Khoromskiĭ, Boris Nikolaevich
2 Khristenko, Ustim
2 Lemieux, Christiane
2 Longo, Marcello
2 Matsumoto, Makoto
2 Migliorati, Giovanni
2 Ming, Ju
2 Neumann, Johannes
2 Nguyen, Dong T. P.
2 Nichols, James A.
2 Niederreiter, Harald
2 Osisiogu, Onyekachi
2 Plaskota, Leszek
2 Rodrigo, Carmen
2 Roshan Joseph, V.
2 Schillings, Claudia
2 Sørevik, Tor
2 Suzuki, Yuya
2 Tempone, Raúl F.
2 Todorov, Venelin
2 Ullrich, Mario
...and 222 more Authors
all top 5

Cited in 83 Serials

33 Journal of Complexity
19 Numerische Mathematik
17 Journal of Computational and Applied Mathematics
17 SIAM Journal on Scientific Computing
17 SIAM/ASA Journal on Uncertainty Quantification
15 Mathematics of Computation
13 SIAM Journal on Numerical Analysis
7 Journal of Approximation Theory
6 Journal of Computational Physics
6 Foundations of Computational Mathematics
5 Numerical Algorithms
4 Mathematics and Computers in Simulation
4 The Ramanujan Journal
3 Computers & Mathematics with Applications
3 Applied Numerical Mathematics
3 Constructive Approximation
3 Journal of Scientific Computing
3 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
3 Advances in Computational Mathematics
3 Quantitative Finance
3 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
3 Stochastic and Partial Differential Equations. Analysis and Computations
2 Computer Methods in Applied Mechanics and Engineering
2 Inverse Problems
2 Computing
2 European Journal of Operational Research
2 SIAM Review
2 Mathematical Programming. Series A. Series B
2 Applied and Computational Harmonic Analysis
2 The Journal of Fourier Analysis and Applications
2 Computational Geosciences
2 Methodology and Computing in Applied Probability
2 Multiscale Modeling & Simulation
2 Statistics and Computing
1 Advances in Applied Probability
1 Bulletin of the Australian Mathematical Society
1 Computer Physics Communications
1 Israel Journal of Mathematics
1 Journal of Mathematical Analysis and Applications
1 Journal of Mathematical Physics
1 Mathematical Methods in the Applied Sciences
1 Physica A
1 Physics Reports
1 Transport Theory and Statistical Physics
1 Annali di Matematica Pura ed Applicata. Serie Quarta
1 The Annals of Statistics
1 Biometrics
1 BIT
1 Collectanea Mathematica
1 Compositio Mathematica
1 Functiones et Approximatio. Commentarii Mathematici
1 International Journal for Numerical Methods in Engineering
1 Journal of Multivariate Analysis
1 Operations Research
1 Theoretical Computer Science
1 Numerical Methods for Partial Differential Equations
1 Communications in Statistics. Theory and Methods
1 Analele Științifice ale Universității Al. I. Cuza din Iași. Serie Nouă. Matematică
1 SIAM Journal on Optimization
1 Experimental Mathematics
1 Computational Optimization and Applications
1 Finite Fields and their Applications
1 ETNA. Electronic Transactions on Numerical Analysis
1 The Electronic Journal of Combinatorics
1 Bulletin des Sciences Mathématiques
1 Opuscula Mathematica
1 Monte Carlo Methods and Applications
1 Mathematical Problems in Engineering
1 Finance and Stochastics
1 Computing and Visualization in Science
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings
1 Integers
1 The ANZIAM Journal
1 Journal of the Australian Mathematical Society
1 Computational Methods in Applied Mathematics
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 Communications in Computational Physics
1 Discrete and Continuous Dynamical Systems. Series S
1 SIAM Journal on Financial Mathematics
1 Sankhyā. Series B
1 Research in the Mathematical Sciences
1 SIAM Journal on Mathematics of Data Science
1 Sampling Theory, Signal Processing, and Data Analysis

Citations by Year