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Alexander D. Gilbert
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2020 – today
- 2024
- [j7]Tiangang Cui
, Hans De Sterck, Alexander D. Gilbert, Stanislav Polishchuk, Robert Scheichl:
Multilevel Monte Carlo Methods for Stochastic Convection-Diffusion Eigenvalue Problems. J. Sci. Comput. 99(3): 77 (2024) - [i11]Alexander D. Gilbert, Frances Y. Kuo, Abirami Srikumar:
Density estimation for elliptic PDE with random input by preintegration and quasi-Monte Carlo methods. CoRR abs/2402.11807 (2024) - 2023
- [j6]Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan
Analysis of Preintegration Followed by Quasi-Monte Carlo Integration for Distribution Functions and Densities. SIAM J. Numer. Anal. 61(1): 135-166 (2023) - [i10]Tiangang Cui
Multilevel Monte Carlo methods for stochastic convection-diffusion eigenvalue problems. CoRR abs/2303.03673 (2023) - [i9]Nils Friess, Alexander D. Gilbert, Robert Scheichl
A complex-projected Rayleigh quotient iteration for targeting interior eigenvalues. CoRR abs/2312.02847 (2023) - 2022
- [j5]Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan
Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on ℝd. Math. Comput. 91(336): 1837-1869 (2022) - [i8]Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan
Theory and construction of Quasi-Monte Carlo rules for option pricing and density estimation. CoRR abs/2212.11493 (2022) - 2021
- [i7]Alexander D. Gilbert, Robert Scheichl:
Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems II: Efficient algorithms and numerical results. CoRR abs/2103.03407 (2021) - [i6]Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan
Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on $\mathbb{R}^d$. CoRR abs/2103.16075 (2021) - [i5]Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan
Approximating distribution functions and densities using quasi-Monte Carlo methods after smoothing by preintegration. CoRR abs/2112.10308 (2021) - [i4]Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan
Preintegration is not smoothing when monotonicity fails. CoRR abs/2112.11621 (2021) - 2020
- [i3]Alexander D. Gilbert, Robert Scheichl:
Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems I: Regularity and error analysis. CoRR abs/2010.01044 (2020)
2010 – 2019
- 2019
- [j4]Alexander D. Gilbert, Ivan G. Graham, Frances Y. Kuo, Robert Scheichl
Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients. Numerische Mathematik 142(4): 863-915 (2019) - 2018
- [j3]Alexander D. Gilbert, Frances Y. Kuo
Hiding the weights - CBC black box algorithms with a guaranteed error bound. Math. Comput. Simul. 143: 202-214 (2018) - [j2]Alexander D. Gilbert, Frances Y. Kuo, Dirk Nuyens
Efficient Implementations of the Multivariate Decomposition Method for Approximating Infinite-Variate Integrals. SIAM J. Sci. Comput. 40(5): A3240-A3266 (2018) - 2017
- [j1]Alexander D. Gilbert, Greg W. Wasilkowski:
Small superposition dimension and active set construction for multivariate integration under modest error demand. J. Complex. 42: 94-109 (2017) - [i2]Alexander D. Gilbert, Greg W. Wasilkowski:
Small Superposition Dimension and Active Set Construction for Multivariate Integration Under Modest Error Demand. CoRR abs/1703.00985 (2017) - [i1]Alexander D. Gilbert, Frances Y. Kuo, Dirk Nuyens, Grzegorz W. Wasilkowski:
Efficient implementations of the Multivariate Decomposition Method for approximating infinite-variate integrals. CoRR abs/1712.06782 (2017)
Coauthor Index
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