Select Publications

Working Papers

Griewank A;Kuo FY;Leövey H;Sloan IH, 2018, High dimensional integration of kinks and jumps—Smoothing by preintegration, http://dx.doi.org10.1016/

Graham IG;Kuo FY;Nuyens D;Scheichl R;Sloan IH, 2018, Circulant embedding with QMC: analysis for elliptic PDE with lognormal coefficients, http://dx.doi.org10.1007/s00211-018-0968-0

Kritzer P;Kuo FY;Nuyens D;Ullrich M, Lattice rules with random $n$ achieve nearly the optimal $\mathcal{O}(n^{-α-1/2})$ error independently of the dimension,,

Kuo FY;Nuyens D, Hot new directions for quasi-Monte Carlo research in step with applications,,

Kuo FY;Nuyens D, Application of quasi-Monte Carlo methods to PDEs with random coefficients -- an overview and tutorial,,

Gilbert AD;Kuo FY;Nuyens D;Wasilkowski GW, Efficient implementations of the Multivariate Decomposition Method for approximating infinite-variate integrals,,

Feischl M;Kuo F;Sloan IH, Fast random field generation with $H$-matrices,,

Graham IG;Kuo FY;Nuyens D;Scheichl R;Sloan IH, Analysis of circulant embedding methods for sampling stationary random fields,,

Kuo FY;Schwab C;Sloan IH, Multi-level quasi-Monte Carlo finite element methods for a class of elliptic partial differential equations with random coefficients,,

Brown B;Griebel M;Kuo FY;Sloan IH, On the expected uniform error of geometric Brownian motion approximated by the Lévy-Ciesielski construction,,

Giles MB;Kuo FY;Sloan IH, Combining sparse grids, multilevel MC and QMC for elliptic PDEs with random coefficients,,

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