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/j.cam.2018.04.009

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, http://dx.doi.org, http://arxiv.org/abs/1706.04502v2

Kuo FY;Nuyens D, Hot new directions for quasi-Monte Carlo research in step with applications, http://dx.doi.org, http://arxiv.org/abs/1710.09905v1

Kuo FY;Nuyens D, Application of quasi-Monte Carlo methods to PDEs with random coefficients -- an overview and tutorial, http://dx.doi.org, http://arxiv.org/abs/1710.10984v1

Gilbert AD;Kuo FY;Nuyens D;Wasilkowski GW, Efficient implementations of the Multivariate Decomposition Method for approximating infinite-variate integrals, http://dx.doi.org, http://arxiv.org/abs/1712.06782v2

Feischl M;Kuo F;Sloan IH, Fast random field generation with $H$-matrices, http://dx.doi.org, http://arxiv.org/abs/1702.08637v4

Graham IG;Kuo FY;Nuyens D;Scheichl R;Sloan IH, Analysis of circulant embedding methods for sampling stationary random fields, http://dx.doi.org, http://arxiv.org/abs/1710.00751v2

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, http://dx.doi.org, http://arxiv.org/abs/1208.6349v2

Brown B;Griebel M;Kuo FY;Sloan IH, On the expected uniform error of geometric Brownian motion approximated by the Lévy-Ciesielski construction, http://dx.doi.org, http://arxiv.org/abs/1706.00915v1

Giles MB;Kuo FY;Sloan IH, Combining sparse grids, multilevel MC and QMC for elliptic PDEs with random coefficients, http://dx.doi.org, http://arxiv.org/abs/1711.02437v1


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