Select Publications

By Associate Professor Frances Yi-chun Kuo

Working Papers

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/1706.04502v3

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

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