By Dr Alexander Dominik Gilbert

Preprints

Gilbert AD; Kuo FY; Srikumar A, 2024, Density estimation for elliptic PDE with random input by preintegration and quasi-Monte Carlo methods, http://dx.doi.org/10.48550/arxiv.2402.11807

Friess N; Gilbert AD; Scheichl R, 2023, A complex-projected Rayleigh quotient iteration for targeting interior eigenvalues, http://dx.doi.org/10.48550/arxiv.2312.02847

Cui T; De Sterck H; Gilbert AD; Polishchuk S; Scheichl R, 2023, Multilevel Monte Carlo methods for stochastic convection-diffusion eigenvalue problems, http://dx.doi.org/10.48550/arxiv.2303.03673

Gilbert AD; Kuo FY; Sloan IH; Srikumar A, 2022, Theory and construction of Quasi-Monte Carlo rules for option pricing and density estimation, http://arxiv.org/abs/2212.11493v2

Gilbert AD; Kuo FY; Sloan IH, 2021, Preintegration is not smoothing when monotonicity fails, http://arxiv.org/abs/2112.11621v1

Gilbert AD; Kuo FY; Sloan IH, 2021, Analysis of preintegration followed by quasi-Monte Carlo integration for distribution functions and densities, http://arxiv.org/abs/2112.10308v5

Gilbert AD; Kuo FY; Sloan IH, 2021, Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on $\mathbb{R}^d$, http://dx.doi.org/10.48550/arxiv.2103.16075

Gilbert AD; Graham IG; Scheichl R; Sloan IH, 2019, Bounding the spectral gap for an elliptic eigenvalue problem with uniformly bounded stochastic coefficients, http://arxiv.org/abs/1901.10470v1

Gilbert AD; Kuo FY; Sloan IH, 2018, Hiding the weights -- CBC black box algorithms with a guaranteed error bound, http://dx.doi.org/10.48550/arxiv.1810.03394

Gilbert AD; Graham IG; Kuo FY; Scheichl R; Sloan IH, 2018, Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients, http://dx.doi.org/10.48550/arxiv.1808.02639

Gilbert AD; Kuo FY; Nuyens D; Wasilkowski GW, 2017, Efficient implementations of the Multivariate Decomposition Method for approximating infinite-variate integrals, http://dx.doi.org/10.48550/arxiv.1712.06782

Back to profile page