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

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

Gia QT L;Sloan IH;Womersley RS;Wang YG, Sparse Isotropic Regularization for Spherical Harmonic Representations of Random Fields on the Sphere, http://dx.doi.org, http://arxiv.org/abs/1801.03212v1


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