Select Publications
Preprints
, 2026, Multilevel lattice-based kernel approximation for elliptic PDEs with random coefficients, http://dx.doi.org/10.48550/arxiv.2504.15810
, 2026, Quasi-Monte Carlo methods for uncertainty quantification of tumor growth modeled by a parametric semi-linear parabolic reaction-diffusion equation, http://dx.doi.org/10.48550/arxiv.2509.25753
, 2026, Lattice-based Deep Neural Networks: Regularity and Tailored Regularization, http://dx.doi.org/10.48550/arxiv.2603.02809
, 2026, Regularity and tailored regularization of Deep Neural Networks, with application to parametric PDEs in uncertainty quantification, http://dx.doi.org/10.48550/arxiv.2502.12496
, 2026, Minimal Subsampled Rank-1 Lattices for Multivariate Approximation with Optimal Convergence Rate, http://dx.doi.org/10.48550/arxiv.2506.07729
, 2025, Quasi-Monte Carlo methods for uncertainty quantification of wave propagation and scattering problems modelled by the Helmholtz equation, http://dx.doi.org/10.48550/arxiv.2502.12451
, 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
, 2024, Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration, http://dx.doi.org/10.48550/arxiv.2208.02767
, 2023, Theory and construction of Quasi-Monte Carlo rules for option pricing and density estimation, http://dx.doi.org/10.48550/arxiv.2212.11493
, 2023, Uncertainty quantification for random domains using periodic random variables, http://dx.doi.org/10.48550/arxiv.2210.17329
, 2023, Lattice-based kernel approximation and serendipitous weights for parametric PDEs in very high dimensions, http://dx.doi.org/10.48550/arxiv.2303.17755
, 2023, On the expected uniform error of Brownian motion approximated by the Lévy-Ciesielski construction, http://dx.doi.org/10.48550/arxiv.1706.00915
, 2023, Random-prime--fixed-vector randomised lattice-based algorithm for high-dimensional integration, http://dx.doi.org/10.48550/arxiv.2304.10413
, 2023, Comparison of Two Search Criteria for Lattice-based Kernel Approximation, http://dx.doi.org/10.48550/arxiv.2304.01685
, 2022, Analysis of preintegration followed by quasi-Monte Carlo integration for distribution functions and densities, http://dx.doi.org/10.48550/arxiv.2112.10308
, 2022, Constructing Embedded Lattice-based Algorithms for Multivariate Function Approximation with a Composite Number of Points, http://dx.doi.org/10.48550/arxiv.2209.01002
, 2021, Preintegration is not smoothing when monotonicity fails, http://dx.doi.org/10.48550/arxiv.2112.11621
, 2021, Lattice field computations via recursive numerical integration, http://dx.doi.org/10.48550/arxiv.2112.05069
, 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
, 2021, Fast approximation by periodic kernel-based lattice-point interpolation with application in uncertainty quantification, http://dx.doi.org/10.48550/arxiv.2007.06367
, 2021, Lattice meets lattice: Application of lattice cubature to models in lattice gauge theory, http://dx.doi.org/10.48550/arxiv.2011.05451
, 2021, Quasi-Monte Carlo finite element analysis for wave propagation in heterogeneous random media, http://dx.doi.org/10.48550/arxiv.2004.12268
, 2020, Function integration, reconstruction and approximation using rank-1 lattices, http://dx.doi.org/10.48550/arxiv.1908.01178
, 2020, Uncertainty quantification using periodic random variables, http://dx.doi.org/10.48550/arxiv.1905.07693
, 2019, A quasi-Monte Carlo Method for an Optimal Control Problem Under Uncertainty, http://dx.doi.org/10.48550/arxiv.1910.10022
, 2019, Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights, http://dx.doi.org/10.48550/arxiv.1910.06606
, 2019, Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters, http://dx.doi.org/10.48550/arxiv.1910.06604
, 2019, Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients, http://dx.doi.org/10.48550/arxiv.1808.02639
, 2019, Derandomised lattice rules for high dimensional integration, http://dx.doi.org/10.48550/arxiv.1903.05145
, 2018, Worst-case error for unshifted lattice rules without randomisation, http://dx.doi.org/10.48550/arxiv.1811.05676
, 2018, Hiding the weights -- CBC black box algorithms with a guaranteed error bound, http://dx.doi.org/10.48550/arxiv.1810.03394
, 2018, Efficient implementations of the Multivariate Decomposition Method for approximating infinite-variate integrals, http://dx.doi.org/10.48550/arxiv.1712.06782
, 2018, Lattice rules with random $n$ achieve nearly the optimal $\mathcal{O}(n^{-α-1/2})$ error independently of the dimension, http://dx.doi.org/10.48550/arxiv.1706.04502
, 2018, Circulant embedding with QMC -- analysis for elliptic PDE with lognormal coefficients, http://dx.doi.org/10.48550/arxiv.1710.09254
, 2018, Analysis of circulant embedding methods for sampling stationary random fields, http://dx.doi.org/10.48550/arxiv.1710.00751
, 2018, Fast random field generation with $H$-matrices, http://dx.doi.org/10.48550/arxiv.1702.08637
, 2017, High dimensional integration of kinks and jumps -- smoothing by preintegration, http://dx.doi.org/10.48550/arxiv.1712.00920
, 2017, Combining sparse grids, multilevel MC and QMC for elliptic PDEs with random coefficients, http://dx.doi.org/10.48550/arxiv.1711.02437
, 2017, Application of quasi-Monte Carlo methods to PDEs with random coefficients -- an overview and tutorial, http://dx.doi.org/10.48550/arxiv.1710.10984
, 2017, Hot new directions for quasi-Monte Carlo research in step with applications, http://dx.doi.org/10.48550/arxiv.1710.09905
, 2016, Infinite-dimensional integration and the multivariate decomposition method, http://dx.doi.org/10.48550/arxiv.1501.05445
, 2016, Multilevel Quasi-Monte Carlo Methods for Lognormal Diffusion Problems, http://dx.doi.org/10.48550/arxiv.1507.01090
, 2016, Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients - a survey of analysis and implementation, http://dx.doi.org/10.48550/arxiv.1606.06613
, 2016, Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions, http://dx.doi.org/10.48550/arxiv.1606.00648
, 2015, Multi-level higher order QMC Galerkin discretization for affine parametric operator equations, http://dx.doi.org/10.48550/arxiv.1406.4432
, 2015, Higher order QMC Galerkin discretization for parametric operator equations, http://dx.doi.org/10.48550/arxiv.1309.4624
, 2015, Fast QMC matrix-vector multiplication, http://dx.doi.org/10.48550/arxiv.1501.06286
, 2014, Multi-level quasi-Monte Carlo finite element methods for a class of elliptic partial differential equations with random coefficients, http://dx.doi.org/10.48550/arxiv.1208.6349