Alexander D. Gilbert

24 papers Journal 24

Year	Rank	Type	Title / Venue / Authors
2025	J	`jnl`	A Complex-Projected Rayleigh Quotient Iteration for Targeting Interior Eigenvalues. SIAM J. Matrix Anal. Appl. Nils Friess, Alexander D. Gilbert, Robert Scheichl
2025	J	`jnl`	Density Estimation for Elliptic PDE with Random Input by Preintegration and Quasi-Monte Carlo Methods. SIAM J. Numer. Anal. Alexander D. Gilbert, Frances Y. Kuo, Abirami Srikumar
2025	J	`jnl`	Finite element analysis of density estimation using preintegration for elliptic PDE with random input. CoRR Alexander D. Gilbert
2025	J	`jnl`	Minimal Subsampled Rank-1 Lattices for Multivariate Approximation with Optimal Convergence Rate. CoRR Felix Bartel, Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan
2025	J	`jnl`	Multilevel lattice-based kernel approximation for elliptic PDEs with random coefficients. CoRR Alexander D. Gilbert, Michael B. Giles, Frances Y. Kuo, Ian H. Sloan, Abirami Srikumar
2025	J	`jnl`	Quasi-Monte Carlo methods for uncertainty quantification of tumor growth modeled by a parametric semi-linear parabolic reaction-diffusion equation. CoRR Alexander D. Gilbert, Frances Y. Kuo, Dirk Nuyens, Graham Pash, Ian H. Sloan, Karen E. Willcox
2024	J	`jnl`	Density estimation for elliptic PDE with random input by preintegration and quasi-Monte Carlo methods. CoRR Alexander D. Gilbert, Frances Y. Kuo, Abirami Srikumar
2024	J	`jnl`	Multilevel Monte Carlo Methods for Stochastic Convection-Diffusion Eigenvalue Problems. J. Sci. Comput. Tiangang Cui, Hans De Sterck, Alexander D. Gilbert, Stanislav Polishchuk, Robert Scheichl
2023	J	`jnl`	A complex-projected Rayleigh quotient iteration for targeting interior eigenvalues. CoRR Nils Friess, Alexander D. Gilbert, Robert Scheichl
2023	J	`jnl`	Analysis of Preintegration Followed by Quasi-Monte Carlo Integration for Distribution Functions and Densities. SIAM J. Numer. Anal. Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan
2023	J	`jnl`	Multilevel Monte Carlo methods for stochastic convection-diffusion eigenvalue problems. CoRR Tiangang Cui, Hans De Sterck, Alexander D. Gilbert, Stanislav Polishchuk, Robert Scheichl
2022	J	`jnl`	Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on ℝ Math. Comput. Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan
2022	J	`jnl`	Theory and construction of Quasi-Monte Carlo rules for option pricing and density estimation. CoRR Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan, Abirami Srikumar
2021	J	`jnl`	Approximating distribution functions and densities using quasi-Monte Carlo methods after smoothing by preintegration. CoRR Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan
2021	J	`jnl`	Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on $\mathbb{R}^d$. CoRR Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan
2021	J	`jnl`	Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems II: Efficient algorithms and numerical results. CoRR Alexander D. Gilbert, Robert Scheichl
2021	J	`jnl`	Preintegration is not smoothing when monotonicity fails. CoRR Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan
2020	J	`jnl`	Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems I: Regularity and error analysis. CoRR Alexander D. Gilbert, Robert Scheichl
2019	J	`jnl`	Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients. Numerische Mathematik Alexander D. Gilbert, Ivan G. Graham, Frances Y. Kuo, Robert Scheichl, Ian H. Sloan
2018	J	`jnl`	Efficient Implementations of the Multivariate Decomposition Method for Approximating Infinite-Variate Integrals. SIAM J. Sci. Comput. Alexander D. Gilbert, Frances Y. Kuo, Dirk Nuyens, Grzegorz W. Wasilkowski
2018	J	`jnl`	Hiding the weights - CBC black box algorithms with a guaranteed error bound. Math. Comput. Simul. Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan
2017	J	`jnl`	Efficient implementations of the Multivariate Decomposition Method for approximating infinite-variate integrals. CoRR Alexander D. Gilbert, Frances Y. Kuo, Dirk Nuyens, Grzegorz W. Wasilkowski
2017	J	`jnl`	Small Superposition Dimension and Active Set Construction for Multivariate Integration Under Modest Error Demand. CoRR Alexander D. Gilbert, Greg W. Wasilkowski
2017	J	`jnl`	Small superposition dimension and active set construction for multivariate integration under modest error demand. J. Complex. Alexander D. Gilbert, Greg W. Wasilkowski