Frances Y. Kuo

Orcid: 0000-0003-2123-6971

According to our database1, Frances Y. Kuo authored at least 80 papers between 2002 and 2024.

Collaborative distances:

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

Online presence:

On csauthors.net:

Bibliography

2024
Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration.
Numerische Mathematik, April, 2024

Corrigendum: Quasi-Monte Carlo Finite Element Analysis for Wave Propagation in Heterogeneous Random Media.
SIAM/ASA J. Uncertain. Quantification, March, 2024

Uncertainty quantification for random domains using periodic random variables.
Numerische Mathematik, February, 2024

Density estimation for elliptic PDE with random input by preintegration and quasi-Monte Carlo methods.
CoRR, 2024

2023
Random-prime-fixed-vector randomised lattice-based algorithm for high-dimensional integration.
J. Complex., December, 2023

Analysis of Preintegration Followed by Quasi-Monte Carlo Integration for Distribution Functions and Densities.
SIAM J. Numer. Anal., February, 2023

Comparison of Two Search Criteria for Lattice-based Kernel Approximation.
CoRR, 2023

Lattice-based kernel approximation and serendipitous weights for parametric PDEs in very high dimensions.
CoRR, 2023

2022
Fast approximation by periodic kernel-based lattice-point interpolation with application in uncertainty quantification.
Numerische Mathematik, 2022

Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on ℝ<sup>d</sup>.
Math. Comput., 2022

Theory and construction of Quasi-Monte Carlo rules for option pricing and density estimation.
CoRR, 2022

Constructing Embedded Lattice-based Algorithms for Multivariate Function Approximation with a Composite Number of Points.
CoRR, 2022

2021
Function integration, reconstruction and approximation using rank-1 lattices.
Math. Comput., 2021

Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights.
Math. Comput., 2021

A Quasi-Monte Carlo Method for Optimal Control Under Uncertainty.
SIAM/ASA J. Uncertain. Quantification, 2021

Quasi-Monte Carlo Finite Element Analysis for Wave Propagation in Heterogeneous Random Media.
SIAM/ASA J. Uncertain. Quantification, 2021

Lattice meets lattice: Application of lattice cubature to models in lattice gauge theory.
J. Comput. Phys., 2021

Preintegration is not smoothing when monotonicity fails.
CoRR, 2021

Approximating distribution functions and densities using quasi-Monte Carlo methods after smoothing by preintegration.
CoRR, 2021

Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on $\mathbb{R}^d$.
CoRR, 2021

2020
Uncertainty Quantification Using Periodic Random Variables.
SIAM J. Numer. Anal., 2020

Guest editors' preface.
J. Complex., 2020

Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters.
Proceedings of the 75 Years of Mathematics of Computation, 2020

2019
Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients.
Numerische Mathematik, 2019

Correction to: Fast random field generation with <i>H</i>-matrices.
Numerische Mathematik, 2019

Lattice rules with random n achieve nearly the optimal O(n-α-1∕2) error independently of the dimension.
J. Approx. Theory, 2019

Algorithms and Complexity for Continuous Problems (Dagstuhl Seminar 19341).
Dagstuhl Reports, 2019

A quasi-Monte Carlo Method for an Optimal Control Problem Under Uncertainty.
CoRR, 2019

Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters.
CoRR, 2019

2018
Efficient Implementations of the Multivariate Decomposition Method for Approximating Infinite-Variate Integrals.
SIAM J. Sci. Comput., 2018

Analysis of Circulant Embedding Methods for Sampling Stationary Random Fields.
SIAM J. Numer. Anal., 2018

Circulant embedding with QMC: analysis for elliptic PDE with lognormal coefficients.
Numerische Mathematik, 2018

Fast random field generation with <i>H</i>-matrices.
Numerische Mathematik, 2018

Hiding the weights - CBC black box algorithms with a guaranteed error bound.
Math. Comput. Simul., 2018

High dimensional integration of kinks and jumps - Smoothing by preintegration.
J. Comput. Appl. Math., 2018

2017
Multivariate integration for analytic functions with Gaussian kernels.
Math. Comput., 2017

Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems.
Math. Comput., 2017

The ANOVA decomposition of a non-smooth function of infinitely many variables can have every term smooth.
Math. Comput., 2017

Note on "The smoothing effect of integration in ℝ<sup>d</sup> and the ANOVA decomposition".
Math. Comput., 2017

Infinite-dimensional integration and the multivariate decomposition method.
J. Comput. Appl. Math., 2017

2016
Multilevel Higher Order QMC Petrov-Galerkin Discretization for Affine Parametric Operator Equations.
SIAM J. Numer. Anal., 2016

Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions.
J. Complex., 2016

Optimal algorithms for doubly weighted approximation of univariate functions.
J. Approx. Theory, 2016

Application of Quasi-Monte Carlo Methods to Elliptic PDEs with Random Diffusion Coefficients: A Survey of Analysis and Implementation.
Found. Comput. Math., 2016

2015
Fast QMC Matrix-Vector Multiplication.
SIAM J. Sci. Comput., 2015

Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients.
Numerische Mathematik, 2015

Guest Editors' Preface.
J. Complex., 2015

Multi-level Quasi-Monte Carlo Finite Element Methods for a Class of Elliptic PDEs with Random Coefficients.
Found. Comput. Math., 2015

2014
Higher Order QMC Petrov-Galerkin Discretization for Affine Parametric Operator Equations with Random Field Inputs.
SIAM J. Numer. Anal., 2014

Fast CBC construction of randomly shifted lattice rules achieving O(n<sup>-1+δ</sup>) convergence for unbounded integrands over R<sup>5</sup> in weighted spaces with POD weights.
J. Complex., 2014

2013
The smoothing effect of integration in R<sup>d</sup> and the ANOVA decomposition.
Math. Comput., 2013

High-dimensional integration: The quasi-Monte Carlo way.
Acta Numer., 2013

2012
Quasi-Monte Carlo Finite Element Methods for a Class of Elliptic Partial Differential Equations with Random Coefficients.
SIAM J. Numer. Anal., 2012

Weighted compound integration rules with higher order convergence for all N.
Numer. Algorithms, 2012

Algorithms and Complexity for Continuous Problems (Dagstuhl Seminar 12391).
Dagstuhl Reports, 2012

2011
Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications.
J. Comput. Phys., 2011

2010
On decompositions of multivariate functions.
Math. Comput., 2010

Liberating the dimension.
J. Complex., 2010

Randomly shifted lattice rules with the optimal rate of convergence for unbounded integrands.
J. Complex., 2010

The smoothing effect of the ANOVA decomposition.
J. Complex., 2010

Constructing lattice rules based on weighted degree of exactness and worst case error.
Computing, 2010

2009
On the power of standard information for multivariate approximation in the worst case setting.
J. Approx. Theory, 2009

2008
Constructing Sobol Sequences with Better Two-Dimensional Projections.
SIAM J. Sci. Comput., 2008

Lattice rule algorithms for multivariate approximation in the average case setting.
J. Complex., 2008

Multivariate L<sub>∞</sub> approximation in the worst case setting over reproducing kernel Hilbert spaces.
J. Approx. Theory, 2008

2007
Periodization strategy may fail in high dimensions.
Numer. Algorithms, 2007

A component-by-component approach to efficient numerical integration over products of spheres.
J. Complex., 2007

Lattice-Nyström method for Fredholm integral equations of the second kind with convolution type kernels.
J. Complex., 2007

2006
Constructing Embedded Lattice Rules for Multivariate Integration.
SIAM J. Sci. Comput., 2006

Randomly shifted lattice rules on the unit cube for unbounded integrands in high dimensions.
J. Complex., 2006

Randomly shifted lattice rules for unbounded integrands.
J. Complex., 2006

2005
Construction algorithms for polynomial lattice rules for multivariate integration.
Math. Comput., 2005

Quasi-Monte Carlo methods can be efficient for integration over products of spheres.
J. Complex., 2005

2004
Reducing the construction cost of the component-by-component construction of good lattice rules.
Math. Comput., 2004

2003
Remark on algorithm 659: Implementing Sobol's quasirandom sequence generator.
ACM Trans. Math. Softw., 2003

Component-By-Component Construction of Good Intermediate-Rank Lattice Rules.
SIAM J. Numer. Anal., 2003

Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces.
J. Complex., 2003

2002
Constructing Randomly Shifted Lattice Rules in Weighted Sobolev Spaces.
SIAM J. Numer. Anal., 2002

On the step-by-step construction of quasi-Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces.
Math. Comput., 2002

Component-by-Component Construction of Good Lattice Rules with a Composite Number of Points.
J. Complex., 2002


  Loading...