Dick, Josef
- On the optimal order of integration in Hermite spaces with finite\n smoothness
2016/08/22 by Josef Dick, Christian Irrgeher, Dick, Josef +5 · 3 citations
Economics, Econometrics and Finance · Mathematics · #65D30 #65D32 #65Y20 #FOS: Mathematics #Mathematical Approximation and Integration #Numerical Analysis (math.NA) #Stochastic processes and financial applications
- Higher order Sobol' indices
2013/06/18 by Owen, Art, Dick, Josef, Chen, Su · 2 citations
#41A55 #62P30 #78M05 #FOS: Mathematics #Numerical Analysis (math.NA)
- Higher order Quasi-Monte Carlo integration for holomorphic, parametric\n operator equations
2014/09/07 by Josef Dick, Dick, Josef, Quôc Thông Lê Gia +3 · 3 citations
Decision Sciences · Mathematics · Physics and Astronomy · #Probabilistic and Robust Engineering Design #Mathematical Approximation and Integration #Scientific Research and Discoveries
- A weighted Discrepancy Bound of quasi-Monte Carlo Importance Sampling
2019/01/21 by Josef Dick, Daniel Rudolf, Dick, Josef +3 · 2 citations
Mathematics · Decision Sciences · #Mathematical Approximation and Integration #Probabilistic and Robust Engineering Design #Statistical Methods and Inference
- Approximation of analytic functions in Korobov spaces
2012/11/25 by Dick, Josef, Kritzer, Peter, Pillichshammer, Friedrich +1 · 1 citation
#FOS: Mathematics #Numerical Analysis (math.NA)
- Low-discrepancy point sets for non-uniform measures
2013/08/23 by Aistleitner, Christoph, Dick, Josef · 1 citation
#Combinatorics (math.CO) #FOS: Mathematics #Number Theory (math.NT) #Numerical Analysis (math.NA) #Probability (math.PR)
- Higher order Quasi-Monte Carlo integration for Bayesian Estimation
2016/02/24 by Josef Dick, Robert N. Gantner, Dick, Josef +5 · 1 citation
Decision Sciences · Engineering · Mathematics · #FOS: Mathematics #Mathematical Approximation and Integration #Nuclear reactor physics and engineering #Numerical Analysis (math.NA) #Probabilistic and Robust Engineering Design
- Improved Efficiency of a Multi-Index FEM for Computational Uncertainty\n Quantification
2018/06/11 by Josef Dick, Dick, Josef, Michael Feischl +3 · 1 citation
Decision Sciences · Engineering · Mathematics · #Advanced Numerical Methods in Computational Mathematics #FOS: Mathematics #Mathematical Approximation and Integration #Numerical Analysis (math.NA) #Probabilistic and Robust Engineering Design
- Sparse grid approximation of nonlinear SPDEs: The Landau--Lifshitz--Gilbert equation
2023/10/17 by An Xin, Josef Dick, An, Xin +7 · 2 citations
Decision Sciences · Mathematics · #35R60 #47H40 #60H25 #60H35 #65C30 #65M15 #FOS: Mathematics #Numerical Analysis (math.NA) #Probabilistic and Robust Engineering Design #Statistical Methods and Bayesian Inference #Statistical Methods and Inference
- Numerical integration of H "older continuous, absolutely convergent\n Fourier-, Fourier cosine-, and Walsh series
2013/12/04 by Josef Dick, Dick, Josef · 1 citation
Mathematics · Physics and Astronomy · #65C05 #65C10 #65D30 #65D32 #FOS: Mathematics #Mathematical Approximation and Integration #Mathematical functions and polynomials #Numerical Analysis (math.NA) #Scientific Research and Discoveries
- Functions of bounded variation, signed measures, and a general\n Koksma-Hlawka inequality
2014/06/01 by Christoph Aistleitner, Aistleitner, Christoph, Josef Dick +1 · 1 citation
Mathematics · #11K38 #26B30 #65C05 #65D30 #Classical Analysis and ODEs (math.CA) #FOS: Mathematics #Mathematical Approximation and Integration #Number Theory (math.NT) #Numerical Analysis (math.NA) #Probability (math.PR)
- Quasi-Monte Carlo methods for mixture distributions and approximated distributions via piecewise linear interpolation
2023/04/28 by Cui, Tiangang, Dick, Josef, Pillichshammer, Friedrich · 1 citation
#Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Numerical Analysis (math.NA)
- A note on the periodic L2-discrepancy of Korobov's p-sets
2020/01/07 by Dick, Josef, Hinrichs, Aicke, Pillichshammer, Friedrich · 1 citation
#11K38 #FOS: Mathematics #Number Theory (math.NT) #Numerical Analysis (math.NA)
- On the quasi-uniformity properties of quasi-Monte Carlo point sets and sequences -- Part I: Lattices and Kronecker sequences
2025/02/10 by Josef Dick, Dick, Josef, Takashi Goda +7 · 3 citations
Mathematics · #11J71 #11K36 #11K38 #FOS: Mathematics #Mathematical Approximation and Integration #Number Theory (math.NT)