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Baldeaux, J., Dick, J., Leobacher, G., Nuyens, D., Pillichshammer, F. (2011). Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules. Numerical Algorithms.
Hickernell, F., Kritzer, P., Kuo, F., Nuyens, D. (2011). Weighted compound integration rules with higher order convergence for all N. Numerical Algorithms, 59 (2), 161-183.
Borwein, J., Nuyens, D., Straub, A., Wan, J. (2011). Some arithmetic properties of short random walk integrals. The Ramanujan Journal, 26 (1), 109-132.
Graham, I., Kuo, F., Nuyens, D., Scheichl, R., Sloan, I. (2011). Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications. Journal of Computational Physics, 230 (10), 3668-3694.
Cools, R., Kuo, F., Nuyens, D. (2010). Constructing lattice rules based on weighted degree of exactness and worst case error. Computing, 87 (1-2), 63-89.
Borwein, J., Nuyens, D., Straub, A., Wan, J. (2010). Random walks in the plane. Discrete Mathematics and Theoretical Computer Science, 191-202.
Cools, R., Huybrechs, D., Nuyens, D. (2009). Recent topics in numerical integration. International Journal of Quantum Chemistry, 109 (8), 1748-1755.
Nuyens, D., Cools, R. (2007). An overview of fast component-by-component constructions of lattice rules and lattice sequences. Proceedings in Applied Mathematics and Mechanics, 7 (1), 1022609-1022610.
Cools, R., Kuo, F., Nuyens, D. (2006). Constructing embedded lattice rules for multivariate integration. SIAM Journal on Scientific Computing, 28 (16), 2162-2188.
Cools, R., Nuyens, D. (2006). The role of structured matrices for the construction of integration lattices. Journal of Numerical Analysis, Industrial and Applied Mathematics, 1 (3), 257-272.
Nuyens, D., Cools, R. (2006). Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points. Journal of Complexity, 22 (1), 4-28.
Nuyens, D., Cools, R. (2006). Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces. Mathematics of Computation, 75 (254), 903-920.
Nuyens, D. (2005). Fast construction of a good lattice rule / About the cover. Notices of the American Mathematical Society, 52 (11), 1329 + cover.
Nuyens, D., Waterhouse, B. (2012). A global adaptive quasi-Monte Carlo algorithm for functions of low truncation dimension applied to problems from finance. In Plaskota, L. (Ed.), Wozniakowski, H. (Ed.), Monte Carlo and Quasi-Monte Carlo Methods 2010. Ninth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing. Warsaw, 15-20 August 2010 Springer.
Achtsis, N., Nuyens, D. (2012). A component-by-component construction for the trigonometric degree. In Plaskota, L. (Ed.), Wozniakowski, H. (Ed.), Monte Carlo and Quasi-Monte Carlo Methods 2010. Ninth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing. Warsaw, 15-20 August 2010 Springer.
Nuyens, D., Cools, R. (2010). Higher order quasi-Monte Carlo methods: A comparison. In Simos, T. (Ed.), Psihoyios, G. (Ed.), Tsitouras, C. (Ed.), AIP Conference Proceedings: Vol. 1281. International Conference on Numerical Analysis and Applied Mathematics (ICNAAM2010). Rhodes, Greece, 19-25 September 2010 (pp. 553-557) Springer New York LLC.
Cools, R., Nuyens, D. (2009). Extensions of Fibonacci lattice rules. In L'Ecuyer, P. (Ed.), Owen, A. (Ed.), Monte Carlo and Quasi-Monte Carlo Methods 2008. Eight International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing. Montréal, Canada, 6-11 July 2008 (pp. 1-12). Berlin: Springer.
Cools, R., Nuyens, D. (2008). A Belgian view on lattice rules. In Keller, A. (Ed.), Heinrich, S. (Ed.), Niederreiter, H. (Ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006. Seventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing. Ulm, Germany, 14-18 August 2006 (pp. 3-21). Berlin: Springer.
Nuyens, D., Cools, R. (2007). Construction of copy rules. In Simos, T. (Ed.), Psihoyios, G. (Ed.), Tsitouras, C. (Ed.), AIP Conference Proceedings: Vol. 936. Numerical Analysis and Applied Mathematics. Corfu, Greece, September 16-20, 2007 (pp. 19-22) American Institute of Physics.
Nuyens, D., Cools, R. (2006). Fast component-by-component construction, a reprise for different kernels. In Niederreiter, H. (Ed.), Talay, D. (Ed.), Monte Carlo and Quasi-Monte Carlo Methods 2004. Sixth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing and Second International Conference on Monte Carlo and Probabilistic Methods for Partial Differential Equations. Juan-les-Pins, France, June 7-10, 2004 (pp. 371-385). Berlin: Springer.
Cools, R., Nuyens, D. (2005). Structured matrices as a blueprint for integration lattices. In Simos, T. (Ed.), Psihoyios, G. (Ed.), Tsitouras, C. (Ed.), ICNAAM 2005 - International Conference on Numerical Analysis and Applied Mathematics 2005. International Conference on Numerical Analysis and Applied Mathematics 2005. Rhodes, Greece, September 16-20, 2005 (pp. 12-15).
Nuyens, D., Cools, R. (2004). Fast component-by-component construction for (non-)primes. . Algorithms and complexity for continuous problems (Dagstuhl seminar 04401). Dagstuhl, Germany, September 26 - October 1, 2004.
Poppe, K., Nuyens, D., Cools, R. (2012). Gaussian distributed quasi-random samples. International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing. Sydney, Australia, 13-17 February 2012.
Poppe, K., Nuyens, D., Cools, R. (2011). Normally distributed quasi-random samples combining Box-Muller and lattice rules. IMACS Seminar on Monte Carlo Methods. Borovets, Bulgaria, 29 August - 2 September 2011.
Nuyens, D. (2011). On exponential convergence and tractability for different figures of merit. Foundations of Computational Mathematics (FOCM2011). Budapest, 4-14 July 2011.
Achtsis, N., Cools, R., Nuyens, D. (2011). Conditional Sampling for Option Pricing under the LT Method. 4th Workshop on High-Dimensional Approximation. University of Bonn, Germany, June 26–30, 2011.
Achtsis, N., Cools, R., Nuyens, D. (2011). Conditional Sampling for Option Pricing under the LT Method. 3rd International Conference on Numerical Methods for Finance. Limerick, Ireland, 8-10 June 2011.
Nuyens, D., Cools, R., Kuo, F. (2010). An algorithm for the construction of weighted degree lattice rules. International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC2010). Warsaw, Poland, 16-20 August 2010.
Nuyens, D., Graham, I., Kuo, F., Scheichl, R., Sloan, I. (2010). Quasi-Monte Carlo methods for computing flow in random porous media. International Congress on Computational and Applied Mathematics (ICCAM2010). Leuven, 5-9 July 2010.
Nuyens, D. (2009). Weighted QMC rules - Stop anywhere. Dagstuhl Seminar on Algorithms and Complexity for Continuous Problems. Schloss Dagstuhl, Wadern, Germany, 20-25 September 2009.
Nuyens, D. (2009). To periodize or not to periodize. 1st PRIMA Congress (PRIMA2009). Sydney, Australia, 6-10 July 2009.
Nuyens, D. (2009). An analysis of faster convergence in certain finance applications for quasi-Monte Carlo. 15th International Conference on Computing in Economics and Finance (CEF2009). University of Technology, Sydney, Australia, 15-17 July 2009.
Nuyens, D., Hickernell, F., Kritzer, P., Kuo, F. (2009). On higher order of convergence using lattice sequences. 3rd Workshop on High-Dimensional Approximation (HDA09). University of New South Wales, Sydney, Australia, 16-20 February 2009.
Nuyens, D., Hickernell, F., Kritzer, P., Kuo, F. (2008). High order of convergence using lattice sequences for numerical integration. 7th Australia – New Zealand Mathematics Convention (ANZMC2008). University of Canterbury, Christchurch, New Zealand, 8-12 December 2008.
Cools, R., Nuyens, D. (2008). Extensions of Fibonacci lattice rules. Eight International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, MCQMCM 2008. Montreal, Canada, 6-11 July 2008.
Nuyens, D. (2008). A generic lattice sequences library for numerical integration. Biennial Computational Techniques and Applications Conference (CTAC). Australian National University (ANU), Canberra, Australia, 13-16 July 2008.
Nuyens, D. (2008). Adaptive strategies for “high dimensional” functions of low truncation dimension. Monte Carlo and Quasi-Monte Carlo Conference. HEC, Université de Montréal, Canada, 6-11 July 2008.
Nuyens, D., Cools, R. (2008). Polynomial copy rules in Walsh spaces. Foundations of Computational Mathematics. City University of Hong Kong, 16-26 June 2008.
Nuyens, D., Cools, R. (2007). On component-by-component constructions of lattice rules. 6th International Congress on Industrial and Applied Mathematics. ETH Zürich, Switzerland, July 16-20, 2007.
Nuyens, D., Cools, R. (2007). A generic software implementation of lattice sequences for numerical integration. Numerical Analysis Conference 2007. Dundee, Scotland, 26-29 June 2007.
Nuyens, D., Cools, R. (2007). Lattice sequences: from fast construction to rapid application. Second workshop on high-dimensional approximation. Australian National University (ANU), Canberra, February 19-22, 2007.
Nuyens, D., Cools, R. (2006). Lattice sequences in finance. Algorithms and complexity for continuous problems (Dagstuhl seminar 06391). Dagstuhl, Germany, September 24-29, 2006.
Nuyens, D., Cools, R. (2006). Avoiding computations in dimension-extensible lattice rules. Seventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing. Ulm, Germany, August 14-18, 2006.
Nuyens, D., Cools, R. (2006). Lattice rules for derivative pricing. SIAM Conference on Financial Mathematics and Engineering. Boston, USA, July 9-12, 2006.
Nuyens, D. (2005). On the construction of rank-1 lattice rules. Symposium on Optimisation and Data Analysis, In honour of Professor Mike Osborne's 70th birthday. Australian National University, Canberra, Australia, September 21-23, 2005.
Cools, R., Kuo, F., Nuyens, D., Sloan, I. (2005). Constructing good embedded lattice sequences with millions of points. Foundations of Computational Mathematics. Universidad de Cantabria, Santander, Spain, June 30 - July 9, 2005.
Cools, R., Kuo, F., Nuyens, D., Sloan, I. (2005). An illustrated story of fast construction of embedded lattice sequences for weighted spaces. Foundations of Computational Mathematics. Universidad de Cantabria, Santander, Spain, June 30 - July 9, 2005.
Nuyens, D., Cools, R. (2005). A multi-resolution view on sequences of lattice rules for multi-variate integration. 21st Biennial Conference on Numerical Analysis. Dundee, Scotland, June 28 - July 1, 2005.
Nuyens, D., Cools, R. (2004). Computational aspects of lattice rule construction for numerical integration. Eleventh International Congress on Computational and Applied Mathematics. Leuven, Belgium, July 26-30, 2004.
Nuyens, D., Cools, R. (2004). Faster component-by-component construction. Sixth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing and Second International Conference on Monte Carlo and Probabilistic Methods for Partial Differential Equations. Juan-les-Pins, France, June 7-10, 2004.
Cools, R., Nuyens, D. (2004). Fast component-by-component construction of rank-1 lattice rules. International Conference on Modern Computational Methods in Applied Mathematics. Bedlewo/Poznan, Poland, June 14-19, 2004.
Nuyens, D., Cools, R. (2003). Trigonometric degree & component-by-component construction. IVth IMACS Seminar on Monte Carlo Methods MCM-2003. Berlin, Germany, September 15-19, 2003.
Nuyens, D. (2009). What some people do to their "high-dimensional" integrals. Departemental seminar. School of Mathematical and Physical Sciences, University of Newcastle, Australia, 23 April 2009.
Nuyens, D. (2005). On the construction of rank-1 lattice rules. Departemental seminar. University of Waikato, Hamilton, New Zealand, October 4, 2005.
Nuyens, D. (2005). On the construction of rank-1 lattice rules. Departemental seminar. University of Auckland, Auckland, New Zealand, 14 October 2005.
Nuyens, D. (2005). On the construction of rank-1 lattice rules. Departemental seminar. University of New South Wales, Sydney, Australia, September 16, 2005.
Nuyens, D., Cools, R. (2004). A Matlab package for numerical approximation of multi-variate integrals. WOG/SRN Symposium on Software Environments for Numerical Problems. Het Pand, Gent, November 17-18, 2004.
Nuyens, D., Cools, R. (sup.) (2007). Fast construction of good lattice rules, xvi + 190 + NL-30 pp.
Cools, R., Nuyens, D. (2009). Extensions of Fibonacci lattice rules. TW Reports, TW545, 12 pp. Leuven, Belgium: Department of Computer Science, K.U.Leuven.
Hickernell, F., Kritzer, P., Kuo, F., Nuyens, D. (2009). Weighted compound integration rules with higher order convergence for all N. Applied Mathematics Reports, AMR09/19, 21 pp. Sydney, Australia: Department of Mathematics and Statistics, University of New South Wales.
Cools, R., Kuo, F., Nuyens, D. (2006). Constructing embedded lattice rules for multivariate integration: School of Mathematics and Statistics, University of New South Wales, Sydney, Australia.
Nuyens, D., Cools, R. (2004). Fast algorithms for component-by-component construction of rank-1 lattice rules in shift invariant reproducing kernel Hilbert spaces. TW Reports, TW392, 20 pp. Leuven, Belgium: K.U.Leuven, Department of Computer Science.
Two OPTEC professors have been awarded three "Gouden Krijtjes", the yearly teaching awards given by the organization of engineering students (vtk). Prof. Lombaert was awarded the prize for the best course in civil engineering, and Prof. Diehl the prizes for the best professor and the best course in mathematical engineering (where he teaches numerical optimization). They received these awards at the yearly "proffentap" where experienced students taught them how to draft beer professionally.
