#### Filter Results:

- Full text PDF available (88)

#### Publication Year

1993

2018

- This year (7)
- Last 5 years (33)
- Last 10 years (71)

#### Publication Type

#### Co-author

#### Journals and Conferences

Learn More

- Ian H. Sloan
- SIAM Review
- 1993

192. At the beginnings of most chapters and sections of chapters, the authors motivate the reader by explaining verbally what they intend to present in the chapter or section. However, some chapters,… (More)

- Ian H. Sloan, Henryk Wozniakowski
- J. Complexity
- 1998

Recently quasi-Monte Carlo algorithms have been successfully used for multivariate integration of high dimension d, and were signiicantly more eecient than Monte Carlo algorithms. The existing theory… (More)

This paper is a contemporary review of QMC (‘quasi-Monte Carlo’) methods, that is, equal-weight rules for the approximate evaluation of high-dimensional integrals over the unit cube [0, 1], where s… (More)

- Josef Dick, Ian H. Sloan, Xiaoqun Wang, Henryk Wozniakowski
- Numerische Mathematik
- 2006

We study the problem of multivariate integration and the construction of good lattice rules in weighted Korobov spaces with general weights. These spaces are not necessarily tensor products of spaces… (More)

- Ian H. Sloan
- 2003

Weconsider the discretization in time of an inhomogeneous parabolic equation in a Banach space setting, using a representation of the solution as an integral along a smooth curve in the complex left… (More)

- Ian H. Sloan, Henryk Wozniakowski
- J. Complexity
- 2001

- Xiaoqun Wang, Ian H. Sloan
- SIAM J. Scientific Computing
- 2005

Many problems in mathematical finance can be formulated as highdimensional integrals, where the large number of dimensions arises from small time steps in time discretization and/or a large number of… (More)

- Ian H. Sloan, Andrew V. Reztsov
- Math. Comput.
- 2002

This paper provides a novel approach to the construction of good lattice rules for the integration of Korobov classes of periodic functions over the unit s-dimensional cube. Theorems are proved which… (More)

- Ian H. Sloan, Frances Y. Kuo, Stephen Joe
- SIAM J. Numerical Analysis
- 2002

Shifted rank-1 lattice rules, a special class of quasi-Monte Carlo methods, have recently been proposed by the present authors for the integration of functions belonging to certain “weighted” Sobolev… (More)

- Robert S. Womersley, Ian H. Sloan
- Adv. Comput. Math.
- 2001

This paper explores the quality of polynomial interpolation approximations over the sphere Sr−1 ⊂ Rr in the uniform norm, principally for r = 3. Reimer [17] has shown there exist fundamental systems… (More)