Publications of Ronald Cools

period 2013 - 2018

Articles in internationally reviewed journals

6 references

• Cools, Ronald; Kuo, Frances Y.; Nuyens, Dirk; Suryanarayana, Gowri. Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions, Journal of Complexity, volume 36, pages 166-181, 2016

  @article{541076,
    author = "Cools, Ronald and Kuo, Frances Y. and Nuyens, Dirk and Suryanarayana, Gowri",
    title = "{T}ent-transformed lattice rules for integration and approximation of multivariate non-periodic functions",
    journal = "{J}ournal of {C}omplexity",
    volume = "36",
    pages = "166--181",
    year = "2016",
    doi = "10.1016/j.jco.2016.05.004",
    url = "https://lirias.kuleuven.be/handle/123456789/541076",
  }
  

• Suryanarayana, Gowri; Nuyens, Dirk; Cools, Ronald. Reconstruction and collocation of a class of non-periodic functions by sampling along tent-transformed rank-1 lattices, The Journal of Fourier Analysis and Applications, volume 22, pages 187-214, 2016

  @article{498063,
    author = "Suryanarayana, Gowri and Nuyens, Dirk and Cools, Ronald",
    title = "{R}econstruction and collocation of a class of non-periodic functions by sampling along tent-transformed rank-1 lattices",
    journal = "{T}he {J}ournal of {F}ourier {A}nalysis and {A}pplications",
    volume = "22",
    pages = "187--214",
    year = "2016",
    doi = "10.1007/s00041-015-9412-3",
    url = "https://lirias.kuleuven.be/handle/123456789/498063",
  }
  

• Suryanarayana, Gowri; Cools, Ronald; Nuyens, Dirk. Integration and Approximation with Fibonacci lattice points, Dolomites Research Notes on Approximation, volume 8, pages 92-101, 2015

  @article{518696,
    author = "Suryanarayana, Gowri and Cools, Ronald and Nuyens, Dirk",
    title = "{I}ntegration and {A}pproximation with {F}ibonacci lattice points",
    journal = "{D}olomites {R}esearch {N}otes on {A}pproximation",
    volume = "8",
    pages = "92--101",
    month = Dec,
    year = "2015",
    doi = "10.14658/pupj-drna-2015-Special_Issue-9",
    url = "https://lirias.kuleuven.be/handle/123456789/518696",
  }
  

• Achtsis, Nico; Cools, Ronald; Nuyens, Dirk. Conditional sampling for barrier option pricing under the LT method, SIAM Journal on Financial Mathematics, volume 4, issue 1, pages 327-352, 2013

  @article{376600,
    author = "Achtsis, Nico and Cools, Ronald and Nuyens, Dirk",
    title = "{C}onditional sampling for barrier option pricing under the {LT} method",
    journal = "{SIAM} {J}ournal on {F}inancial {M}athematics",
    volume = "4",
    number = "1",
    pages = "327--352",
    year = "2013",
    doi = "10.1137/110855909",
    url = "https://lirias.kuleuven.be/handle/123456789/376600",
  }
  

• Kim, KJ; Cools, Ronald. Extended exponentially fitted interpolation formulas for oscillatory functions, Applied Mathematics and Computation, volume 224, pages 178-195, 2013

  @article{412746,
    author = "Kim, KJ and Cools, Ronald",
    title = "{E}xtended exponentially fitted interpolation formulas for oscillatory functions",
    journal = "{A}pplied {M}athematics and {C}omputation",
    volume = "224",
    pages = "178--195",
    year = "2013",
    doi = "10.1016/j.amc.2013.08.039",
    url = "https://lirias.kuleuven.be/handle/123456789/412746",
  }
  

• Poppe, Koen; Cools, Ronald. CHEBINT: A MATLAB/Octave toolbox for fast multivariate integration and interpolation based on Chebyshev approximations over hypercubes, ACM Transactions on Mathematical Software, volume 40, issue 1, pages 1-13, 2013

  @article{395115,
    author = "Poppe, Koen and Cools, Ronald",
    title = "{CHEBINT}: {A} {MATLAB}/{O}ctave toolbox for fast multivariate integration and interpolation based on {C}hebyshev approximations over hypercubes",
    journal = "{ACM} {T}ransactions on {M}athematical {S}oftware",
    volume = "40",
    number = "1",
    pages = "1--13",
    month = Oct,
    year = "2013",
    doi = "10.1145/2513109.2513111",
    url = "https://lirias.kuleuven.be/handle/123456789/395115",
  }
  

Books, internationally recognised scientific publisher; as editor

2 references

• Cools, Ronald; Nuyens, Dirk (eds.), Monte Carlo and Quasi-Monte Carlo Methods - MCQMC, Leuven, Springer Proceedings in Mathematics & Statistics, volume 163, Springer International Publishing, Switzerland, 2016, isbn 978-331-933-505-6, International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC2014), Leuven, Belgium, 6-11 April 2014

  @book{558311,
    editor = "Cools, Ronald and Nuyens, Dirk",
    title = "{M}onte {C}arlo and {Q}uasi-{M}onte {C}arlo {M}ethods - {MCQMC}, {L}euven",
    volume = "163",
    publisher = "Springer International Publishing",
    location = "Switzerland",
    year = "2016",
    doi = "10.1007/978-3-319-33507-0",
    url = "https://lirias.kuleuven.be/handle/123456789/558311",
  }
  

• Xie, Jiang; Cools, Ronald; Douglas, Craig; Zhang, Wu (eds.), Data-Intensive Scientific Discovery and Applications, Shanghai University Press, Shanghai, 2014, isbn 978-756-711-371-8, International Workshop on Data-Intensive Scientific Discovery and Applications, Shanghai, 1-5 August 2013

  @book{484950,
    editor = "Xie, Jiang and Cools, Ronald and Douglas, Craig and Zhang, Wu",
    title = "{D}ata-{I}ntensive {S}cientific {D}iscovery and {A}pplications",
    publisher = "Shanghai University Press",
    location = "Shanghai",
    year = "2014",
    url = "https://lirias.kuleuven.be/handle/123456789/484950",
  }
  

Article in book, internationally recognised scientific publisher

1 reference

• Nuyens, Dirk; Cools, Ronald. The analysis of vertex modified lattice rules in a non-periodic Sobolev space, Dick, Josef; Kuo, Frances Y.; Wozniakowski, Henryk (eds.), Contemporary Computational Mathematics - a Celebration of the 80th Birthday of Ian Sloan, Springer-Verlag, 2018 (Accepted)

   @incollection{603239,
    author = "Nuyens, Dirk and Cools, Ronald",
    title = "{T}he analysis of vertex modified lattice rules in a non-periodic {S}obolev space",
    booktitle = "{C}ontemporary {C}omputational {M}athematics - a celebration of the 80th birthday of {I}an {S}loan",
    editor = "Dick, Josef and Kuo, Frances Y. and Wozniakowski, Henryk",
    publisher = "Springer-Verlag",
    year = "2018",
    note = "Accepted",
    url = "https://lirias.kuleuven.be/handle/123456789/603239",
  }
  

Papers at international conferences and symposia, published in full in proceedings

1 reference

• Achtsis, Nico; Cools, Ronald; Nuyens, Dirk. Conditional sampling for barrier option pricing under the Heston model, Dick, Josef; Kuo, Frances Y.; Peters, Gareth W.; Sloan, Ian H (eds.), Monte Carlo and Quasi-Monte Carlo Methods 2012, pages 253-269, Springer, 2013, Tenth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC2012), Sydney, 13-17 February 2012

   @inproceedings{426174,
    author = "Achtsis, Nico and Cools, Ronald and Nuyens, Dirk",
    title = "{C}onditional sampling for barrier option pricing under the {H}eston model",
    booktitle = "{M}onte {C}arlo and {Q}uasi-{M}onte {C}arlo {M}ethods 2012, Tenth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC2012), Sydney, 13-17 February 2012",
    editor = "Dick, Josef and Kuo, Frances Y. and Peters, Gareth W. and Sloan, Ian H.",
    publisher = "Springer",
    pages = "253--269",
    year = "2013",
    url = "https://lirias.kuleuven.be/handle/123456789/426174",
  }
  

Meeting abstracts, presented at international conferences and symposia

11 references

• Nuyens, Dirk; Nguyen, Dong; Cools, Ronald. Polynomial and exponential convergence for Euclidean integrals, Information Based Complexity (IBC2016), Bedlewo, Poland, 29 August - 2 September 2016

  @unpublished{558306,
    author = "Nuyens, Dirk and Nguyen, Dong and Cools, Ronald",
    title = "{P}olynomial and exponential convergence for {E}uclidean integrals",
    note = "Information Based Complexity (IBC2016), Bedlewo, Poland, 29 August - 2 September 2016",
    month = Aug,
    year = "2016",
    url = "https://lirias.kuleuven.be/handle/123456789/558306",
  }
  

• Cools, Ronald; Kuo, Frances; Nuyens, Dirk; Suryanarayana, Gowri. Integration and approximation in cosine space, Tenth IMACS Seminar on Monte Carlo Methods, Linz, Austria, 6-10 July 2015

  @unpublished{520181,
    author = "Cools, Ronald and Kuo, Frances and Nuyens, Dirk and Suryanarayana, Gowri",
    title = "{I}ntegration and approximation in cosine space",
    note = "Tenth IMACS Seminar on Monte Carlo Methods, Linz, Austria, 6-10 July 2015",
    month = Jul,
    year = "2015",
    url = "https://lirias.kuleuven.be/handle/123456789/520181",
  }
  

• Cools, Ronald; Nuyens, Dirk; Suryanarayana, Gowri. On lattice rules, approximation and Lebesgue constants, Dagstuhl Seminar on Algorithms and Complexity for Continuous Problems, Schloss Dagstuhl, Wadern, Germany, 20-25 September 2015

  @unpublished{523069,
    author = "Cools, Ronald and Nuyens, Dirk and Suryanarayana, Gowri",
    title = "{O}n lattice rules, approximation and {L}ebesgue constants",
    note = "Dagstuhl Seminar on Algorithms and Complexity for Continuous Problems, Schloss Dagstuhl, Wadern, Germany, 20-25 September 2015",
    month = Sep,
    year = "2015",
    url = "https://lirias.kuleuven.be/handle/123456789/523069",
  }
  

• Nuyens, Dirk; Suryanarayana, Gowri; Cools, Ronald; Kuo, Frances Y.. Approximation with lattice points, Dagstuhl Seminar on Algorithms and Complexity for Continuous Problems, Schloss Dagstuhl, Wadern, Germany, 20-25 September 2015

  @unpublished{523151,
    author = "Nuyens, Dirk and Suryanarayana, Gowri and Cools, Ronald and Kuo, Frances Y.",
    title = "{A}pproximation with lattice points",
    note = "Dagstuhl Seminar on Algorithms and Complexity for Continuous Problems, Schloss Dagstuhl, Wadern, Germany, 20-25 September 2015",
    month = Sep,
    year = "2015",
    url = "https://lirias.kuleuven.be/handle/123456789/523151",
  }
  

• Suryanarayana, Gowri; Nuyens, Dirk; Cools, Ronald. Copy rules, Fibonacci lattice rules and all that, Information based complexity 2015, Bedlewo, Poland, 26 April - 2 May, 2015

  @unpublished{498065,
    author = "Suryanarayana, Gowri and Nuyens, Dirk and Cools, Ronald",
    title = "{C}opy rules, {F}ibonacci lattice rules and all that",
    note = "Information based complexity 2015, Bedlewo, Poland, 26 April - 2 May, 2015",
    month = Apr,
    year = "2015",
    url = "https://lirias.kuleuven.be/handle/123456789/498065",
  }
  

• Suryanarayana, Gowri; Nuyens, Dirk; Cools, Ronald. Quasi Monte-Carlo methods for the TDSE (Time dependent Schrödinger equation), IAP DYSCO Study Day: Dynamical systems, control and optimization, KU Leuven, Belgium, 23 November 2015

  @unpublished{520183,
    author = "Suryanarayana, Gowri and Nuyens, Dirk and Cools, Ronald",
    title = "{Q}uasi {M}onte-{C}arlo methods  for the {TDSE} ({T}ime dependent {S}chr{\"o}dinger equation)",
    note = "IAP DYSCO Study Day: Dynamical systems, control and optimization, KU Leuven, Belgium, 23 November 2015",
    month = Nov,
    year = "2015",
    url = "https://lirias.kuleuven.be/handle/123456789/520183",
  }
  

• Nuyens, Dirk; Suryanarayana, Gowri; Cools, Ronald; Kuo, Frances Y.. Approximation in cosine space using tent transformed lattice rules, Information-Based Complexity and Stochastic Computation workshop (ICERM Semester Program on High-Dimensional Approximation), ICERM, Brown University, USA, 15-19 September 2014

  @unpublished{523160,
    author = "Nuyens, Dirk and Suryanarayana, Gowri and Cools, Ronald and Kuo, Frances Y.",
    title = "{A}pproximation in cosine space using tent transformed lattice rules",
    note = "Information-Based Complexity and Stochastic Computation workshop (ICERM Semester Program on High-Dimensional Approximation), ICERM, Brown University, USA, 15-19 September 2014",
    month = Sep,
    year = "2014",
    url = "https://lirias.kuleuven.be/handle/123456789/523160",
  }
  

• Suryanarayana, Gowri; Nuyens, Dirk; Cools, Ronald. Approximation of non-periodic functions, Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Leuven, 6-11 April 2014

  @unpublished{480596,
    author = "Suryanarayana, Gowri and Nuyens, Dirk and Cools, Ronald",
    title = "{A}pproximation of non-periodic functions",
    note = "Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Leuven, 6-11 April 2014",
    month = Apr,
    year = "2014",
    url = "https://lirias.kuleuven.be/handle/123456789/480596",
  }
  

• Suryanarayana, Gowri; Nuyens, Dirk; Cools, Ronald. Rank-1 lattices for the approximation of non-periodic functions, Eight International Conference on Numerical Methods and Applications, Bulgaria, 20-24 August,2014

  @unpublished{480598,
    author = "Suryanarayana, Gowri and Nuyens, Dirk and Cools, Ronald",
    title = "{R}ank-1 lattices for the approximation of non-periodic functions",
    note = "Eight International Conference on Numerical Methods and Applications, Bulgaria, 20-24 August,2014",
    month = Aug,
    year = "2014",
    url = "https://lirias.kuleuven.be/handle/123456789/480598",
  }
  

• Cools, Ronald. A Belgian view on lattice rules, Workshop on Uniform Distribution and Quasi-Monte Carlo Methods, RICAM, Linz, Austria, 14-18 October 2013

  @unpublished{421040,
    author = "Cools, Ronald",
    title = "{A} {B}elgian view on lattice rules",
    note = "Workshop on Uniform Distribution and Quasi-Monte Carlo Methods, RICAM, Linz, Austria, 14-18 October 2013",
    month = Oct,
    year = "2013",
    url = "https://lirias.kuleuven.be/handle/123456789/421040",
  }
  

• Suryanarayana, Gowri; Nuyens, Dirk; Cools, Ronald. Collocation for non-periodic functions with lattice points, Ninth IMACS Seminar on Monte Carlo Methods, Annecy-le-Vieux, France, 15-19 July 2013

  @unpublished{426690,
    author = "Suryanarayana, Gowri and Nuyens, Dirk and Cools, Ronald",
    title = "{C}ollocation for non-periodic functions with lattice points",
    note = "Ninth IMACS Seminar on Monte Carlo Methods, Annecy-le-Vieux, France, 15-19 July 2013",
    month = Jul,
    year = "2013",
    url = "https://lirias.kuleuven.be/handle/123456789/426690",
  }
  

Thesis

2 references

• Suryanarayana, Gowri. Advanced Quasi-Monte Carlo Algorithms for High-dimensional Integration and Approximation, PhD thesis, Numerical Analysis and Applied Mathematics (NUMA), Leuven (Arenberg), Department of Computer Science, Faculty of Engineering Science, May 2016, Cools, Ronald (supervisor) , Nuyens, Dirk (cosupervisor)

  @phdthesis{539527,
    author = "Suryanarayana, Gowri",
    title = "{A}dvanced {Q}uasi-{M}onte {C}arlo {A}lgorithms for {H}igh-dimensional {I}ntegration and {A}pproximation",
    school = "Numerical Analysis and Applied Mathematics (NUMA), Leuven (Arenberg), Department of Computer Science, Faculty of Engineering Science",
    month = May,
    year = "2016",
    note = "Cools, Ronald (supervisor), Nuyens, Dirk (cosupervisor)",
    url = "https://lirias.kuleuven.be/handle/123456789/539527",
  }
  

• Achtsis, Nico. The Development of quasi-Monte Carlo Methods for Problems in Finance , PhD thesis, Numerical Analysis and Applied Mathematics (NUMA), Leuven (Arenberg), Department of Computer Science, Faculty of Engineering Science, May 2014, Cools, Ronald (supervisor) , Nuyens, Dirk (cosupervisor)

  @phdthesis{451654,
    author = "Achtsis, Nico",
    title = "{T}he {D}evelopment of quasi-{M}onte {C}arlo {M}ethods for {P}roblems in {F}inance ({H}et ontwikkelen van quasi-{M}onte {C}arlo algoritmes voor financi{\"e}le problemen)",
    school = "Numerical Analysis and Applied Mathematics (NUMA), Leuven (Arenberg), Department of Computer Science, Faculty of Engineering Science",
    month = May,
    year = "2014",
    note = "Cools, Ronald (supervisor), Nuyens, Dirk (cosupervisor)",
    url = "https://lirias.kuleuven.be/handle/123456789/451654",
  }
  

No publications found for the period 2013-2018 and the types

• Articles in internationally reviewed journals (professional)
• Articles in other journals
• Articles in other journals (professional)
• Books, internationally recognised scientific publisher; as author
• Books, internationally recognised scientific publisher; as author (professional)
• Other published books; as author
• Other published books; as author (professional)
• Books, internationally recognised scientific publisher; as editor (professional)
• Other published books; as editor
• Other published books; as editor (professional)
• Article in book, internationally recognised scientific publisher (professional)
• Article in other published book
• Article in other published book (professional)
• Papers at international conferences and symposia, published in full in proceedings (professional)
• Papers at other conferences and symposia, published in full in proceedings
• Papers at other conferences and symposia, published in full in proceedings (professional)
• Meeting abstracts, presented at international conferences and symposia (professional)
• Meeting abstracts, presented at other conferences and symposia
• Meeting abstracts, presented at other conferences and symposia (professional)
• Review
• Internal reports
• Translation without scientific introduction
• Scientific popularisation
• Misc.
• External reports

 
Last update local database Mon Aug 21 2023 9:06 am; It contains 308 publications of Ronald Cools.