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Researcher
Ronald Cools
- Disciplines:Distributed computing, Scientific computing, Statistics and numerical methods
Affiliations
- Numerical Analysis and Applied Mathematics (NUMA) (Division)
Member
From1 Aug 2020 → Today - NUMA, Numerical Analysis and Applied Mathematics Section (Division)
Member
From1 Oct 1999 → 31 Jul 2020
Projects
1 - 8 of 8
- Chebyshev lattices for high-dimensional integrationFrom10 Aug 2021 → TodayFunding: Own budget, for example: patrimony, inscription fees, gifts
- Randomized lattice based algorithms for high-dimensional integrationFrom25 Mar 2021 → TodayFunding: Own budget, for example: patrimony, inscription fees, gifts
- Analysis and Construction of Optimal Lattice Based Cubature.From1 Jan 2020 → 31 Dec 2023Funding: FWO research project (including WEAVE projects)
- Applications and Analysis of Lattice Points: Time-stepping and Integration over RdFrom12 Nov 2015 → 30 Jan 2020Funding: BOF - Doctoral projects
- Multivariate Decomposition Finite Element Method for Elliptic PDEs with Random Diffusion CoefficientsFrom6 Oct 2014 → 26 Aug 2019Funding: Own budget, for example: patrimony, inscription fees, gifts
- Cubature for infinite-dimensional problemsFrom1 Oct 2013 → 30 Sep 2017Funding: BOF - Concerted Research Project from 1994
- Algorithmic advances based on low-discrepancy point sets.From1 Oct 2009 → 30 Sep 2014Funding: BOF - Concerted Research Project from 1994
- Advanced algoritms for optimal numerical integration.From1 Oct 2008 → 30 Sep 2014Funding: FWO fellowships
Publications
11 - 20 of 45
- Integration and Approximation with Fibonacci lattice points(2015)
Authors: Gowri SURYANARAYANA, Ronald Cools, Dirk Nuyens
Pages: 92 - 101 - The Development of quasi-Monte Carlo Methods for Problems in Finance (Het ontwikkelen van quasi-Monte Carlo algoritmes voor financiële problemen)(2014)
Authors: Ronald Cools, Dirk Nuyens
- Data-Intensive Scientific Discovery and Applications(2014)
Authors: Ronald Cools
- Data-Intensive Scientific Discovery and Applications(2014)
Authors: Jiang Xie, Ronald Cools, Craig Douglas, Wu Zhang
- CHEBINT: A MATLAB/Octave toolbox for fast multivariate integration and interpolation based on Chebyshev approximations over hypercubes(2013)
Authors: Koen Poppe, Ronald Cools
Pages: 1 - 13 - Extended exponentially fitted interpolation formulas for oscillatory functions(2013)
Authors: Ronald Cools
Pages: 178 - 195 - Conditional sampling for barrier option pricing under the LT method(2013)
Authors: Nico Achtsis, Ronald Cools, Dirk Nuyens
Pages: 327 - 352 - Conditional sampling for barrier option pricing under the Heston model(2013)
Authors: Nico Achtsis, Ronald Cools, Dirk Nuyens
Pages: 253 - 269 - Quasi-Monte Carlo Methods in Moderate Dimensions: Chebyshev Lattices, Numerical Integration and Particle Filters (Quasi-Monte Carlo technieken in matige dimensies: Chebyshev roosterregels, numerieke integratie en deeltjesfilters)(2012)
Authors: Ronald Cools
- Error handling in Fortran 2003(2012)
Authors: Koen Poppe, Ronald Cools, Bart Vandewoestyne
Pages: 7 - 19