Concepedia

Gunther Leobacher

GL

16

Publications

504

Citations

14

H-Index

2002

Active since

Affiliations

Johannes Kepler University of Linz(Current)

University of Graz

Vienna University of Economics and Business

Gunther Leobacher is an author at Johannes Kepler University of Linz specializing in engineering, approximation theory, and numerical analysis.

Top concepts

EngineeringApproximation TheoryComputer ScienceNumerical AnalysisMathematical ProgrammingComputational ComplexityProbabilityFunctional AnalysisStatisticsDiscrete Mathematics

Publications per year

2002–2017

16

Publications

16

A strong order $1/2$ method for multidimensional SDEs with discontinuous drift

Gunther Leobacher, Michaela Szölgyenyi · The Annals of Applied Probability · 2017 · 62 citations · Full text

Numerical Analysis, Engineering, Stochastic Analysis +19

Convergence of the Euler–Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient

Gunther Leobacher, Michaela Szölgyenyi · Numerische Mathematik · 2017 · 58 citations · Full text

Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules

Jan Baldeaux, Josef Dick, Gunther Leobacher et al. · Numerical Algorithms · 2011 · 56 citations · Full text

Numerical Analysis, Mathematical Programming, Computational Complexity Theory +11

A numerical method for SDEs with discontinuous drift

Gunther Leobacher, Michaela Szölgyenyi · BIT Numerical Mathematics · 2015 · 55 citations · Full text

Numerical Analysis, Engineering, Numerical Simulation +3

Integration in Hermite spaces of analytic functions

Christian Irrgeher, Peter Kritzer, Gunther Leobacher et al. · Journal of Complexity · 2014 · 48 citations

Function Theory, Complex Function Theory, Analytic Functions +1

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