High dimensional polynomial interpolation on sparse grids V Barthelmann, E Novak, K Ritter Advances in Computational Mathematics 12, 273-288, 2000 | 876 | 2000 |

High dimensional integration of smooth functions over cubes E Novak, K Ritter Numerische Mathematik 75 (1), 79-97, 1996 | 487 | 1996 |

Average-case analysis of numerical problems K Ritter Springer Science & Business Media, 2000 | 345 | 2000 |

Simple cubature formulas with high polynomial exactness E Novak, K Ritter Constructive approximation 15, 499-522, 1999 | 333 | 1999 |

Linear programming MJ Best, K Ritter Prentice Hall, 1985 | 221 | 1985 |

Monte Carlo-Algorithmen T Müller-Gronbach, E Novak, K Ritter Springer-Verlag, 2012 | 163 | 2012 |

The curse of dimension and a universal method for numerical integration E Novak, K Ritter Multivariate approximation and splines, 177-187, 1997 | 152 | 1997 |

Approximation and optimization on the Wiener space K Ritter Journal of Complexity 6 (4), 337-364, 1990 | 117 | 1990 |

Multilevel Monte Carlo approximation of distribution functions and densities MB Giles, T Nagapetyan, K Ritter SIAM/ASA journal on Uncertainty Quantification 3 (1), 267-295, 2015 | 103 | 2015 |

Deterministic multi-level algorithms for infinite-dimensional integration on RN B Niu, FJ Hickernell, T Müller-Gronbach, K Ritter Journal of Complexity 27 (3-4), 331-351, 2011 | 100 | 2011 |

Infinite-dimensional quadrature and approximation of distributions J Creutzig, S Dereich, T Müller-Gronbach, K Ritter Foundations of Computational Mathematics 9, 391-429, 2009 | 100 | 2009 |

The optimal discretization of stochastic differential equations N Hofmann, T Müller-Gronbach, K Ritter journal of complexity 17 (1), 117-153, 2001 | 99 | 2001 |

Multi-level Monte Carlo algorithms for infinite-dimensional integration on RN FJ Hickernell, T Müller-Gronbach, B Niu, K Ritter Journal of Complexity 26 (3), 229-254, 2010 | 96 | 2010 |

Multivariate integration and approximation for random fields satisfying Sacks-Ylvisaker conditions K Ritter, GW Wasilkowski, H Woźniakowski The Annals of Applied Probability, 518-540, 1995 | 94 | 1995 |

Optimal approximation of stochastic differential equations by adaptive step-size control N Hofmann, T Müller-Gronbach, K Ritter Mathematics of computation 69 (231), 1017-1034, 2000 | 77 | 2000 |

Spatial Besov regularity for stochastic partial differential equations on Lipschitz domains PA Cioica, S Dahlke, S Kinzel, F Lindner, T Raasch, K Ritter, RL Schilling arXiv preprint arXiv:1011.1814, 2010 | 69 | 2010 |

A local refinement strategy for constructive quantization of scalar SDEs T Müller-Gronbach, K Ritter Foundations of Computational Mathematics 13, 1005-1033, 2013 | 54 | 2013 |

Derandomization of the Euler scheme for scalar stochastic differential equations T Müller-Gronbach, K Ritter, L Yaroslavtseva Journal of Complexity 28 (2), 139-153, 2012 | 53 | 2012 |

Global optimization using hyperbolic cross points E Novak, K Ritter State of the art in global optimization: computational methods and …, 1996 | 52 | 1996 |

Lower bounds and nonuniform time discretization for approximation of stochastic heat equations T Muller-Gronbach, K Ritter Foundations of Computational Mathematics 7, 135-181, 2007 | 51 | 2007 |