Related papers: Higher order Quasi-Monte Carlo integration for hol…
Computing accurate yet efficient approximations to the solutions of the electronic Schr\"odinger equation has been a paramount challenge of computational chemistry for decades. Quantum Monte Carlo methods are a promising avenue of…
In this paper we consider the Cauchy problem for $2m$-order stochastic partial differential equations of parabolic type in a class of stochastic Hoelder spaces. The Hoelder estimates of solutions and their spatial derivatives up to order…
We study multivariate integration over the $s$-dimensional unit cube in a weighted space of infinitely differentiable functions. It is known from a recent result by Suzuki that there exists a good quasi-Monte Carlo (QMC) rule which achieves…
Averaged operators have played an important role in fixed point theory in Hilbert spaces. They emerged as a necessity to obtain solutions to fixed point problems where the underlying operator is not contractive and thus renders Banach fixed…
This project investigates the applicability of quasi-Monte Carlo methods to Euclidean lattice systems in order to improve the asymptotic error scaling of observables for such theories. The error of an observable calculated by averaging over…
In the present paper we study quasi-Monte Carlo rules for approximating integrals over the $d$-dimensional unit cube for functions from weighted Sobolev spaces of regularity one. While the properties of these rules are well understood for…
Harmonic and polyanalytic functional calculi have been recently defined for bounded commuting operators. Their definitions are based on the Cauchy formula of slice hyperholomorphic functions and on the factorization of the Laplace operator…
Quasi-Monte Carlo methods are used for numerically integrating multivariate functions. However, the error bounds for these methods typically rely on a priori knowledge of some semi-norm of the integrand, not on the sampled function values.…
In this paper, we will introduce a high order numerical method to solve the scattering problems with non-periodic incident fields and (locally perturbed) periodic surfaces. For the problems we are considering, the classical methods to treat…
This article summarises the theory of several bounded functional calculi for unbounded operators that have recently been discovered. The extend the Hille--Phillips calculus for (negative) generators $A$ of certain bounded $C_0$-semigroups,…
We study higher-order weighted Dirichlet-type spaces on the unit disc associated with a class of poly-superharmonic weights. A higher-order Littlewood Paley formula is established enabling the computation of higher-order weighted Dirichlet…
This paper proposes a new importance sampling (IS) that is tailored to quasi-Monte Carlo (QMC) integration over $\mathbb{R}^s$. IS introduces a multiplicative adjustment to the integrand by compensating the sampling from the proposal…
The radial basis function (RBF) and quasi Monte Carlo (QMC) methods are two very promising schemes to handle high-dimension problems with complex and moving boundary geometry due to the fact that they are independent of dimensionality and…
In this paper, the sharp quantitative weighted bounds for the iterated commutators of a class of multilinear operators were systematically studied. This class of operators contains multilinear Calder\'{o}n-Zygmund operators, multilinear…
The Rational Hybrid Monte Carlo (RHMC) algorithm extends the Hybrid Monte Carlo algorithm for lattice QCD simulations to situations involving fractional powers of the determinant of the quadratic Dirac operator. This avoids the updating…
We extend the theory of regularity structures [Hai14] to allow processes belonging to locally $m$-convex topological algebras. This extension includes processes in the locally $C^{*}$-algebras of [CHP25] used to localise singular stochastic…
This work introduces an end-to-end framework for multi-asset option pricing that combines market-consistent risk-neutral density recovery with quantum-accelerated numerical integration. We first calibrate arbitrage-free marginal…
We study quasi-Monte Carlo integration for twice differentiable functions defined over a triangle. We provide an explicit construction of infinite sequences of points including one by Basu and Owen (2015) as a special case, which achieves…
In this paper, we consider Quasi-Monte Carlo (QMC) worst case error of weighted smooth function classes in $C^\infty[0,1]^s$ by a digital net over $\mathbb F_2$. We show that the ratio of the worst case error to the QMC integration error of…
Many machine learning problems involve Monte Carlo gradient estimators. As a prominent example, we focus on Monte Carlo variational inference (MCVI) in this paper. The performance of MCVI crucially depends on the variance of its stochastic…