相关论文: Method Monte-Carlo for solving of non-linear integ…

In the paper obtained equivalent system of Fredholm integral equations in the study of the Dirichlet problem for the generalized Manjeron equation with non-smooth coefficients in non-classical treatment (1), (4). When non-smooth conditions…

We solve a variety of sign problems for models in lattice field theory using the Hamiltonian formulation, including Yukawa models and simple lattice gauge theories. The solutions emerge naturally in continuous time and use the dual…

We present real-time inchworm quantum Monte Carlo results for single-site dynamical mean field theory on an infinite coordination number Bethe lattice. Our numerically exact results are obtained on the L-shaped Keldysh contour and, being…

We formulate and prove a new sufficient conditions for Central Limit Theorem(CLT) in the space of continuous functions in the terms typical for the approximation theory. We prove that the conditions for continuous CLT obtained by N.C.Jain…

We offer a simple method Monte Carlo for computation of Volterra's and spherical type multiple integrals with weak (integrable) singularities. An elimination of infinity of variance is achieved by incorporating singularities in the density,…

We study the extragradient method for solving vector quasi-equilibrium problems in Banach spaces, which generalizes the extragradient method for vector equilibrium problems and scalar quasi-equilibrium problems. We propose a regularization…

We present a continuous-time Monte Carlo method for quantum impurity models, which combines a weak-coupling expansion with an auxiliary-field decomposition. The method is considerably more efficient than Hirsch-Fye and free of time…

We develop a novel Monte Carlo algorithm for the vector consisting of the supremum, the time at which the supremum is attained and the position at a given (constant) time of an exponentially tempered L\'evy process. The algorithm, based on…

Recently, a class of efficient spectral Monte-Carlo methods was developed in \cite{Feng2025ExponentiallyAS} for solving fractional Poisson equations. These methods fully consider the low regularity of the solution near boundaries and…

In the present paper we consider the regularizing properties of the repeated midpoint rule for the stable solution of weakly singular Volterra integral equations of the first kind with perturbed right hand sides. The H\"older continuity of…

Based on the central limit theorem, we discuss the problem of evaluation of the statistical error of Monte Carlo calculations using a time discretized diffusion process. We present a robust and practical method to determine the effective…

We consider the scattering of neutrons and photons on solid volume rectangular targets. It is common to treat this problem using the Maxwell Boltzmann Transport Equation and to use underlying symmetries to simplify the calculation. For…

In this work, we develop a novel Monte Carlo method for solving the electromagnetic scattering problem. The method is based on a formal solution of the scattering problem as a modified Born series whose coefficients are found by a conformal…

We consider the numerical analysis of the inchworm Monte Carlo method, which is proposed recently to tackle the numerical sign problem for open quantum systems. We focus on the growth of the numerical error with respect to the simulation…

Let $C$ be a nonempty closed and convex subset of a uniformly smooth and uniformly convex real Banach space $E$ with dual space $E^*$. We present a novel hybrid method for finding a common solution of a family of equilibrium problems, a…

A general method for solving nonlinear ill-posed problems is developed. The method consists of solving a Cauchy problem with a regularized operator and proving that the solution of this problem tends, as time grows, to a solution of the…

We develop a numerical method for solving a system of nonlinear integral equations involving two integral terms: at the current time t, one integral is taken from 0 to t, and a different integral is taken from t to infinity. We prove the…

Non-perturbative study of "real-time" field theories is difficult due to the sign problem. We use Bold Schwinger-Dyson (SD) equations to study the real-time $\phi^4$ theory in $d=4$ beyond the perturbative regime. Combining SD equations in…

The objective of this paper is to introduce and study a complicated nonlinear system, called coupled variational-hemivariational inequalities, which is described by a highly nonlinear coupled system of inequalities on Banach spaces. We…

This paper sets up a methodology for approximately solving optimal investment problems using duality methods combined with Monte Carlo simulations. In particular, we show how to tackle high dimensional problems in incomplete markets, where…