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

When a Monte Carlo algorithm is used to evaluate a physical observable A, it is possible to slightly modify the algorithm so that it evaluates simultaneously A and the derivatives $\partial$ $\varsigma$ A of A with respect to each…

Models with intractable normalizing functions have numerous applications. Because the normalizing constants are functions of the parameters of interest, standard Markov chain Monte Carlo cannot be used for Bayesian inference for these…

The work in this paper is four-fold. Firstly, we introduce an alternative approach to solve fractional ordinary differential equations as an expected value of a random time process. Using the latter, we present an interesting numerical…

The article deals with gradient-like iterative methods for solving nonlinear operator equations on Hilbert and Banach spaces. The authors formulate a general principle of studying such methods. This principle allows to formulate simple…

In this work we propose a generalization of the Moment Guided Monte Carlo method developed in [11]. This approach permits to reduce the variance of the particle methods through a matching with a set of suitable macroscopic moment equations.…

Expectation values of physical quantities may accurately be obtained by the evaluation of integrals within Many-Body Quantum mechanics, and these multi-dimensional integrals may be estimated using Monte Carlo methods. In a previous…

We study quasi-Monte Carlo (QMC) integration over the multi-dimensional unit cube in several weighted function spaces with different smoothness classes. We consider approximating the integral of a function by the median of several integral…

In this paper we provide a detailed convergence analysis for fully discrete second order (in both time and space) numerical schemes for nonlocal Allen-Cahn (nAC) and nonlocal Cahn-Hilliard (nCH) equations. The unconditional unique…

We present numerical methods based on the fast Fourier transform (FFT) to solve convolution integral equations on a semi-infinite interval (Wiener-Hopf equation) or on a finite interval (Fredholm equation). We extend and improve a FFT-based…

Some results about existence, uniqueness, and attractive behaviour of solutions for nonlinear Volterra integral equations with non-convolution kernels are presented in this paper. These results are based on similar ones about nonlinear…

The problem of finding a solution of nonlinear inclusion problems in Banach space is considered in this paper. Using convex optimization techniques introduced by Robinson (Numer. Math., Vol. 19, 1972, pp. 341-347), a robust convergence…

This work considers the stability of nonlinear stochastic receding horizon control when the optimal controller is only computed approximately. A number of general classes of controller approximation error are analysed including…

In this paper, a two-grid temporal second-order scheme for the two-dimensional nonlinear Volterra integro-differential equation with weakly singular kernel is proposed to reduce the computation time and improve the accuracy of the scheme…

This paper provides a convergence analysis for generalized Hamiltonian Monte Carlo samplers, a family of Markov Chain Monte Carlo methods based on leapfrog integration of Hamiltonian dynamics and kinetic Langevin diffusion, that encompasses…

We describe a path-integral ground-state quantum Monte Carlo method for light nuclei in continuous space. We show how to efficiently update and sample the paths with spin-isospin dependent and spin-orbit interactions. We apply the method to…

We study cluster perturbation theory [Phys. Rev. Lett. \textbf{84}, 522 (2000)] when auxiliary field quantum Monte Carlo method is used for solving the cluster hamiltonian. As a case study, we calculate the spectral functions of the Hubbard…

This work presents a collocation method for solving linear Fredholm integral equations of the second kind defined on a closed contour in the complex plane. The right-hand side of the equation is a piecewise continuous function that may have…

Quantitative multivariate central limit theorems for general functionals of possibly non-symmetric and non-homogeneous infinite Rademacher sequences are proved by combining discrete Malliavin calculus with the smart path method for normal…

A quantum world-line Monte Carlo method for high-symmetrical quantum models is proposed. Firstly, based on a representation of a partition function using the Matsubara formula, the principle of quantum world-line Monte Carlo methods is…

To study the existence and uniqueness of solutions to Cauchy-type problems for fractional q-difference equations with the bi-ordinal Hilfer fractional q-derivative which is an extension of the Hilfer fractional q-derivative. An approach is…