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Monte carlo estimation of the solution of fractional partial differential equations
Fractional Calculus and Applied Analysis. 2021. Vol. 24. No. 1. P. 278–306.
The paper is devoted to the numerical solutions of fractional PDEs
based on its probabilistic interpretation, that is, we construct approximate
solutions via certain Monte Carlo simulations. The main results represent
the upper bound of errors between the exact solution and the Monte Carlo
approximation, the estimate of the fluctuation via the appropriate central
limit theorem (CLT) and the construction of confidence intervals. Moreover,
we provide rates of convergence in the CLT via Berry-Esseen type
bounds. Concrete numerical computations and illustrations are included.
Осипов Д.В., Математический сборник 2026 Т. 217 № 9 С. 130–146
Изучаются законы взаимности, связанные с комплексными линейными расслоениями на расслоениях на ориентируемые окружности. В частности, доказывается следующий закон взаимности. Пусть B – комплексное многообразие и πi:Mi→B – расслоение на ориентируемые окружности, где индекс i пробегает конечное множество. Пусть Li и Ni – комплексные линейные расслоения на каждом многообразии Mi. Закон взаимности утверждает, что сумма всех элементов (πi)∗(c1(Li)∪c1(Ni)), где (πi)∗ – ...
Added: September 3, 2026
Basalaev A., Rarovskii A., Journal of Singularities 2026 Vol. 30 P. 61–80
Saito theory associates to an isolated singularity rich structure that plays an important role in mirror symmetry. In this note we construct Saito theory for A and D type Landau-Ginzburg orbifolds. Namely, for the pairs (f,G), where f defines an isolated singularity of A and D type and G is a group of symmetries of ...
Added: September 1, 2026
Rybakov M., Shkatov D., Journal of Logic and Computation 2026 Vol. 36 No. 6 Article exag026
We prove Pi-1-1-hardness, and thus lack of recursive axiomatizability, of constant-domain modal predicate logics defined by a class of Dedekind complete linear Kripke frames containing a frame with an infinitely increasing chain of worlds. The result holds even for the language with one unary predicate letter, one propositional letter, and two individual variables. ...
Added: September 1, 2026
Селянин Ф. И., Moscow Mathematical Journal 2026 Vol. 26 No. 2 P. 167–187
Minkowski mixed volume of n subpolytopes D1,…,Dn of a polytope P⊂Rn clearly does not exceed the normalized volume n!Vol(P). Equality holds if and only if the subpolytopes are interlaced, i.e., each proper face F⊊P intersects at least dim(F)+1 of the polytopes Di. Efficiently computing mixed volumes for more general collections of subpolytopes is crucial for estimating the complexity of numerically solving polynomial systems.
Motivated by relaxing the bound dim(F)+1 to dim(F), we ...
Added: August 31, 2026
Kazaryan M., Dunin-Barkowski P., Bychkov B. et al., International Mathematics Research Notices 2026 Vol. 14 Article rnag146
We prove a recent conjecture of the fourth named author with P. Norbury that states a system of universal polynomial relations among the kappa classes on the moduli spaces of algebraic curves. The proof involves localization and materialization analysis of the spin Gromov–Witten theory of the projective line and is dictated by Z 2 -equivariant ...
Added: August 31, 2026
Kazaryan M., Dunin-Barkowski P., Bychkov B. et al., Communications in Mathematical Physics 2026 Vol. 407 No. 69
We prove that for any initial data on a genus zero spectral curve the cor responding correlation differentials of topological recursion are KP integrable. As an application we prove KP integrability of partition functions associated via ELSV-type formulas to the r-th roots of the twisted powers of the log canonical bundles ...
Added: August 31, 2026
Gromov V., Переслегин С. Б., Переслегина Е. Б. et al., СПб.: Полакс, 2026.
Механизм происходящих в мире изменений носит эволюционный, а не экологический характер. Иначе говоря, Человечество столкнулось с кризисом развития, который имеет три независимые составляющие: кризис индустриального общества (фазовый кризис), кризис научного мышления (эпистемный кризис) и кризис формата существования разума (социосистемный кризис). Доклад посвящён аспектам этого триединого кризиса и возможным путям его преодоления, не сводящимся к первичному ...
Added: August 31, 2026
Devyatov R. A., Mathematical notes 2026 Vol. 119 No. 3 P. 782–786
Let G/B be a flag variety over ℂ, where G is a simple algebraic group with a simply laced Dynkin diagram, and B is a Borel subgroup. We say that the product of classes of Schubert divisors in the Chow ring is multiplicity free if it is possible to multiply it by a Schubert class ...
Added: August 30, 2026
Bayer A., Kuznetsov A., Macrì E., Journal fuer die reine und angewandte Mathematik 2026 Vol. 2026 No. 836 P. 111–162
We give a self-contained and simplified proof of Mukai’s classification of prime Fano threefolds of index 1 and genus g ≥ 6 with at most factorial terminal singularities, and of its extension to higher dimension. ...
Added: August 30, 2026
Bayer A., Kuznetsov A., Macrì E., Compositio Mathematica 2026 Vol. 162 No. 1 P. 59–99
We give a proof of Mukai’s theorem on the existence of certain exceptional vector bundles on prime Fano threefolds. To our knowledge this is the first complete proof in the literature. The result is essential for Mukai’s biregular classification of prime Fano threefolds, and for the existence of semiorthogonal decompositions in their derived categories. Our ...
Added: August 30, 2026
Guseva L., Novikov A., Advances in Mathematics 2026 Vol. 503 Article 111211
We prove that the Kuznetsov–Polishchuk exceptional collections on rational homogeneous spaces of the symplectic groups Sp(2n,C) are full and consist of vector bundles. To achieve this, we construct several classes of complexes, which we call generalized staircase complexes, symplectic staircase complexes and secondary staircase complexes — each of which may be of independent interest. ...
Added: August 30, 2026
Polishchuk A., Rains E., Journal of the Institute of Mathematics of Jussieu 2026 Vol. 25 No. 1 P. 339–373
We prove that for every relatively prime pair of integers (d,r) with r>0, there exists an exceptional pair (O,V) on any del Pezzo surface of degree 4, such that V is a bundle of rank r and degree d. As an application, we prove that every Feigin-Odesskii Poisson bracket on a projective space can be ...
Added: August 30, 2026
Kazhdan D., Polishchuk A., Pure and Applied Mathematics Quarterly 2026 Vol. 22 No. 3 P. 1115–1166
We continue the study of automorphic functions associated with a curve C over the ring k[ε]/(ε²), where k is a finite field, begun in arXiv:2303.16259. Namely, we study an example of theta-lifting in this framework and show that it can be understood in terms of the orbit decomposition of the space of automorphic functions S(SL₂(F)\SL₂(A_C)) ...
Added: August 30, 2026
Kuznetsov A. P., Sataev I. R., Stankevich N., Chaos 2026 Vol. 36 No. 8 Article 083131
A radio-physical system, namely, a two-mode van der Pol generator, is considered. It is shown that this system demonstrates two types of chaos: with one and two zero Lyapunov exponents. The regions of the second type of chaos are surrounded by bifurcation lines of invariant tori doubling. Quasi-periodic structures of various shapes are embedded within ...
Added: August 30, 2026
Shirokov N. A., Rozenblum G., Israel Journal of Mathematics 2026 P. 1–30
We establish that a generalized H\¨older continuous function on an (m−2)-Ahlfors regular compact set in Rm can be approximated by solutions of an elliptic equation, with the rate of approximation determined by the continuity modulus of the function ...
Added: August 29, 2026
A. A. Ponomarev, N. L. Aleksandrov, Physics of Plasmas 2024 Vol. 31 No. 4 Article 043517
The kinetics of O2- ions was numerically studied in He and Ar with a small admixture of O2 in a strong electric field through a Monte Carlo simulation. Cross-sections for elastic scattering between O2- ions and He and Ar atoms were determined by adjusting cross-section values to obtain good agreement between calculated and measured ion ...
Added: August 26, 2024
Guerrero J., Orlando G., Discrete and Continuous Dynamical Systems - Series S 2022 Vol. 15 No. 12 P. 3699–3722
In this paper, we show that a time-dependent local stochastic volatility (SLV) model can be reduced to a system of autonomous PDEs that can be solved using the heat kernel, by means of the Wei-Norman factorization method and Lie algebraic techniques. Then, we compare the results of traditional Monte Carlo simulations with the explicit solutions ...
Added: February 23, 2024
Shchur L., / Series arXiv "math". 2021. No. 2107.02406.
In the late 80s and 90s, theoretical physicists of
the Landau Institute for Theoretical Physics designed and
developed several specialized computers for challenging
computational problems in the physics of phase transitions.
These computers did not have a central processing unit. They
optimize algorithms to handle elementary operations on
integers - read, write, compare, and count. The approach
allowed them to achieve recording ...
Added: July 26, 2021
Belomestny D., Schoenmakers J., Spokoiny V. et al., Communications in Mathematical Sciences 2020 Vol. 18 No. 1 P. 109–121
In this note we propose a new approach towards solving numerically optimal stopping problems via reinforced regression-based Monte Carlo algorithms. The main idea of the method is to reinforce standard linear regression algorithms in each backward induction step by adding new basis functions based on the previously estimated continuation values. The proposed methodology is illustrated ...
Added: November 18, 2020
Bayer C., Belomestny D., Redmann M. et al., Journal of Mathematical Analysis and Applications 2020 Vol. 490 No. 1 Article 124236
We study linear rough partial differential equations in the setting of [Friz and Hairer, Springer, 2014, Chapter 12]. More precisely, we consider a linear parabolic partial differential equation driven by a deterministic rough path W of Hölder regularity α with 1/3 < α ≤ 1/2. Based on a stochastic representation of the solution of the rough partial differential equation, we propose a ...
Added: May 22, 2020
Прудников В. В., Прудников П. В., Маляренко П. Н. et al., Журнал экспериментальной и теоретической физики 2020 Т. 157 № 2 С. 308–326
SImulations of the relaxation of the diluted Ising model from initial states with different magnetization have been done. We measure two-time autocorrelation function and dynamical susceptibility. We found the influence of the percolation threshold dominates the crossover behavior. ...
Added: February 20, 2020
Ponomarev A., Aleksandrov N. L., Journal of Physics D: Applied Physics 2020 Vol. 53 No. 5 Article 055203
The kinetics of and O− ions was addressed in air plasma in a rapidly time-varying electric field that is typical for nanosecond pulsed surface dielectric barrier discharges. Self-consistent sets of cross-sections for these ions in collisions with O2 and N2 molecules were developed. The Monte Carlo technique was used to calculate ion energy distribution, mean ion energy and reaction ...
Added: February 9, 2020
Burovskiy E., Janke W., Guskova M. et al., Physical Review E - Statistical, Nonlinear, and Soft Matter Physics 2019 Vol. 100 No. 6 P. 063303-1–063303-8
We study properties of Markov chain Monte Carlo simulations of classical spin models with local updates. We derive analytic expressions for the mean value of the acceptance rate of single-spin-flip algorithms for the one-dimensional Ising model. We find that for the Metropolis algorithm the average acceptance rate is a linear function of energy. We further provide numerical results ...
Added: November 5, 2019
Klimenkova O., Menshutin A., Shchur L., Computer Physics Communications 2019 Vol. 241 P. 28–32
We present a comparative study of several algorithms for an in-plane random walk with a variable step. The goal is to check the efficiency of the algorithm in case where the random walk terminates at some boundary. We recently found that a finite step of the random walk produces a bias in the hitting probability ...
Added: April 9, 2019