Monte Carlo computation of multiple weak singular integrals of spherical and Volterra's type

Abstract

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, and we offer a highly effective way for generation of appeared multidimensional distribution. We extend offered method onto multiple Volterra's and spherical integrals with weak singularities containing parameter.

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• CLT for continuous random processes under approximations terms
• Solvability of Naiver-Stokes equations in some rearrangement invariant spaces
• Quantitative lower bound for lifespan for solution of Navier-Stokes equations
• The second iterate for the Navier-Stokes equation

Cited by in corpus (2)

• A simple Monte Carlo method for solving of Navier-Stokes Equations
• Unbiased Monte Carlo estimation for solving of linear integral equation, with error estimate