Medak, B.; Tret’yakov, A. A. On solution existence for a singular nonlinear Burgers equation with small parameter and \(p\)-regularity theory. (English. Russian original) Zbl 07786637 Dokl. Math. 108, No. 1, 243-247 (2023); translation from Dokl. Ross. Akad. Nauk, Mat. Inform. Protsessy Upr. 512, 5-9 (2023). MSC: 35K58 35K20 35B20 PDFBibTeX XMLCite \textit{B. Medak} and \textit{A. A. Tret'yakov}, Dokl. Math. 108, No. 1, 243--247 (2023; Zbl 07786637); translation from Dokl. Ross. Akad. Nauk, Mat. Inform. Protsessy Upr. 512, 5--9 (2023) Full Text: DOI
Lokoshchenko, Aleksandr Mikhaĭlovich; Fomin, Leonid Viktorovich; Tret’yakov, Petr Maksimovich; Makhov, Denis Dmitrievich Creep and long-term strength of hydrogen-containing VT6 titanium alloy with a piecewise constant dependence of tensile stress on time. (Russian. English summary) Zbl 07744573 Vestn. Samar. Gos. Tekh. Univ., Ser. Fiz.-Mat. Nauki 27, No. 1, 179-188 (2023). MSC: 74R20 PDFBibTeX XMLCite \textit{A. M. Lokoshchenko} et al., Vestn. Samar. Gos. Tekh. Univ., Ser. Fiz.-Mat. Nauki 27, No. 1, 179--188 (2023; Zbl 07744573) Full Text: DOI MNR
Brezhneva, Olga; Evtushenko, Yuri; Malkova, Vlasta; Tret’yakov, Alexey Degenerate equality constrained optimization problems and P-regularity theory. (English) Zbl 1528.90274 Olenev, Nicholas (ed.) et al., Optimization and applications. 13th international conference, OPTIMA 2022, Petrovac, Montenegro, September 26–30, 2022. Revised selected papers. Cham: Springer. Lect. Notes Comput. Sci. 13781, 18-33 (2023). MSC: 90C46 90C30 49K27 PDFBibTeX XMLCite \textit{O. Brezhneva} et al., Lect. Notes Comput. Sci. 13781, 18--33 (2023; Zbl 1528.90274) Full Text: DOI
Evtushenko, Yu. G.; Medak, B.; Tret’yakov, A. A. \(p\)-regularity theory and the existence of a solution to a boundary value problem continuously dependent on boundary conditions. (English. Russian original) Zbl 07723272 Comput. Math. Math. Phys. 63, No. 6, 957-972 (2023); translation from Zh. Vychisl. Mat. Mat. Fiz. 63, No. 6, 920-936 (2023). MSC: 47-XX PDFBibTeX XMLCite \textit{Yu. G. Evtushenko} et al., Comput. Math. Math. Phys. 63, No. 6, 957--972 (2023; Zbl 07723272); translation from Zh. Vychisl. Mat. Mat. Fiz. 63, No. 6, 920--936 (2023) Full Text: DOI
Kalise, Dante; Sharma, Akash; Tretyakov, Michael V. Consensus-based optimization via jump-diffusion stochastic differential equations. (English) Zbl 1515.60198 Math. Models Methods Appl. Sci. 33, No. 2, 289-339 (2023). MSC: 60H10 90C26 65C30 65C35 60J76 PDFBibTeX XMLCite \textit{D. Kalise} et al., Math. Models Methods Appl. Sci. 33, No. 2, 289--339 (2023; Zbl 1515.60198) Full Text: DOI arXiv
Leimkuhler, Benedict; Sharma, Akash; Tretyakov, Michael V. Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions. (English) Zbl 1525.60086 Ann. Appl. Probab. 33, No. 3, 1904-1960 (2023). MSC: 60H35 65C30 60H10 37H10 PDFBibTeX XMLCite \textit{B. Leimkuhler} et al., Ann. Appl. Probab. 33, No. 3, 1904--1960 (2023; Zbl 1525.60086) Full Text: DOI arXiv
Bharath, Karthik; Lewis, Alexander; Sharma, Akash; Tretyakov, Michael V Sampling and estimation on manifolds using the Langevin diffusion. arXiv:2312.14882 Preprint, arXiv:2312.14882 [math.ST] (2023). BibTeX Cite \textit{K. Bharath} et al., ``Sampling and estimation on manifolds using the Langevin diffusion'', Preprint, arXiv:2312.14882 [math.ST] (2023) Full Text: arXiv OA License
Wildemann, Valeriy E.; Mugatarov, Artur I.; Tretyakov, Michail P. The analytical and numerical solution of the problem of stretching a system of parallel elements with random strength characteristics taking into account the postcritical stage of deformation and rigidity of the loading system. (English) Zbl 1525.74188 Meccanica 57, No. 9, 2323-2335 (2022). MSC: 74R99 74E35 74C99 74S99 PDFBibTeX XMLCite \textit{V. E. Wildemann} et al., Meccanica 57, No. 9, 2323--2335 (2022; Zbl 1525.74188) Full Text: DOI
Evtushenko, Yu. G.; Bednarczuk, E.; Prusinska, A.; Tret’yakov, A. A. On the equivalence of singular and ill-posed problems: the \(p\)-factor regularization method. (English. Russian original) Zbl 1511.65046 Dokl. Math. 106, No. 2, 336-339 (2022); translation from Dokl. Ross. Akad. Nauk, Mat. Inform. Protsessy Upr. 506, 41-44 (2022). MSC: 65J15 65J20 PDFBibTeX XMLCite \textit{Yu. G. Evtushenko} et al., Dokl. Math. 106, No. 2, 336--339 (2022; Zbl 1511.65046); translation from Dokl. Ross. Akad. Nauk, Mat. Inform. Protsessy Upr. 506, 41--44 (2022) Full Text: DOI
Medak, Beata; Tret’yakov, Alexey A. The nonlinear singular Burgers equation with small parameter and \(p\)-regularity theory. (English) Zbl 1509.47111 Lett. Math. Phys. 112, No. 5, Paper No. 108, 16 p. (2022). MSC: 47N20 47J07 35L70 35L81 35A01 35A25 PDFBibTeX XMLCite \textit{B. Medak} and \textit{A. A. Tret'yakov}, Lett. Math. Phys. 112, No. 5, Paper No. 108, 16 p. (2022; Zbl 1509.47111) Full Text: DOI
Hinds, P. D.; Tretyakov, M. V. Neural variance reduction for stochastic differential equations. arXiv:2209.12885 Preprint, arXiv:2209.12885 [math.NA] (2022). BibTeX Cite \textit{P. D. Hinds} and \textit{M. V. Tretyakov}, ``Neural variance reduction for stochastic differential equations'', Preprint, arXiv:2209.12885 [math.NA] (2022) Full Text: DOI arXiv OA License
Evtushenko, Yuri; Malkova, Vlasta; Tret’yakov, Alexey Exit from singularity. New optimization methods and the \(p\)-regularity theory applications. (English) Zbl 1527.49014 Olenev, Nicholas N. (ed.) et al., Optimization and applications. 12th international conference, OPTIMA 2021, Petrovac, Montenegro, September 27 – October 1, 2021. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 13078, 3-19 (2021). MSC: 49J53 47J07 49J27 49M15 PDFBibTeX XMLCite \textit{Y. Evtushenko} et al., Lect. Notes Comput. Sci. 13078, 3--19 (2021; Zbl 1527.49014) Full Text: DOI
Lokoshchenko, Aleksandr Mikhaĭlovich; Fomin, Leonid Viktorovich; Basalov, Yuriĭ Genrikhovich; Tret’yakov, Petr Maksimovich Creep and long-term fracture of a narrow rectangular membrane inside a high rigid matrix with proportional dependence on the transverse pressure on time. (Russian. English summary) Zbl 1499.74084 Vestn. Samar. Gos. Tekh. Univ., Ser. Fiz.-Mat. Nauki 25, No. 4, 676-695 (2021). MSC: 74R99 74A05 74D10 74K15 PDFBibTeX XMLCite \textit{A. M. Lokoshchenko} et al., Vestn. Samar. Gos. Tekh. Univ., Ser. Fiz.-Mat. Nauki 25, No. 4, 676--695 (2021; Zbl 1499.74084) Full Text: DOI MNR
Deligiannidis, G.; Maurer, S.; Tretyakov, M. V. Random walk algorithm for the Dirichlet problem for parabolic integro-differential equation. (English) Zbl 1493.65019 BIT 61, No. 4, 1223-1269 (2021). MSC: 65C30 60H10 35R09 60H35 60G50 PDFBibTeX XMLCite \textit{G. Deligiannidis} et al., BIT 61, No. 4, 1223--1269 (2021; Zbl 1493.65019) Full Text: DOI arXiv
Milstein, G. N.; Tretyakov, M. V. Mean-square approximation of Navier-Stokes equations with additive noise in vorticity-velocity formulation. (English) Zbl 1488.65715 Numer. Math., Theory Methods Appl. 14, No. 1, 1-30 (2021). MSC: 65N75 60H15 60H35 76D05 35R60 35Q30 PDFBibTeX XMLCite \textit{G. N. Milstein} and \textit{M. V. Tretyakov}, Numer. Math., Theory Methods Appl. 14, No. 1, 1--30 (2021; Zbl 1488.65715) Full Text: DOI arXiv
Milstein, Grigori N.; Tretyakov, Michael V. Stochastic numerics for mathematical physics. 2nd edition. (English) Zbl 1493.60002 Scientific Computation. Cham: Springer (ISBN 978-3-030-82039-8/hbk; 978-3-030-82040-4/ebook). xxv, 736 p. (2021). MSC: 60-02 60H10 60H35 65C30 65C05 60J22 60J60 35R60 PDFBibTeX XMLCite \textit{G. N. Milstein} and \textit{M. V. Tretyakov}, Stochastic numerics for mathematical physics. 2nd edition. Cham: Springer (2021; Zbl 1493.60002) Full Text: DOI
Medak, Beata; Tret’yakov, Alexey A. Continuous dependence of the singular nonlinear Van der Pol equation solutions with respect to the boundary conditions: elements of \(p\)-regularity theory. (English) Zbl 1470.34066 J. Dyn. Differ. Equations 33, No. 2, 1087-1107 (2021). Reviewer: Jan Tomeček (Olomouc) MSC: 34B15 34B08 47N20 PDFBibTeX XMLCite \textit{B. Medak} and \textit{A. A. Tret'yakov}, J. Dyn. Differ. Equations 33, No. 2, 1087--1107 (2021; Zbl 1470.34066) Full Text: DOI
Su, Haozhe; Tretyakov, M. V.; Newton, David P. Deep learning of transition probability densities for stochastic asset models with applications in option pricing. arXiv:2105.10467 Preprint, arXiv:2105.10467 [q-fin.CP] (2021). BibTeX Cite \textit{H. Su} et al., ``Deep learning of transition probability densities for stochastic asset models with applications in option pricing'', Preprint, arXiv:2105.10467 [q-fin.CP] (2021) Full Text: arXiv OA License
Evtushenko, Yuri; Malkova, Vlasta; Tret’yakov, Alexey \(P\)-regularity theory: applications to optimization. (English) Zbl 1516.90097 Olenev, Nicholas (ed.) et al., Optimization and applications. 11th international conference, OPTIMA 2020, Moscow, Russia, September 28 – October 2, 2020. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 12422, 97-109 (2020). Reviewer: Suvra Kanti Chakraborty (Kolkata) MSC: 90C30 PDFBibTeX XMLCite \textit{Y. Evtushenko} et al., Lect. Notes Comput. Sci. 12422, 97--109 (2020; Zbl 1516.90097) Full Text: DOI
Evtushenko, Yuri; Malkova, Vlasta; Tret’yakov, Alexey \(p\)-regularity theory and nonlinear optimization problems. (English) Zbl 1485.49025 Jaćimović, Milojica (ed.) et al., Optimization and applications. 10th international conference, OPTIMA 2019, Petrovac, Montenegro, September 30 – October 4, 2019. Revised selected papers. Cham: Springer. Commun. Comput. Inf. Sci. 1145, 237-253 (2020). Reviewer: Savin Treanta (Bucureşti) MSC: 49K15 90C30 PDFBibTeX XMLCite \textit{Y. Evtushenko} et al., Commun. Comput. Inf. Sci. 1145, 237--253 (2020; Zbl 1485.49025) Full Text: DOI
Bailey, Nicola Y.; Hibberd, Stephen; Tretyakov, Michael V.; Power, Henry Effect of random forcing on fluid-lubricated bearing. (English) Zbl 1471.76026 IMA J. Appl. Math. 84, No. 3, 632-649 (2019). MSC: 76D08 76M35 PDFBibTeX XMLCite \textit{N. Y. Bailey} et al., IMA J. Appl. Math. 84, No. 3, 632--649 (2019; Zbl 1471.76026) Full Text: DOI Link
Evtushenko, Yury; Malkova, Vlasta; Tret’yakov, Alexey New perspective on slack variables applications to singular optimization problems. (English) Zbl 1468.90127 Evtushenko, Yury (ed.) et al., Optimization and applications. 9th international conference, OPTIMA 2018, Petrovac, Montenegro, October 1–5, 2018. Revised selected papers. Cham: Springer. Commun. Comput. Inf. Sci. 974, 3-20 (2019). MSC: 90C30 PDFBibTeX XMLCite \textit{Y. Evtushenko} et al., Commun. Comput. Inf. Sci. 974, 3--20 (2019; Zbl 1468.90127) Full Text: DOI
Medak, B.; Tret’yakov, A. A. On the continuous dependence of the solution of a boundary value problem on boundary conditions: elements of \(p\)-regularity theory. (English. Russian original) Zbl 1504.47119 Dokl. Math. 100, No. 2, 426-429 (2019); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 488, No. 2, 126-129 (2019). MSC: 47N20 47J07 34B08 PDFBibTeX XMLCite \textit{B. Medak} and \textit{A. A. Tret'yakov}, Dokl. Math. 100, No. 2, 426--429 (2019; Zbl 1504.47119); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 488, No. 2, 126--129 (2019) Full Text: DOI
Bednarczuk, Ewa; Prusińska, Agnieszka; Tret’yakov, Alexey Implicit function and tangent cone theorems for singular inclusions and applications to nonlinear programming. (English) Zbl 1434.49010 Optim. Lett. 13, No. 8, 1745-1755 (2019). MSC: 49J53 26B10 90C30 90C33 PDFBibTeX XMLCite \textit{E. Bednarczuk} et al., Optim. Lett. 13, No. 8, 1745--1755 (2019; Zbl 1434.49010) Full Text: DOI arXiv
Chakhkiev, Magomed A.; Sulyan, Gagik S.; Ziroyan, Manya A.; Tretyakov, Nikolay P.; Mouhammad, Saif A. Integral equation for the number of integer points in a circle. (English) Zbl 1442.11101 Ital. J. Pure Appl. Math. 41, 522-525 (2019). MSC: 11H06 45H05 44A15 PDFBibTeX XMLCite \textit{M. A. Chakhkiev} et al., Ital. J. Pure Appl. Math. 41, 522--525 (2019; Zbl 1442.11101) Full Text: Link
Bayliss, C. D.; Fallaize, C.; Howitt, R.; Tretyakov, M. V. Mutation and selection in bacteria: modelling and calibration. (English) Zbl 1415.92121 Bull. Math. Biol. 81, No. 3, 639-675 (2019). MSC: 92D10 92D15 62P10 62F15 PDFBibTeX XMLCite \textit{C. D. Bayliss} et al., Bull. Math. Biol. 81, No. 3, 639--675 (2019; Zbl 1415.92121) Full Text: DOI arXiv
Anitova, E. S.; Ampilova, N. B.; Astashova, I. V.; Basov, V. V.; Begun, N. A.; Bibikov, Yu. N.; Bodunov, N. A.; Zvyagintseva, T. E.; Ivanov, B. F.; Ivanov, O. A.; Izobov, N. A.; Il’in, Yu. A.; Kiguradze, V. T.; Krasovskiĭ, S. G.; Kuznetsov, N. V.; Kurzhanskiĭ, A. B.; Lëzina, T. A.; Mazanik, S. A.; Morozov, N. F.; Petrov, N. Nikandr.; Orlov, A. K.; Osipenko, G. S.; Osipov, A. V.; Pilyugin, S. Yu.; Razov, A. I.; Rodionova, A. A.; Romanovskiĭ, V. G.; Rozov, N. Kh.; Savel’eva, A. G.; Sëderbakka, G.; Tovstik, P. E.; Tret’yakov, V. E.; Churin, Yu. V.; Yushkov, M. P. In memoriam of Viktor Aleksandrovich Pliss. (Russian) Zbl 1411.01025 Differ. Uravn. Protsessy Upr. 2019, No. 1, 134-138 (2019). MSC: 01A70 PDFBibTeX XMLCite \textit{E. S. Anitova} et al., Differ. Uravn. Protsessy Upr. 2019, No. 1, 134--138 (2019; Zbl 1411.01025) Full Text: Link
Maurer, S.; Sharp, T. E.; Tretyakov, M. V. Pricing FX Options under Intermediate Currency. arXiv:1912.01387 Preprint, arXiv:1912.01387 [q-fin.MF] (2019). MSC: 91G20 BibTeX Cite \textit{S. Maurer} et al., ``Pricing FX Options under Intermediate Currency'', Preprint, arXiv:1912.01387 [q-fin.MF] (2019) Full Text: arXiv OA License
Bailey, N. Y.; Hibberd, S.; Power, H.; Tretyakov, M. V. Evaluation of the minimum face clearance of a high-speed gas-lubricated bearing with Navier slip boundary conditions under random excitations. (English) Zbl 1456.76039 J. Eng. Math. 112, 17-35 (2018). MSC: 76D07 65C05 PDFBibTeX XMLCite \textit{N. Y. Bailey} et al., J. Eng. Math. 112, 17--35 (2018; Zbl 1456.76039) Full Text: DOI
Iglesias, Marco; Park, Minho; Tretyakov, M. V. Bayesian inversion in resin transfer molding. (English) Zbl 1446.65097 Inverse Probl. 34, No. 10, Article ID 105002, 46 p. (2018). MSC: 65M32 62F15 65C05 PDFBibTeX XMLCite \textit{M. Iglesias} et al., Inverse Probl. 34, No. 10, Article ID 105002, 46 p. (2018; Zbl 1446.65097) Full Text: DOI arXiv
Bednarczuk, Ewa; Prusińska, Agnieszka; Tret’yakov, Alexey p-regularity theory. Applications and developments. arXiv:1811.04974 Preprint, arXiv:1811.04974 [math.OC] (2018). MSC: 65K10 BibTeX Cite \textit{E. Bednarczuk} et al., ``p-regularity theory. Applications and developments'', Preprint, arXiv:1811.04974 [math.OC] (2018) Full Text: arXiv OA License
Park, Minho; Tretyakov, Michael V. Stochastic resin transfer molding process. (English) Zbl 1388.35233 SIAM/ASA J. Uncertain. Quantif. 5, 1110-1135 (2017). MSC: 35R60 35Q74 35R37 74A40 PDFBibTeX XMLCite \textit{M. Park} and \textit{M. V. Tretyakov}, SIAM/ASA J. Uncertain. Quantif. 5, 1110--1135 (2017; Zbl 1388.35233) Full Text: DOI arXiv
Bednarczuk, Ewa M.; Tretyakov, Alexey \(p\)-regular nonlinearity: tangency at singularity in degenerate optimization problems. (English) Zbl 1458.46063 Math. Methods Oper. Res. 86, No. 3, 485-500 (2017). MSC: 46N10 47J30 47N10 90C30 PDFBibTeX XMLCite \textit{E. M. Bednarczuk} and \textit{A. Tretyakov}, Math. Methods Oper. Res. 86, No. 3, 485--500 (2017; Zbl 1458.46063) Full Text: DOI
Medak, Beata; Tret’yakov, Alexey A. Application of \(p\)-regularity theory to the Duffing equation. (English) Zbl 1484.34093 Bound. Value Probl. 2017, Paper No. 85, 9 p. (2017). MSC: 34B30 34B15 34B08 37C60 34C25 PDFBibTeX XMLCite \textit{B. Medak} and \textit{A. A. Tret'yakov}, Bound. Value Probl. 2017, Paper No. 85, 9 p. (2017; Zbl 1484.34093) Full Text: DOI
Davidchack, Ruslan L.; Ouldridge, Thomas E.; Tretyakov, Michael V. Geometric integrator for Langevin systems with quaternion-based rotational degrees of freedom and hydrodynamic interactions. arXiv:1708.03357 Preprint, arXiv:1708.03357 [physics.comp-ph] (2017). MSC: 82C31 65C30 60H10 60H35 BibTeX Cite \textit{R. L. Davidchack} et al., ``Geometric integrator for Langevin systems with quaternion-based rotational degrees of freedom and hydrodynamic interactions'', Preprint, arXiv:1708.03357 [physics.comp-ph] (2017) Full Text: DOI arXiv OA License
Maslovski, Stanislav I.; Simovski, Constantin R.; Tretyakov, Sergei A. Overcoming black body radiation limit in free space: metamaterial superemitter. (English) Zbl 1456.78010 New J. Phys. 18, No. 1, Article ID 013034, 23 p. (2016). MSC: 78A40 78A48 PDFBibTeX XMLCite \textit{S. I. Maslovski} et al., New J. Phys. 18, No. 1, Article ID 013034, 23 p. (2016; Zbl 1456.78010) Full Text: DOI arXiv
Bednarczuk, E. M.; Tretyakov, A. A. On reductibility of degenerate optimization problems to regular operator equations. (English) Zbl 1379.90036 Comput. Math. Math. Phys. 56, No. 12, 1992-2000 (2016). Reviewer: Juan-Enrique Martínez-Legaz (Barcelona) MSC: 90C30 90C48 PDFBibTeX XMLCite \textit{E. M. Bednarczuk} and \textit{A. A. Tretyakov}, Comput. Math. Math. Phys. 56, No. 12, 1992--2000 (2016; Zbl 1379.90036) Full Text: DOI
Albooyeh, M.; Tretyakov, Sergei; Simovski, Constantin Electromagnetic characterization of bianisotropic metasurfaces on refractive substrates: general theoretical framework. (English) Zbl 1359.78028 Ann. Phys., Berlin 528, No. 9-10, 721-737 (2016). MSC: 78M40 78A10 PDFBibTeX XMLCite \textit{M. Albooyeh} et al., Ann. Phys., Berlin 528, No. 9--10, 721--737 (2016; Zbl 1359.78028) Full Text: DOI arXiv
Lomakin, E. V.; Tretyakov, M. P. Fracture properties of graphite materials and analysis of crack growth under bending conditions. (English) Zbl 1407.74077 Meccanica 51, No. 10, 2353-2364 (2016). MSC: 74R10 PDFBibTeX XMLCite \textit{E. V. Lomakin} and \textit{M. P. Tretyakov}, Meccanica 51, No. 10, 2353--2364 (2016; Zbl 1407.74077) Full Text: DOI
Milstein, G. N.; Tretyakov, M. V. Layer methods for stochastic Navier-Stokes equations using simplest characteristics. (English) Zbl 1334.65016 J. Comput. Appl. Math. 302, 1-23 (2016). MSC: 65C30 60H15 60H35 PDFBibTeX XMLCite \textit{G. N. Milstein} and \textit{M. V. Tretyakov}, J. Comput. Appl. Math. 302, 1--23 (2016; Zbl 1334.65016) Full Text: DOI
Park, M.; Tretyakov, M. V. A block circulant embedding method for simulation of stationary Gaussian random fields on block-regular grids. (English) Zbl 1498.60013 Int. J. Uncertain. Quantif. 5, No. 6, 527-544 (2015). MSC: 60-08 60G60 65C05 65M75 PDFBibTeX XMLCite \textit{M. Park} and \textit{M. V. Tretyakov}, Int. J. Uncertain. Quantif. 5, No. 6, 527--544 (2015; Zbl 1498.60013) Full Text: DOI arXiv
Yazdi, Mohammad; Albooyeh, Mohammad; Alaee, Rasoul; Asadchy, Viktar; Komjani, Nader; Rockstuhl, Carsten; Simovski, Constantin R.; Tretyakov, Sergei A bianisotropic metasurface with resonant asymmetric absorption. (English) Zbl 1373.78111 IEEE Trans. Antennas Propag. 63, No. 7, 3004-3015 (2015). MSC: 78A48 94A12 PDFBibTeX XMLCite \textit{M. Yazdi} et al., IEEE Trans. Antennas Propag. 63, No. 7, 3004--3015 (2015; Zbl 1373.78111) Full Text: DOI
Medak, Beata; Tret’yakov, Alexey A. \(p\)-regular nonlinear dynamics. (English) Zbl 1418.34052 Topol. Methods Nonlinear Anal. 46, No. 1, 283-301 (2015). MSC: 34B15 34B16 37C10 37C27 PDFBibTeX XMLCite \textit{B. Medak} and \textit{A. A. Tret'yakov}, Topol. Methods Nonlinear Anal. 46, No. 1, 283--301 (2015; Zbl 1418.34052) Full Text: DOI
Medak, Beata; Tret’yakov, Alexey A. Existence of periodic solutions to nonlinear \(p\)-regular boundary value problem. (English) Zbl 1344.37020 Bound. Value Probl. 2015, Paper No. 91, 24 p. (2015). MSC: 37C05 37C27 37G10 PDFBibTeX XMLCite \textit{B. Medak} and \textit{A. A. Tret'yakov}, Bound. Value Probl. 2015, Paper No. 91, 24 p. (2015; Zbl 1344.37020) Full Text: DOI
Zhang, Zhongqiang; Tretyakov, Michael V.; Rozovskii, Boris; Karniadakis, George E. Wiener chaos versus stochastic collocation methods for linear advection-diffusion-reaction equations with multiplicative white noise. (English) Zbl 1327.60133 SIAM J. Numer. Anal. 53, No. 1, 153-183 (2015). MSC: 60H35 60H15 35R60 65C30 60H40 PDFBibTeX XMLCite \textit{Z. Zhang} et al., SIAM J. Numer. Anal. 53, No. 1, 153--183 (2015; Zbl 1327.60133) Full Text: DOI arXiv Link
Ongay Larios, Fernando; Tretyakov, Nikolay P.; Agüero, Maximo A. Catastrophe and hysteresis by the emerging of soliton-like solutions in a nerve model. (English) Zbl 1407.92034 J. Nonlinear Dyn. 2014, Article ID 710152, 8 p. (2014). MSC: 92C20 PDFBibTeX XMLCite \textit{F. Ongay Larios} et al., J. Nonlinear Dyn. 2014, Article ID 710152, 8 p. (2014; Zbl 1407.92034) Full Text: DOI
Zhang, Z.; Tretyakov, M. V.; Rozovskii, B.; Karniadakis, G. E. A recursive sparse grid collocation method for differential equations with white noise. (English) Zbl 1332.65015 SIAM J. Sci. Comput. 36, No. 4, A1652-A1677 (2014). Reviewer: Gong Guanglu (Beijing) MSC: 65C30 60H15 35R60 60H35 65M70 PDFBibTeX XMLCite \textit{Z. Zhang} et al., SIAM J. Sci. Comput. 36, No. 4, A1652--A1677 (2014; Zbl 1332.65015) Full Text: DOI arXiv
Medak, B.; Tret’yakov, A. A. \(p\)-regular nonlinear dynamics. (English) Zbl 1309.34071 Dokl. Math. 89, No. 1, 112-114 (2014); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 454, No. 6, 533-536 (2014). Reviewer: Sergei Kornev (Voronezh) MSC: 34C25 34C23 PDFBibTeX XMLCite \textit{B. Medak} and \textit{A. A. Tret'yakov}, Dokl. Math. 89, No. 1, 112--114 (2014; Zbl 1309.34071); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 454, No. 6, 533--536 (2014) Full Text: DOI
Krivko, M.; Tretyakov, M. V. Numerical integration of the Heath-Jarrow-Morton model of interest rates. (English) Zbl 1294.91189 IMA J. Numer. Anal. 34, No. 1, 147-196 (2014). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 91G60 91G20 91G30 65C05 65C30 65C35 PDFBibTeX XMLCite \textit{M. Krivko} and \textit{M. V. Tretyakov}, IMA J. Numer. Anal. 34, No. 1, 147--196 (2014; Zbl 1294.91189) Full Text: DOI arXiv
Davidchack, R. L.; Ouldridge, T. E.; Tretyakov, M. V. New Langevin and Gradient Thermostats for Rigid Body Dynamics. arXiv:1412.5813 Preprint, arXiv:1412.5813 [physics.comp-ph] (2014). MSC: 65C30 60H35 60H10 BibTeX Cite \textit{R. L. Davidchack} et al., ``New Langevin and Gradient Thermostats for Rigid Body Dynamics'', Preprint, arXiv:1412.5813 [physics.comp-ph] (2014) Full Text: DOI arXiv OA License
Leimkuhler, B.; Matthews, C.; Tretyakov, M. V. On the long-time integration of stochastic gradient systems. arXiv:1402.2797 Preprint, arXiv:1402.2797 [math.NA] (2014). BibTeX Cite \textit{B. Leimkuhler} et al., ``On the long-time integration of stochastic gradient systems'', Preprint, arXiv:1402.2797 [math.NA] (2014) Full Text: DOI arXiv OA License
Grzegorczyk, Wiesław; Medak, Beata; Tret’yakov, Alexey A. Application of \(p\)-regularity theory to nonlinear boundary value problems. (English) Zbl 1306.47074 Bound. Value Probl. 2013, Paper No. 251, 13 p. (2013). Reviewer: Jan Tomeček (Olomouc) MSC: 47J05 34B15 34B16 PDFBibTeX XMLCite \textit{W. Grzegorczyk} et al., Bound. Value Probl. 2013, Paper No. 251, 13 p. (2013; Zbl 1306.47074) Full Text: DOI
Tretyakov, M. V.; Zhang, Z. A fundamental mean-square convergence theorem for SDEs with locally Lipschitz coefficients and its applications. (English) Zbl 1293.60069 SIAM J. Numer. Anal. 51, No. 6, 3135-3162 (2013). Reviewer: Melvin D. Lax (Long Beach) MSC: 60H35 65C30 60H10 PDFBibTeX XMLCite \textit{M. V. Tretyakov} and \textit{Z. Zhang}, SIAM J. Numer. Anal. 51, No. 6, 3135--3162 (2013; Zbl 1293.60069) Full Text: DOI arXiv
Medak, Beata; Tret’yakov, Alexey A.; Żołądek, Henryk Solutions to some singular nonlinear boundary value problems. (English) Zbl 1293.35324 Topol. Methods Nonlinear Anal. 41, No. 2, 255-265 (2013). Reviewer: Jan Tomeček (Olomouc) MSC: 35Q74 34B15 34B16 PDFBibTeX XMLCite \textit{B. Medak} et al., Topol. Methods Nonlinear Anal. 41, No. 2, 255--265 (2013; Zbl 1293.35324)
Tretyakov, M. V. Introductory course on financial mathematics. (English) Zbl 1273.91008 London: Imperial College Press (ISBN 978-1-908977-38-0). x, 266 p. (2013). MSC: 91-01 91Gxx 91G20 91B70 60H30 PDFBibTeX XMLCite \textit{M. V. Tretyakov}, Introductory course on financial mathematics. London: Imperial College Press (2013; Zbl 1273.91008) Full Text: DOI
Milstein, G. N.; Tretyakov, M. V. Probabilistic methods for the incompressible Navier-Stokes equations with space periodic conditions. (English) Zbl 1280.35097 Adv. Appl. Probab. 45, No. 3, 742-772 (2013). Reviewer: Cheng He (Beijing) MSC: 35Q30 60H30 65M12 65M25 76D05 PDFBibTeX XMLCite \textit{G. N. Milstein} and \textit{M. V. Tretyakov}, Adv. Appl. Probab. 45, No. 3, 742--772 (2013; Zbl 1280.35097) Full Text: DOI Euclid
Krivko, M.; Tretyakov, M. V. Application of simplest random walk algorithms for pricing barrier options. (English) Zbl 1275.91135 Gerstner, Thomas (ed.) et al., Recent developments in computational finance. Foundations, algorithms and applications. In part based on the presentations at the international workshop on numerical algorithms in computational finance, Frankfurt/Main, Germany, July 20–22, 2011. Hackensack, NJ: World Scientific (ISBN 978-981-4436-42-7/hbk; 978-981-4436-44-1/ebook). Interdisciplinary Mathematical Sciences 14, 407-428 (2013). MSC: 91G20 91G60 91-04 65C30 PDFBibTeX XMLCite \textit{M. Krivko} and \textit{M. V. Tretyakov}, Interdiscip. Math. Sci. 14, 407--428 (2013; Zbl 1275.91135) Full Text: DOI arXiv
Cangiani, Andrea (ed.); Davidchack, Ruslan L. (ed.); Georgoulis, Emmanuil (ed.); Gorban, Alexander N. (ed.); Levesley, Jeremy (ed.); Tretyakov, Michael V. (ed.) Numerical mathematics and advanced applications 2011. Proceedings of ENUMATH 2011, the 9th European conference on numerical mathematics and advanced applications, Leicester, UK, September 5–9, 2011. (English) Zbl 1257.65002 Berlin: Springer (ISBN 978-3-642-33133-6/hbk; 978-3-642-33134-3/ebook). xvi, 859 p. (2013). MSC: 65-06 65Mxx 35K57 35Q35 35Q60 65Z05 76Mxx 00B25 PDFBibTeX XMLCite \textit{A. Cangiani} (ed.) et al., Numerical mathematics and advanced applications 2011. Proceedings of ENUMATH 2011, the 9th European conference on numerical mathematics and advanced applications, Leicester, UK, September 5--9, 2011. Berlin: Springer (2013; Zbl 1257.65002) Full Text: DOI
Milstein, G. N.; Tretyakov, M. V. Layer methods for Navier-Stokes equations with additive noise. arXiv:1312.5887 Preprint, arXiv:1312.5887 [math.NA] (2013). MSC: 65C30 60H15 60H35 BibTeX Cite \textit{G. N. Milstein} and \textit{M. V. Tretyakov}, ``Layer methods for Navier-Stokes equations with additive noise'', Preprint, arXiv:1312.5887 [math.NA] (2013) Full Text: arXiv OA License
Grzegorczyk, Wiesław; Medak, Beata; Tret’yakov, Alexey A. Generalization of \(p\)-regularity notion and tangent cone description in the singular case. (English) Zbl 1317.58012 Ann. Univ. Mariae Curie-Skłodowska, Sect. A 66, No. 2, 63-79 (2012). Reviewer: Kaarin Riives (Tartu) MSC: 58C15 53A05 34B15 58A15 PDFBibTeX XMLCite \textit{W. Grzegorczyk} et al., Ann. Univ. Mariae Curie-Skłodowska, Sect. A 66, No. 2, 63--79 (2012; Zbl 1317.58012) Full Text: DOI
Zhang, Z.; Rozovskii, B.; Tretyakov, M. V.; Karniadakis, G. E. A multistage Wiener chaos expansion method for stochastic advection-diffusion-reaction equations. (English) Zbl 1247.60097 SIAM J. Sci. Comput. 34, No. 2, A914-A936 (2012). MSC: 60H15 60H35 35R60 60H40 PDFBibTeX XMLCite \textit{Z. Zhang} et al., SIAM J. Sci. Comput. 34, No. 2, A914--A936 (2012; Zbl 1247.60097) Full Text: DOI Link
Milstein, G. N.; Tretyakov, M. V. Solving the Dirichlet problem for Navier-Stokes equations by probabilistic approach. (English) Zbl 1387.35460 BIT 52, No. 1, 141-153 (2012). MSC: 35Q30 60H30 65M75 76D05 PDFBibTeX XMLCite \textit{G. N. Milstein} and \textit{M. V. Tretyakov}, BIT 52, No. 1, 141--153 (2012; Zbl 1387.35460) Full Text: DOI
Skugoreva, M.; Toporensky, A.; Tretyakov, P. Cosmological dynamics in sixth-order gravity. (English) Zbl 1232.83113 Gravit. Cosmol. 17, No. 2, 110-118 (2011). MSC: 83F05 83C15 83D05 37N20 PDFBibTeX XMLCite \textit{M. Skugoreva} et al., Gravit. Cosmol. 17, No. 2, 110--118 (2011; Zbl 1232.83113) Full Text: DOI arXiv
Dumas, W. M.; Tretyakov, M. V. Computing conditional Wiener integrals of functionals of a general form. (English) Zbl 1225.65011 IMA J. Numer. Anal. 31, No. 3, 1217-1251 (2011). Reviewer: Manfred Tasche (Rostock) MSC: 65C30 65C05 60H10 81S40 60J60 60H05 60H35 PDFBibTeX XMLCite \textit{W. M. Dumas} and \textit{M. V. Tretyakov}, IMA J. Numer. Anal. 31, No. 3, 1217--1251 (2011; Zbl 1225.65011) Full Text: DOI Link
Milstein, G. N.; Tretyakov, M. V. Nonlinear filtering algorithms based on averaging over characteristics and on the innovation approach. (English) Zbl 1223.93116 Crisan, Dan (ed.) et al., The Oxford handbook of nonlinear filtering. Oxford: Oxford University Press (ISBN 978-0-19-953290-2/hbk). 892-919 (2011). MSC: 93E11 60H10 60H15 PDFBibTeX XMLCite \textit{G. N. Milstein} and \textit{M. V. Tretyakov}, in: The Oxford handbook of nonlinear filtering. Oxford: Oxford University Press. 892--919 (2011; Zbl 1223.93116)
Stanciulescu, Vasile N.; Tretyakov, Michael V. Numerical solution of the Dirichlet problem for linear parabolic SPDEs based on averaging over characteristics. (English) Zbl 1222.65014 Crisan, Dan (ed.), Stochastic analysis 2010. Selected papers based on the presentations at the 7th congress of the International Society for Analysis, its Applications and Computations, London, GB, July 2009. Berlin: Springer (ISBN 978-3-642-15357-0/hbk; 978-3-642-15358-7/ebook). 191-212 (2011). MSC: 65C30 60H15 60H35 35R60 65C05 PDFBibTeX XMLCite \textit{V. N. Stanciulescu} and \textit{M. V. Tretyakov}, in: Stochastic analysis 2010. Selected papers based on the presentations at the 7th congress of the International Society for Analysis, its Applications and Computations, London, GB, July 2009. Berlin: Springer. 191--212 (2011; Zbl 1222.65014) Full Text: DOI
Bednarczuk, Ewa; Prusińska, Agnieszka; Tret’yakov, Alexey A. High order stability conditions for degenerate optimization problems; elements of \(p\)-regularity theory. (English) Zbl 1229.90211 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 74, No. 3, 836-846 (2011). MSC: 90C31 90C30 49K27 46N10 49N60 PDFBibTeX XMLCite \textit{E. Bednarczuk} et al., Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 74, No. 3, 836--846 (2011; Zbl 1229.90211) Full Text: DOI
Mattingly, Jonathan C.; Stuart, Andrew M.; Tretyakov, M. V. Convergence of numerical time-averaging and stationary measures via Poisson equations. (English) Zbl 1217.65014 SIAM J. Numer. Anal. 48, No. 2, 552-577 (2010). Reviewer: Gong Guanglu (Beijing) MSC: 65C30 60H35 37H10 60H10 34F05 65L20 65L70 65L12 PDFBibTeX XMLCite \textit{J. C. Mattingly} et al., SIAM J. Numer. Anal. 48, No. 2, 552--577 (2010; Zbl 1217.65014) Full Text: DOI arXiv Link
Kull, Meelis; Tretyakov, Konstantin; Vilo, Jaak An evolutionary model of DNA substring distribution. (English) Zbl 1284.92070 Elomaa, Tapio (ed.) et al., Algorithms and applications. Essays dedicated to Esko Ukkonen on the occasion of his 60th birthday. Berlin: Springer (ISBN 978-3-642-12475-4/pbk). Lecture Notes in Computer Science 6060, 147-157 (2010). MSC: 92D15 68W25 92D20 PDFBibTeX XMLCite \textit{M. Kull} et al., Lect. Notes Comput. Sci. 6060, 147--157 (2010; Zbl 1284.92070) Full Text: DOI
Mentink, J. H.; Tretyakov, M. V.; Fasolino, A.; Katsnelson, M. I.; Rasing, Th. Stable and fast semi-implicit integration of the stochastic Landau-Lifshitz equation. arXiv:1002.1801 Preprint, arXiv:1002.1801 [cond-mat.mes-hall] (2010). BibTeX Cite \textit{J. H. Mentink} et al., ``Stable and fast semi-implicit integration of the stochastic Landau-Lifshitz equation'', Preprint, arXiv:1002.1801 [cond-mat.mes-hall] (2010) Full Text: DOI arXiv OA License
Milstein, G. N.; Tretyakov, M. V. Solving parabolic stochastic partial differential equations via averaging over characteristics. (English) Zbl 1198.65033 Math. Comput. 78, No. 268, 2075-2106 (2009). MSC: 65C30 60H15 60H35 60G35 PDFBibTeX XMLCite \textit{G. N. Milstein} and \textit{M. V. Tretyakov}, Math. Comput. 78, No. 268, 2075--2106 (2009; Zbl 1198.65033) Full Text: DOI
Milstein, G. N.; Tretyakov, M. V. Practical variance reduction via regression for simulating diffusions. (English) Zbl 1190.65011 SIAM J. Numer. Anal. 47, No. 2, 887-910 (2009). MSC: 65C30 60H15 60H35 35R60 PDFBibTeX XMLCite \textit{G. N. Milstein} and \textit{M. V. Tretyakov}, SIAM J. Numer. Anal. 47, No. 2, 887--910 (2009; Zbl 1190.65011) Full Text: DOI Link
Milstein, G. N.; Tretyakov, M. V. Monte Carlo methods for backward equations in nonlinear filtering. (English) Zbl 1159.93359 Adv. Appl. Probab. 41, No. 1, 63-100 (2009). MSC: 93E11 65C30 60G35 60H35 PDFBibTeX XMLCite \textit{G. N. Milstein} and \textit{M. V. Tretyakov}, Adv. Appl. Probab. 41, No. 1, 63--100 (2009; Zbl 1159.93359) Full Text: DOI
Davidchack, Ruslan L.; Handel, Richard; Tretyakov, M. V. Langevin Thermostat for Rigid Body Dynamics. arXiv:0901.4725 Preprint, arXiv:0901.4725 [physics.comp-ph] (2009). BibTeX Cite \textit{R. L. Davidchack} et al., ``Langevin Thermostat for Rigid Body Dynamics'', Preprint, arXiv:0901.4725 [physics.comp-ph] (2009) Full Text: DOI arXiv OA License
Chingangbam, R.; Sami, M.; Tretyakov, P. V.; Toporensky, A. V. A note on the viability of Gauss-Bonnet cosmology. (English) Zbl 1246.83251 Phys. Lett., B 661, No. 2-3, 162-166 (2008). MSC: 83F05 PDFBibTeX XMLCite \textit{R. Chingangbam} et al., Phys. Lett., B 661, No. 2--3, 162--166 (2008; Zbl 1246.83251) Full Text: DOI arXiv
Brezhneva, Olga A.; Tret’yakov, Alexey A.; Marsden, Jerrold E. Higher-order implicit function theorems and degenerate nonlinear boundary-value problems. (English) Zbl 1156.34013 Commun. Pure Appl. Anal. 7, No. 2, 293-315 (2008). Reviewer: Oleh Omel’chenko (Berlin) MSC: 34B15 47J07 PDFBibTeX XMLCite \textit{O. A. Brezhneva} et al., Commun. Pure Appl. Anal. 7, No. 2, 293--315 (2008; Zbl 1156.34013) Full Text: DOI
Fedotov, S.; Milstein, G. N.; Tretyakov, M. V. Superdiffusion of a random walk driven by an ergodic Markov process with switching. (English) Zbl 1153.82008 J. Phys. A, Math. Theor. 40, No. 22, 5769-5782 (2007). Reviewer: Wolfgang König (Leipzig) MSC: 82B41 82B31 60J27 60K35 60K40 60G35 PDFBibTeX XMLCite \textit{S. Fedotov} et al., J. Phys. A, Math. Theor. 40, No. 22, 5769--5782 (2007; Zbl 1153.82008) Full Text: DOI Link
Milstein, G. N.; Tretyakov, M. V. Computing ergodic limits for Langevin equations. (English) Zbl 1117.65012 Physica D 229, No. 1, 81-95 (2007). MSC: 65C30 65P10 60H10 60H15 37M15 37H10 PDFBibTeX XMLCite \textit{G. N. Milstein} and \textit{M. V. Tretyakov}, Physica D 229, No. 1, 81--95 (2007; Zbl 1117.65012) Full Text: DOI
Milstein, G. N.; Tretyakov, M. V. Discretization of forward-backward stochastic differential equations and related quasi-linear parabolic equations. (English) Zbl 1109.65009 IMA J. Numer. Anal. 27, No. 1, 24-44 (2007). Reviewer: Henri Schurz (Carbondale) MSC: 65C30 60H35 60H10 60H30 62P05 PDFBibTeX XMLCite \textit{G. N. Milstein} and \textit{M. V. Tretyakov}, IMA J. Numer. Anal. 27, No. 1, 24--44 (2007; Zbl 1109.65009) Full Text: DOI
Milstein, G. N.; Tretyakov, M. V. Numerical algorithms for forward-backward stochastic differential equations. (English) Zbl 1114.60054 SIAM J. Sci. Comput. 28, No. 2, 561-582 (2006). MSC: 60H35 65C30 60H10 62P05 PDFBibTeX XMLCite \textit{G. N. Milstein} and \textit{M. V. Tretyakov}, SIAM J. Sci. Comput. 28, No. 2, 561--582 (2006; Zbl 1114.60054) Full Text: DOI Link
Milstein, G. N.; Tretyakov, M. V. Numerical integration of stochastic differential equations with nonglobally Lipschitz coefficients. (English) Zbl 1102.60059 SIAM J. Numer. Anal. 43, No. 3, 1139-1154 (2005). Reviewer: Alexander Yu. Veretennikov (Leeds) MSC: 60H35 65C35 60H10 PDFBibTeX XMLCite \textit{G. N. Milstein} and \textit{M. V. Tretyakov}, SIAM J. Numer. Anal. 43, No. 3, 1139--1154 (2005; Zbl 1102.60059) Full Text: DOI
Milstein, Grigori N.; Tretyakov, Michael V. Stochastic numerics for mathematical physics. (English) Zbl 1085.60004 Scientific Computation. Berlin: Springer (ISBN 3-540-21110-1/hbk; 978-3-642-05930-8/pbk). ixx, 594 p. (2004). Reviewer: Evelyn Buckwar (Berlin) MSC: 60-02 60H10 60H35 65C30 65C05 60J22 60J60 PDFBibTeX XMLCite \textit{G. N. Milstein} and \textit{M. V. Tretyakov}, Stochastic numerics for mathematical physics. Berlin: Springer (2004; Zbl 1085.60004)
Milstein, G. N.; Tretyakov, M. V. Evaluation of conditional Wiener integrals by numerical integration of stochastic differential equations. (English) Zbl 1059.65007 J. Comput. Phys. 197, No. 1, 275-298 (2004). Reviewer: Eckhard Platen (Broadway) MSC: 65C30 60H10 65C05 34F05 65L06 81Q30 28B05 65D15 PDFBibTeX XMLCite \textit{G. N. Milstein} and \textit{M. V. Tretyakov}, J. Comput. Phys. 197, No. 1, 275--298 (2004; Zbl 1059.65007) Full Text: DOI
Milstein, G. N.; Tretyakov, M. V. Quasi-symplectic methods for Langevin-type equations. (English) Zbl 1055.65141 IMA J. Numer. Anal. 23, No. 4, 593-626 (2003). Reviewer: Luis Vazquez (Madrid) MSC: 65P10 65C30 60H35 37M15 37H10 60H10 PDFBibTeX XMLCite \textit{G. N. Milstein} and \textit{M. V. Tretyakov}, IMA J. Numer. Anal. 23, No. 4, 593--626 (2003; Zbl 1055.65141) Full Text: DOI
Tret’yakov, Alexey; Marsden, Jerrold E. Factor-analysis of nonlinear mappings: \(p\)-regularity theory. (English) Zbl 1053.58004 Commun. Pure Appl. Anal. 2, No. 4, 425-445 (2003). Reviewer: Vassil Angelov (Sofia) MSC: 58C15 58K05 35B32 37G10 49K27 46N10 49N60 90C30 65J15 PDFBibTeX XMLCite \textit{A. Tret'yakov} and \textit{J. E. Marsden}, Commun. Pure Appl. Anal. 2, No. 4, 425--445 (2003; Zbl 1053.58004) Full Text: DOI
Mil’shtejn, G. N.; Tretyakov, M. V. The simplest random walks for the Dirichlet problem. (English. Russian original) Zbl 1038.60066 Theory Probab. Appl. 47, No. 1, 53-68 (2002); translation from Teor. Veroyatn. Primen. 47, No. 1, 39-58 (2002). Reviewer: Evelyn Buckwar (Berlin) MSC: 60H35 60H10 60J60 65C05 65C30 65N99 PDFBibTeX XMLCite \textit{G. N. Mil'shtejn} and \textit{M. V. Tretyakov}, Theory Probab. Appl. 47, No. 1, 53--68 (2002; Zbl 1038.60066); translation from Teor. Veroyatn. Primen. 47, No. 1, 39--58 (2002) Full Text: DOI
Milstein, G. N.; Tretyakov, M. V. A probabilistic approach to the solution of the Neumann problem for nonlinear parabolic equations. (English) Zbl 1018.65006 IMA J. Numer. Anal. 22, No. 4, 599-622 (2002). Reviewer: Henri Schurz (Carbondale) MSC: 65C05 65M12 35K55 35Q53 PDFBibTeX XMLCite \textit{G. N. Milstein} and \textit{M. V. Tretyakov}, IMA J. Numer. Anal. 22, No. 4, 599--622 (2002; Zbl 1018.65006) Full Text: DOI Link
Milstein, G. N.; Repin, Yu. M.; Tretyakov, M. V. Numerical methods for stochastic systems preserving symplectic structure. (English) Zbl 1028.60064 SIAM J. Numer. Anal. 40, No. 4, 1583-1604 (2002). Reviewer: Evelyn Buckwar (Berlin) MSC: 60H35 65C30 37M15 65P10 60H10 PDFBibTeX XMLCite \textit{G. N. Milstein} et al., SIAM J. Numer. Anal. 40, No. 4, 1583--1604 (2002; Zbl 1028.60064) Full Text: DOI
Milstein, G. N.; Repin, Yu. M.; Tretyakov, M. V. Symplectic integration of Hamiltonian systems with additive noise. (English) Zbl 1019.60056 SIAM J. Numer. Anal. 39, No. 6, 2066-2088 (2002). Reviewer: Nikolai I.Osetinski (Moskva) MSC: 60H10 65C30 65P10 PDFBibTeX XMLCite \textit{G. N. Milstein} et al., SIAM J. Numer. Anal. 39, No. 6, 2066--2088 (2002; Zbl 1019.60056) Full Text: DOI
Milstein, G. N.; Tretyakov, M. V. Noise-induced unidirectional transport. (English) Zbl 1038.60047 Stoch. Dyn. 1, No. 3, 361-375 (2001). MSC: 60H10 PDFBibTeX XMLCite \textit{G. N. Milstein} and \textit{M. V. Tretyakov}, Stoch. Dyn. 1, No. 3, 361--375 (2001; Zbl 1038.60047) Full Text: DOI
Milstein, G. N.; Tretyakov, M. V. Numerical solution of the Dirichlet problem for nonlinear parabolic equations by a probabilistic approach. (English) Zbl 0993.65014 IMA J. Numer. Anal. 21, No. 4, 887-917 (2001). Reviewer: Ilya S.Molchanov (Glasgow) MSC: 65C30 65M12 65M15 35K55 35Q53 PDFBibTeX XMLCite \textit{G. N. Milstein} and \textit{M. V. Tretyakov}, IMA J. Numer. Anal. 21, No. 4, 887--917 (2001; Zbl 0993.65014) Full Text: DOI Link
Tretyakov, M. V.; Fedotov, S. On the FKPP equation with Gaussian shear advection. (English) Zbl 0979.76083 Physica D 159, No. 3-4, 190-201 (2001). MSC: 76R99 76M35 PDFBibTeX XMLCite \textit{M. V. Tretyakov} and \textit{S. Fedotov}, Physica D 159, No. 3--4, 190--201 (2001; Zbl 0979.76083) Full Text: DOI
Milstein, G. N.; Tretyakov, M. V. Numerical analysis of noise-induced regular oscillations. (English) Zbl 0959.60058 Physica D 140, No. 3-4, 244-256 (2000). Reviewer: Lutz Schimansky-Geier (Berlin) MSC: 60H30 PDFBibTeX XMLCite \textit{G. N. Milstein} and \textit{M. V. Tretyakov}, Physica D 140, No. 3--4, 244--256 (2000; Zbl 0959.60058) Full Text: DOI
Milstein, G. N.; Tretyakov, M. V. Numerical algorithms for semilinear parabolic equations with small parameter based on approximation of stochastic equations. (English) Zbl 0935.35062 Math. Comput. 69, No. 229, 237-267 (2000). Reviewer: Qin Mengzhao (Beijing) MSC: 35K55 60H15 60H30 35K15 35B25 PDFBibTeX XMLCite \textit{G. N. Milstein} and \textit{M. V. Tretyakov}, Math. Comput. 69, No. 229, 237--267 (2000; Zbl 0935.35062) Full Text: DOI
Malozemov, V. N.; Tret’yakov, A. A. Partitioning, orthogonality, and permutations. (English. Russian original) Zbl 1043.94003 Vestn. St. Petersbg. Univ., Math. 32, No. 1, 14-19 (1999); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 1999, No. 1, 16-21 (1999). MSC: 94A12 65T50 PDFBibTeX XMLCite \textit{V. N. Malozemov} and \textit{A. A. Tret'yakov}, Vestn. St. Petersbg. Univ., Math. 32, No. 1, 14--19 (1999; Zbl 1043.94003); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 1999, No. 1, 16--21 (1999)
Milstein, G. N.; Tretyakov, M. V. Simulation of a space-time bounded diffusion. (English) Zbl 0964.60065 Ann. Appl. Probab. 9, No. 3, 732-779 (1999). Reviewer: Henri Schurz (Minneapolis) MSC: 60H10 65C30 60J60 60H35 65C05 60H30 PDFBibTeX XMLCite \textit{G. N. Milstein} and \textit{M. V. Tretyakov}, Ann. Appl. Probab. 9, No. 3, 732--779 (1999; Zbl 0964.60065) Full Text: DOI
Milstein, G. N.; Tretyakov, M. V. Mean velocity of noise-induced transport in the limit of weak periodic forcing. (English) Zbl 0962.82066 J. Phys. A, Math. Gen. 32, No. 31, 5795-5805 (1999). MSC: 82C70 82C31 PDFBibTeX XMLCite \textit{G. N. Milstein} and \textit{M. V. Tretyakov}, J. Phys. A, Math. Gen. 32, No. 31, 5795--5805 (1999; Zbl 0962.82066) Full Text: DOI Link
Marti, K.; Tret’yakov, G. L. Maximization of the probability function: an algorithm based on the star-shaped approximation. (English. Russian original) Zbl 1068.90585 Autom. Remote Control 59, No. 11, Part 2, 1599-1608 (1998); translation from Avtom. Telemekh. 1998, No. 11, 117-128 (1998). MSC: 90C15 65C50 93E20 PDFBibTeX XMLCite \textit{K. Marti} and \textit{G. L. Tret'yakov}, Autom. Remote Control 59, No. 11, Part 2, 1599--1608 (1998; Zbl 1068.90585); translation from Avtom. Telemekh. 1998, No. 11, 117--128 (1998)
Malozemov, V. N.; Tret’yakov, A. A. The Cooley-Tukey algorithm and discrete Haar transforms. (English. Russian original) Zbl 1041.94504 Vestn. St. Petersbg. Univ., Math. 31, No. 3, 27-30 (1998); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 1998, No. 3, 31-34 (1998). MSC: 94A11 65T50 94A12 PDFBibTeX XMLCite \textit{V. N. Malozemov} and \textit{A. A. Tret'yakov}, Vestn. St. Petersbg. Univ., Math. 31, No. 3, 27--30 (1998; Zbl 1041.94504); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 1998, No. 3, 31--34 (1998)
Malozëmov, V. N.; Pevnyi, A. B.; Tretyakov, A. A. Fast wavelet transform for discrete periodic signals and patterns. (English. Russian original) Zbl 1113.94302 Probl. Inf. Transm. 34, No. 2, 161-168 (1998); translation from Probl. Pereda. Inf. 34, No. 2, 77-85 (1998). MSC: 94A12 65T60 94A11 PDFBibTeX XMLCite \textit{V. N. Malozëmov} et al., Probl. Inf. Transm. 34, No. 2, 161--168 (1998; Zbl 1113.94302); translation from Probl. Pereda. Inf. 34, No. 2, 77--85 (1998)