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We present a functional interpolation approach within the auxiliary master equation framework to efficiently and accurately solve correlated impurity problems in nonequilibrium dynamical mean-field theory (DMFT). By leveraging a near-exact auxiliary bath representation, the method estimates corrections via interpolation over a few bath realisations, significantly reducing computational cost and increasing accuracy. We illustrate the approach on the Anderson impurity model and on the Hubbard model within DMFT, capturing equilibrium and long-lived photodoped states.

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