Monte Carlo Methods and Applications

1995 - 2025

Current editor(s): Karl K. Sabelfeld

From De Gruyter
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Convergence of a Nanbu type method for the Smoluchowski equation pp. 255-274: Kolodko Anastasya A. and Wagner Wolfgang
Monte Carlo simulation of the coagulation processes governed by Smoluchowski equation with random coefficients pp. 275-312: Sabelfeld K.K. and Kolodko A.A.
A Monte Carlo approach to the Smoluchowski equations pp. 313-326: Guiaș Flavius
Weak rate of convergence for an Euler scheme of nonlinear SDE’s pp. 327-346: Kohatsu-Higa Arturo and Ogawa Shigeyoshi

Approximation of Transport Equations by Matrix Equations and Sequential Sampling pp. 171-198: Li Liming and Spanier Jerome
Stochastic Lagrangian Models for Two-Particle Motion in Turbulent Flows. Numerical Results pp. 199-224: Kurbanmuradov O., Sabelfeld K. and Koluhin D.
Exact expression of Lagrangian velocity autocorrelation function in isotropic homogeneous turbulence pp. 225-240: Nakao Hajime
Adjoint Importance Monte Carlo Simulation for Gamma Ray Deep Penetration Problem pp. 241-250: Borisov N.M. and Panin M.P.

Using the Strang-Fix approximation in discrete-stochastic numerical procedures pp. 89-112: Voytishek A.V.
COMPARISON OF A STOCHASTIC PARTICLE METHOD AND A FINITE VOLUME DETERMINISTIC METHOD APPLIED TO BURGERS EQUATION pp. 113-140: Mireille Bossy, Loula Fezoui and Serge Piperno
On L2-isomorphic Gaussian models for nongaussian distributions pp. 141-154: Egorov A.D.
Random walk tests of reciprocal m-sequences pp. 155-166: Takashima Keizo

Asymptotic expansions and estimators with small bias for Nanbu processes pp. 1-36: Nekrutkin V. and Tur N.
Stochastic Lagrangian Models for Two-Particle Relative Dispersion in High-Reynolds Number Turbulence pp. 37-52: Kurbanmuradov O.A.
Stochastic Lagrangian Models for Two-Particle Motion in Turbulent Flows pp. 53-72: Sabelfeld K.K. and Kurbanmuradov O.
On three Unbiased Strategies in Sample Surveys pp. 73-82: Sahoo L.N. and Sahoo J.
Erratum to the article "On a Robustness of The Random Particle Method" pp. 83-84: Ogawa Shigeyoshi

A Probabilistic Result on the Discrepancy of a Hybrid-Monte Carlo Sequence and Applications pp. 255-270: Ökten Giray
Riesz-Raikov sums and Weyl transform pp. 271-294: Fukuyama Katusi
On the use of low discrepancy sequences in Monte Carlo methods pp. 295-320: Tuffin Bruno
Variation of product function and numerical solution of some partial differential equations by low-discrepancy sequences pp. 321-330: Yi-Jun Xiao
On Hamming weight test and sojourn time test of m-sequences pp. 331-342: Takashima Keizo

On a Robustness of The Random Particle Method pp. 175-190: Ogawa Shigeyoshi
A Natural Algorithm for Generation of Pseudo-Random Numbers and its Applications pp. 191-218: Ugrin-Šparac Dimitrije
Sequences of Numbers for Monte Carlo Methods pp. 219-236: Antipov M.V.
A Monte Carlo comparison of six almost unbiased ratio estimators pp. 237-250: Sahoo L.N. and Dalabehera M.

The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density pp. 93-128: Vlad Bally and Denis Talay
Preventive Maintenance of an Mx/G/1 Queue-like Production System pp. 129-138: Sharma G. C. and Chauhan M. S.
Profit Analysis of M/M/r Queueing Model with Balking and Reneging pp. 139-144: Chauhan M. S. and Sharma G. C.
Monte Carlo Modeling of Radioactive Fallout Under Land-based Nuclear Bursts pp. 145-158: Kopylov Yu.N., Postnova I.S., Shpack V.A. and Zinchenko G.S.
Monte Carlo Simulation of Particle's Dispersion in Convective Boundary Layer of the Atmosphere pp. 159-171: Sabelfeld K.K. and Averina T.A.

Quasi-Monte Carlo Methods for Numerical Integration: Comparison of Different Low Discrepancy Sequences pp. 1-14: Radović Igor, Sobol’ Ilya M. and Tichy Robert F.
On the number of multiples of certain primitive polynomials over GF(2) pp. 15-24: Takashima Keizo
On the pair correlations of particle evolution in the direct statistical simulation pp. 25-40: Rogasinsky S.V.
Stochastic algorithms for solving Smolouchovsky coagulation equation and applications to aerosol growth simulation pp. 41-88: Sabelfeld K.K., Rogasinsky S.V., Kolodko A.A. and Levykin A.I.

Variance reduction for Monte Carlo methods by means of deterministic numerical computation pp. 251-278: Heinrich Stefan
Stahle ROW-Type Weak Scheme for Stochastic Differential Equations pp. 279-300: Komori Yoshio
A 3D Stochastic Model of Relative Dispersion of Particle Pairs in Local-Isotropic Turbulence pp. 301-324: Kurbanmuradov O.A.
Random Walk on Spheres Process for Exterior Dirichlet Problem pp. 325-331: Sabelfeld K.K. and Shalimova I.A.

Error Estimations for the Euler-Maruyama Approximate Solutions of Stochastic Differential Equations pp. 165-172: Shuya Kanagawa
Convergence of the randomized spectral models of homogeneous Gaussian random fields pp. 173-202: Buglanova N.A. and Kurbanmuradov O.A.
Congruence operator of the pseudo-random numbers generator and a modification of Euclidean decomposition pp. 203-220: Antipov M.V.
Monte Carlo fictitious collision algorithms for nonlinear Boltzmann equation pp. 221-240: Khisamutdinov A.I. and Sidorenko L.L.
Monte Carlo Splitting Importance Sampling pp. 241-250: Starkov A. V.

A New Lagrangian Model of Two-Particle Relative Turbulent Dispersion pp. 83-100: Kurbanmuradov O.A.
Stochastic Lagrangian Models of Relative Dispersion of a Pair of Fluid Particles in Turbulent Flows pp. 101-136: Kurbanmuradov O.A. and Sabelfeld K.K.
THE SHIFT: Properties and recommendations for practical use pp. 137-146: Nicolas Bouleau
Comparative Computations of Non-parametric Density Estimation Between Some Kernel Method and the Wavelet Method pp. 147-163: Naono Ken

Integral Formulation of the Boundary Value Problems and the Method of Random Walk on Spheres pp. 1-34: Sabelfeld K.K. and Talay D.
Pseudo-random Number Generator by Means of Irrational Rotation pp. 35-58: Hiroshi Sugita
Boundary Value Problem and Stochastic Algorithm for Two-dimensional Navier-Stokes Equations pp. 59-70: Simonov N. A.
Stochastic Numerical Solution of Biharmonic Dirichlet Problem pp. 71-82: Kazuo Amano and Tomoaki Saito