Monte Carlo Methods and Applications

1995 - 2025

Current editor(s): Karl K. Sabelfeld

From De Gruyter
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Momte Carlo Simulation of killed diffusion pp. 263-296: Hausenblas Erika
On convergence of semi-statistical and projection-statistical methods for integral equations pp. 297-322: Ivanov Vladimir M. and Korenevski Maxim L.
On connection between "Continuous time" and "Direct simulation" Monte Carlo methods for Boltzmann equation and on some new approximate methods pp. 323-340: Khisamutdinov A.I.
Usage of the importance sample in Monte Carlo methods pp. 341-348: Uhinov S.A. and Voytishek A.V.

On pseudorandom functions and asymptotic distributions pp. 167-174: Fukuyama Katusi and Tomokuni Tetsuo
Proximal Point Algorithm for an Approximated Stochastic Optimal Control Problem pp. 175-190: Grecksch W., Heyde F. and Tammer Chr.
Monte Carlo Simulation of Evaporation Process into the Vacuum pp. 191-204: Pletnev Leonid
Factorization of Separable and Patterned Covariance Matrices for Gibbs Sampling pp. 205-210: Rowe Daniel B.
Coagulation of aerosol particles in intermittent turbulent flows pp. 211-254: Sabelfeld K. and Kurbanmuradov O.

A Numerical Scheme using Excursion Theory for Simulating Stochastic Differential Equations with Reflection and Local Time at a Boundary pp. 81-104: Hausenblas Erika
Strong Approximation of Reflecting Brownian Motion Using Penalty Method and its Application to Cumputer Simulation pp. 105-114: Kanagawa S. and Saisho Y.
Generating uniform random points inside a cone pp. 115-130: Stefan Stefanescu
Geometrical Monte Carlo method and its modifications pp. 131-140: Voytishek A. V., Dyatlova E. G. and Mezentseva T. E.
Stochastic relaxation for building some classes of piecewise linear regression functions pp. 141-158: Zalesky B.A.

Monte Carlo Simulation of Reflected Stochastic Differential Equations driven by Poisson Random Measures pp. 1-14: Hausenblas Erika
The application of the Monte Carlo technique for estimation of the detector depth sensitivity for the skin oxygenation measurements pp. 15-26: Meglinsky I. V. and Matcher S. J.
Random Weyl sampling for robust numerical integration of complicated functions pp. 27-48: Sugita Hiroshi and Takanobu † Satoshi
Hybrid pseudo-random number generation pp. 49-60: Takashima K.
Randomness of Horner’s rule and a new method of generating random numbers pp. 61-76: Hirotake Yaguchi

A Direct Simulation Methodfor the Coagulation-Fragmentation. Equations with Multiplicative Coagulation Kernels pp. 287-310: Guiaș Flavius
Approximation of stochastic Hammerstein integral equation with fractional Brownian motion input pp. 311-324: Grecksch W. and Anh V.V.
Numerical Integration using Markov Chains pp. 325-344: Mathé Peter
A Note on Variance Reduction Methods in Monte Carlo Applications to Systems Engineering and Reliability pp. 345-374: Khazen Michael and Dubi Arie

Homogeneous Balance Equation for Measures: Errors of the Stochastic Solution pp. 193-262: Golyandina N. and Nekrutkin V.
Solution of stationary boundary value problems for the Boltzmann equation by the Monte Carlo method pp. 263-280: Rogasinsky S.V.

Direct and Adjoint Monte Carlo Algorithms for the Footprint Problem pp. 85-112: Kurbanmuradov O., Rannik U., Sabelfeld K. and Vesala T.
On the distribution of random ranges pp. 113-134: Sobol I.M., Shukhman B.V. and Guinzbourg A.
Touching on a zero-variance scheine in solving linear equations by randorn walk processes pp. 135-148: Rief H.
A new optimal Monte Carlo method for calculating integrals of smooth functions pp. 149-168: Atanassov Emanouil I. and Dimov Ivan T.
Monte Carlo calculation of deep penetration benchmark sensitivities pp. 169-188: Perel R.L., Wagschal J.J. and Yeivin Y.

On a Monte Carlo scheme for Smoluchowski’s coagulation equation pp. 1-18: Babovsky Hans
Applications of the balanced method to stochastic differential equations in filtering pp. 19-38: Fischer Paul and Eckhard Platen
On the cost of algorithms for random selection pp. 39-54: Rouzankin P.S. and Voytishek A.V.
Discrepancy of sequences generated by piecewise monotone maps pp. 55-68: Mori Makoto
Monte Carlo Simulation of the photo-neutron production in the high-Z components of radiotherapy linear accelerators pp. 69-80: Ongaro C., Nastasi U. and Zanini A.

Point and surface estimations by a non-analog Monte Carlo simulation for the tranport of radionuclide chains in porous media pp. 289-318: Smidts O.F.
A Parallel Modified Lagrangian Method for an Optimal Control Problem of a Linear Distributed Stochastic System pp. 319-340: Pohl Thomas, Grecksch Wilfried and Blaar Holger
Generalized Particle Concept for Adjoint Monte Carlo Calculations of Coupled Gamma Ray — Electron Transport pp. 341-358: Borisov N.M. and Panin M.P.
Weight updating in forced Monte Carlo approach to dynamic PSA pp. 359-374: Marseguerra M. and Zio E.

Techniques for Monte Carlo Optimizing pp. 181-230: Arsham H.
Reflections of Eulerian Shock Waves at Moving Adiabatic Boundaries pp. 231-252: Dreyer Wolfgang and Kunik Matthias
Iterative procedure for multidimensional Euler equations pp. 253-272: Dreyer W., Kunik M., Sabelfeld K., Simonov N. and Wilmanski K.
Adjoint Monte Carlo Calculations of Pulse-Height-Spectrum pp. 273-284: Borisov N.M. and Panin M.P.

A New Technique for MTTF Estimation in Highly Reliable Markovian Systems pp. 95-112: Papadopoulos C.
Time Dependence of Eulerian Velocity Correlation Tensor Spectrum in Isotropic Homogeneous Turbulence pp. 113-126: Nakao Hajime
One-Particle Stochastic Lagrangian Model for Turbulent Dispersion in Horizontally Homogeneous Turbulence pp. 127-140: Sabelfeld K. and Kurbanmuradov O.
Low discrepancy sequences generated by piecewise linear Maps pp. 141-162: Mori Makoto
Influence of the Photoneutrons on the Kinetics of Beryllium Reflected Core of the Budapest Research Reactor pp. 163-176: Hordósy G., Keresztúri A., Hegedûs Cs. and Vértes P.

Linear Congruential Generators for Parallel Monte Carlo: the Leap-Frog Case pp. 1-16: Entacher K., Uhl A. and Wegenkittl S.
Systolic Arrays for the Solution of Systems of Linear Algebraic Equations by Monte Carlo Method pp. 17-32: Likhoded N.A.
Parallel computations of eigenvalues based on a Monte Carlo approach pp. 33-52: Dimov Ivan and Karaivanova Aneta
Error estimation and optimization in C-space of Monte Carlo iterative solution of nonlinear integral equations pp. 53-72: Plotnikov M.Yu. and Shkarupa E.V.
Rejection methods for modelling of beta-distribution pp. 73-86: Voytishek A. V.
Comments on “On the use of low discrepancy sequences in Monte Carlo methods” pp. 87-90: Tuffin Bruno