Monte Carlo Methods and Applications

1995 - 2025

Current editor(s): Karl K. Sabelfeld

From De Gruyter
Bibliographic data for series maintained by Peter Golla ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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