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ORCIDMonte Carlo Methods and Applications, Volume 1
Volume 1, Number 1, January 1995
- Karl K. Sabelfeld
, D. Talay:
Integral Formulation of the Boundary Value Problems and the Method of Random Walk on Spheres. 1-34 - Hiroshi Sugita:
Pseudo-random Number Generator by Means of Irrational Rotation. 35-58 - Nikolai A. Simonov:
Boundary Value Problem and Stochastic Algorithm for Two-dimensional Navier-Stokes Equations. 59-70 - Kazuo Amano, Tomoaki Saito:
Stochastic Numerical Solution of Biharmonic Dirichlet Problem. 71-82
Volume 1, Number 2, January 1995
- Orazgeldy Kurbanmuradov:
A New Lagrangian Model of Two-Particle Relative Turbulent Dispersion. 83-100 - Orazgeldy Kurbanmuradov, Karl K. Sabelfeld:
Stochastic Lagrangian Models of Relative Dispersion of a Pair of Fluid Particles in Turbulent Flows. 101-136 - Nicolas Bouleau:
THE SHIFT: Properties and recommendations for practical use. 137-146 - Ken Naono:
Comparative Computations of Non-parametric Density Estimation Between Some Kernel Method and the Wavelet Method. 147-163
Volume 1, Number 3, January 1995
- Shuya Kanagawa:
Error Estimations for the Euler-Maruyama Approximate Solutions of Stochastic Differential Equations. 165-172 - N. A. Buglanova, Orazgeldy Kurbanmuradov:
Convergence of the randomized spectral models of homogeneous Gaussian random fields. 173-202 - M. V. Antipov:
Congruence operator of the pseudo-random numbers generator and a modification of Euclidean decomposition. 203-220 - A. I. Khisamutdinov, L. L. Sidorenko:
Monte Carlo fictitious collision algorithms for nonlinear Boltzmann equation. 221-240 - A. V. Starkov:
Monte Carlo Splitting Importance Sampling. 241-250
Volume 1, Number 4, January 1995
- Stefan Heinrich:
Variance reduction for Monte Carlo methods by means of deterministic numerical computation. 251-278 - Yoshio Komori:
Stahle ROW-Type Weak Scheme for Stochastic Differential Equations. 279-300 - Orazgeldy Kurbanmuradov:
A 3D Stochastic Model of Relative Dispersion of Particle Pairs in Local-Isotropic Turbulence. 301-324 - Karl K. Sabelfeld, Irina A. Shalimova:
Random Walk on Spheres Process for Exterior Dirichlet Problem. 325-331
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