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Monte Carlo Methods and Applications, Volume 22
Volume 22, Number 1, March 2016
- David Dereudre, Sara Mazzonetto, Sylvie Roelly:
An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers. 1-23 - Claude Le Bris, Frédéric Legoll, William Minvielle:
Special quasirandom structures: A selection approach for stochastic homogenization. 25-54 - Karl Sabelfeld:
Splitting and survival probabilities in stochastic random walk methods and applications. 55-72 - Dobriyan M. Benov:
The Manhattan Project, the first electronic computer and the Monte Carlo method. 73-79
Volume 22, Number 2, June 2016
- Alexandre L. M. Levada:
Information geometry, simulation and complexity in Gaussian random fields. 81-107 - Vladimir Nekrutkin:
On the complexity of binary floating point pseudorandom generation. 109-116 - Karl Sabelfeld:
Random walk on semi-cylinders for diffusion problems with mixed Dirichlet-Robin boundary conditions. 117-131 - Nguyet Nguyen, Giray Ökten:
The acceptance-rejection method for low-discrepancy sequences. 133-148 - Abdelkader Bouazza, Abderrahmane Settaouti:
Study and simulation of the sputtering process of material layers in plasma. 149-159
Volume 22, Number 3, September 2016
- Rong Kong, Jerome Spanier:
A new proof of geometric convergence for the adaptive generalized weighted analog sampling (GWAS) method. 161-196 - Anis Al Gerbi, Benjamin Jourdain, Emmanuelle Clement:
Ninomiya-Victoir scheme: Strong convergence, antithetic version and application to multilevel estimators. 197-228 - Anis Matoussi, Wissal Sabbagh:
Numerical computation for backward doubly SDEs with random terminal time. 229-258 - Karl K. Sabelfeld:
Vector Monte Carlo stochastic matrix-based algorithms for large linear systems. 259-264
Volume 22, Number 4, December 2016
- Karl K. Sabelfeld:
Random walk on spheres method for solving drift-diffusion problems. 265-275 - Nikolaos Halidias:
On the construction of boundary preserving numerical schemes. 277-289 - Jem N. Corcoran, Dale Jennings, Paul VaughanMiller:
Perfect and ε-perfect simulation methods for the one-dimensional Kac equation. 291-305 - Mohsine Benabdallah, Youssfi Elkettani, Kamal Hiderah:
Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process. 307-322 - Behrouz Fathi Vajargah, Mohadeseh Kanafchian:
Improved Markov Chain Monte Carlo method for cryptanalysis substitution-transposition cipher. 323-335 - Mohamed Hssikou, Jamal Baliti, Mohammed Alaoui:
The planar Couette flow with slip and jumpboundary conditions in a microchannel. 337-347 - Shin Harase:
A search for extensible low-WAFOM point sets. 349-357
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