Monte Carlo Methods and Applications
Volume 9, 2003

Contents

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Number 1, pp. 1-92

N. Golyandina
Central Limit Theorem for (
n, k)-particle processes solving balance equations
1

V. Nekrutkin
Kac particle systems with free motion and equations of Boltzmann type
13

S. Ninomiya
A partial sampling method applied to the Kusuoka approximation
27

S. Ogihara and S. Ogawa
On a discrete stochastic approximation and its application to data analysis
39

K. Sabelfeld and E. Shkarupa
Functional Random Walk on Spheres algorithm for biharmonic equation: optimization and error estimation
51

I.M. Sobol and E.E. Myshetskaya
Modelling correlated random variables
67

V.V. Shvets
On asymptotic behaviour of modelling time in the importance sampling method
77

IV IMACS Seminar on Monte Carlo Methods MCM-2003
87


Number 2, pp. 93-188

Jean-Pierre Minier, Eric Peirano and Sergio Chibbaro
Weak first- and second-order numerical schemes for stochastic differential equations appearing in Lagrangian two-phase modeling
93

Gilles Pages and Jacques Printems
Optimal quadratic quantization for numerics: the Gaussian case
135

O. Kurbanmuradov, A. Levykin, U. Rannik, K. Sabelfeld and T. Vesala
Stochastic Lagrangian footprint calculations over a surface with an abrupt change of roughness height
167


Number 3, pp. 189-294

V. V. Anh and W. Grecksch
A fractional stochastic evolution equation driven by fractional Brownian motion
189

Imad A. Barghouthi, Naji A. Qatanani and Fathi M. Allan
Monte Carlo Simulation of Boltzmann Equation in Space Plasma at High Latitudes
201

Scott D. Button
Project duration prediction using a Monte Carlo simulation of the periodic output of the project resources
217

Gerhard Larcher, Martin Predota and Robert F. Tichy
Arithmetic average options in the hyperbolic model
227

Antoine Lejay
Simulating a diffusion on a graph. Application to reservoir engineering
241

Panagiotis Mantalos
Bootstrapping the Breusch-Godfrey autocorrelation test for a single equation dynamic model: Bootstrapping the Restricted vs. Unrestricted model
257

Karl Sabelfeld and Dmitry Kolyukhin
Stochastic Eulerian model for the simulation in porous media
271


Number 4, pp. 295-389

Jiu Ding, Dong Mao, and Aihui Zhou
A Quasi Monte Carlo Approach to Piecewise Linear Markov Approximations of Markov Operators
295

A.D. Egorov, V.B. Malyutin
Approximate Evaluation of a Class of Functional Integrals Over Space of Functions Taking Values 1
307

A. Kolodko and K. Sabelfeld
Stochastic Particle Methods for Smoluchowski Coagulation Equation: Variance Reduction and Error Estimations
315

O. Kurbanmuradov, K. Sabelfeld O.F. Smidts and H. Vereecken
A Lagrangian Stochastic Model for the Transport in Statistically Homogeneous Porous Media
341

Daniel B. Rowe
Significant FMRI Neurologic Synchrony Using Monte Carlo Methods
367


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