Bouhari Arouna
Adaptative Monte Carlo Method, A Variance Reduction Technique
1
Benjamin Seibold
Optimal Prediction in Molecular Dynamics
25
Jean-Luc Akian and Bénédicte Puig
Some results of error evaluation for a non-Gaussian simulation method
51
Bénédicte Puig and Fabrice Poirion
White noise and simulation of ordinary Gaussian processes
69
Nicolas Fournier and Jean-Sebastien Giet
Exact simulation of nonlinear coagulation processes
95
Yuko Ichikawa and Makoto Mori
Discrepancy of van der Corput sequences generated by piecewise linear transformations
107
Michael Khazen and Arie Dubi
Monte Carlo variance reduction in applications to Systems Reliability using Phase Space
Splitting
117
Dominique LEPINGLE and NGUYEN Thi Thao
Approximating and Simulating Multivalued Stochastic Differential Equations
129
N. Suciu and C. Vamos
Numerical Modeling of Large Scale Transport of Contminant Solutes Using the Global Random Walk
Algorithm
153
Selection of papers presented at
IV IMACS Seminar on Monte Carlo Methods
Berlin, September, 15–19, 2003
QMC techniques for CAT bond pricing
Hansjorg Albrecher, Jurgen Hartinger and Robert F. Tichy
197
Parallel Quasi-Monte Carlo Methods for Linear Algebra Problems
V. Alexandrov, E. Atanassov and I. Dimov
213
Algorithm of statistical simulation of dynamic systems with distributed
change of structure
T.A. Averina
221
Frequency Analysis of Semiconductor Devices Using Full-Band Cellular
Monte Carlo Simulations
J. Branlard, S. Aboud, P. Osuch, S. Goodnick and M. Saraniti
227
The q-Maruyama scheme for stochastic functional differential equations
with distributed memory term
Evelyn Buckwar
235
Subdiffusion and Superdiffusion in Lagrangian Stochastic Models
of Oceanic Transport
Emilio Castronovo and Peter R. Kramer
245
Approximations of functional integrals with respect to measure
generated by solutions of stochastic differential equations
A.D. Egorov, A.V. Zherelo
257
Normalization of spectral test in high dimensions
Karl Entacher, Gerold Laimer, Harald R.ock and Andreas Uhl
265
A spectral Monte Carlo method for the Poisson equation
Emmanuel Gobet and Sylvain Maire
275
Convergence rate for spherical processes with shifted centres
N. Golyandina
287
On the Power of Quantum Algorithms for Vector Valued Mean Computation
Stefan Heinrich
297
Parallel Quasirandom Walks on the Boundary
Aneta Karaivanova, Michael Mascagni and Nikolai A. Simonov
311
Trajectory splitting by restricted replication
Alexander Keller
321
Upper Bounds for Bermudan Style Derivatives
A. Kolodko and J. Schoenmakers
331
Stochastic Eulerian model for the flow simulation in porous media.
Unconfined aquifers
D. Kolyukhin and K. Sabelfeld
345
Solution of the Space-dependent Wigner Equation Using a Particle Model
H. Kosina, M. Nedjalkov and S. Selberherr
359
Subgrid Modeling of Filtration in a Porous Medium with Multiscale
Log-Stable permeability
G.A. Kuzmin and O.N. Soboleva
369
Comparison of Quasi-Monte Carlo-Based Methods for Simulation
of Markov Chains
Christian Lecot and Bruno Tuffin
377
Monte Carlo methods for fissured porous media: a gridless approach
Antoine Lejay
385
Smoothed Transformed Density Rejection
J. Leydold and W. Hormann
393
Adaptive adjoint Monte Carlo simulation for the uncertainty
M. Magolu monga Made, O.F. Smidts and A. Dubus
403
A Nuclear Measurement Technique of Water Penetration in Concrete Barriers
M. Marseguerra, E. Padovani, E. Zio, F. Giacobbo E. Patelli
415
System availability and reliability analysis by direct Monte Carlo with biasing
Marzio Marseguerra, Enrico Zio and Francesco Bosi
423
On the Scrambled Halton Sequence
Michael Mascagni and Hongmei Chi
435
Monte Carlo simulation of the chord length distribution function across
convex bodies, non-convex bodies and random media
Alain Mazzolo and Benoit Roesslinger
443
Discrepancy of sequences generated by dynamical system
Makoto Mori
455
Operator-Split Method for Variance Reduction in Stochastic Solutions
of the Wigner Equation
M.Nedjalkov, E. Atanassov, H.Kosina and S. Selberherr
461
Two variants of a stochastic Euler method for homogeneous
balance differential equations
V. Nekrutkin and P. Potapov
469
Full band Monte Carlo simulation - beyond the semiclassical approach
Hans-Erik Nilsson, Antonio Martinez and Mats Hjelm
481
Coin Tossing Algorithms for Integral Equations and Tractability
Erich Novak and Harald Pfeiffer
491
Optimal Korobov Coefficients for Good Lattice Points
in Quasi Monte Carlo Algorithms
R. Y. Papancheva
499
A theoretical view on transforming low-discrepancy sequences from a cube
to a simplex
Tim Pillards and Ronald Cools
511
Weighted simulation of steady-state transport within the standard
Monte Carlo paradigm
Stefano Portolan, Rita C. Iotti and Fausto Rossi
531
Dynamic probabilistic method of numerical modeling of multidimensional
hydrometeorological fields
Protasov A.V., Ogorodnikov V.A.
541
Quasirandom Sequences in Branching Random Walks
Abdujabor Rasulov, Aneta Karaivanova and Michael Mascagni
551
Discrete random walk over large spherical grids generated by spherical means
for PDEs
Karl Sabelfeld and Irina Shalimova
559
Reusing paths in radiosity and global illumination
Mateu Sbert, Philippe Bekaert and John Halton
575
Measures of uniform distribution in wavelet based image compression
Thomas Schell, Andreas Uhl and Peter Zinterhof
587
Random Walk Algorithms for Estimating Effective Properties of Digitized
Porous Media
N. A. Simonov and M. Mascagni
599
Security of Pseudo-random Generator and Monte Carlo Method
Hiroshi Sugita
609
Randomization of Quasi-Monte Carlo Methods for Error Estimation:
Survey and Normal Approximation
Bruno Tuffin
617
Monte Carlo Simulation of Narrow-Width SOI Devices:
Incorporation of the Short Range Coulomb Interaction
Dragica Vasileska and Shaikh S. Ahmed
629
Dagger-sampling variance reduction in Monte Carlo reliability analysis
E. Zio, A. Cammi and A. Cioncolini
641