##
Monte Carlo Methods and Applications

Volume 1, 1995

## Contents

Back to the Journal page

### Number 1, pp.1-82

*K.K. Sabelfeld and D. Talay*

Integral formulation of the boundary
value problems and the method of random walk on spheres

1

*H. Sugita*

Pseudo-random number generator by means of irrational rotation

35

*N.A. Simonov*

Boundary value problem and stochastic algorithm
for two-dimensional Navier-Stokes equations

59

*K. Amano and T. Saito*

Stochastic numerical solution of biharmonic Dirichlet problem

71

### Number 2, pp.83-164

*O.A. Kurbanmuradov*

A new Lagrangian model of two-particle relative
turbulent dispersion

83

*O.A. Kurbanmuradov and K.K. Sabelfeld*

Stochastic Lagrangian models of relative dispersion
of a pair of fluid particles in turbulent flows

101

*N. Bouleau*

THE SHIFT: properties and recommendations for practical use

137

*K. Naono*

Comparative computations of non-parametric density estimation
between some kernel method and the wavelet method

147

### Number 3, pp.165-250

*S. Kanagawa*

Error estimations for the Euler-Maruyama
approximate solutions of stochastic differential equations

165

*N.A. Buglanova and O.A. Kurbanmuradov*

Convergence of the randomized spectral models of
homogeneous Gaussian random fields

173

*M.V. Antipov*

Congruence operator of the pseudo-random
numbers generator and a modification of Euclidean decomposition

203

*A.I. Khisamutdinov and L.L. Sidorenko*

Monte Carlo fictitious collision algorithms
for nonlinear Boltzmann equation

221

*A.V. Starkov*

Monte Carlo splitting importance sampling

241

### Number 4, pp.251-332

*S. Heinrich*

Variance reduction for Monte Carlo methods
by means of deterministic numerical computation

251

*Y. Komori and T. Mitsui*

Stable ROW-type weak scheme for stochastic differential equations

279

*O.A. Kurbanmuradov*

A 3D stochastic model of relative dispersion of particle pairs
in local-isotropic turbulence

301

*K.K. Sabelfeld and I.A. Shalimova*

Random walk on spheres for exterior Dirichlet problem

325

Back to the Journal page