Monte Carlo Methods and Applications
Volume 1, 1995

Contents

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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


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