Monte Carlo Methods and Applications
Volume 3, 1997

Contents

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Number 1, pp.1-88

V. Nekrutkin and N. Tur
Asymptotic expansions and estimators with small bias for Nanbu processes
1

O.A. Kurbanmuradov
Stochastic Lagrangian models for two-particle relative dispersion in high-Reynolds number turbulence
37

K.K. Sabelfeld and O. Kurbanmuradov
Stochastic Lagrangian models for two-particle motion in turbulent flows
53

L.N. Sahoo and J. Sahoo
On three unbiased strategies in sample surveys
73



Number 2, pp.89-166

A.V. Voytishek
Using the Strang-Fix approximation in discrete-stochastic numerical procedures
89

M. Bossy, L. Fezoui and S. Piperno
Comparison of a stochastic particle method and a finite volume deterministic method applied to Burgers equation
113

A.D. Egorov
On L-isomorphic Gaussian models for nongaussian distributions
141

K. Takashima
Random walk tests of reciprocal m-sequences
155



Number 3, pp.171-250

L. Li and J. Spanier
Approximation of transport equations by matrix equations and sequential sampling
171

O. Kurbanmuradov, K. Sabelfeld and D. Koluhin
Stochastic Lagrangian models for two-particle motion in turbulent flows: Numerical Results
199

H. Nakao
Exact expression of Lagrangian velocity autocorrelation function in isotropic homogeneous turbulence
225

N.M. Borisov and M.P. Panin
Adjoint importance Monte Carlo simulation for gamma ray deep penetration problem
241



Number 4, pp.255-350

A.A. Kolodko and W. Wagner
Convergence of a Nanbu type method for Smolouchowski equation
255

K.K. Sabelfeld and A.A. Kolodko
Monte Carlo simulation of the coagulation processes governed by Smolouchowski equation with random coefficients
275

F. Guias
A Monte Carlo approach to the Smolouchowski equations
313

A. Kohatsu-Higa and S. Ogawa
Weak rate of convergence for an Euler scheme of nonlinear SDE's
327


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