Head of the Laboratory
Members of the Laboratory, current and former
Dr. Levykin Aleksandr Ivanovich
Dr. Belinskaya Irina Igorevna
A new trend in mathematical physics is the development of stochastic models giving a deeper insight into complex realistic processes. Only few of them can be resolved explicitly. Therefore, numerical methods for the simulation of stochastic models are needed. Thus, two main objectives are the following: creation of new stochastic models governing the relevant problems of mathematical physics, and construction of algorithms for the numerical solution of these problems. The fields most developed in the laboratory are:
- probabilistic representations for the classical boundary
value problems of mathematical physics, e.g., for elliptic and parabolic equations
(Laplace, Helmholtz, Lame, diffusion and Navier-Stokes equations, nonlinear Boltzmann and
- stochastic models of turbulence;
- statistical simulation of nucleation and coagulation of particles;
- numerical algorithms for solving the ordinary and stochastic differential equations.
There is a good publication channel for the expanding amount of scientific information
from studies in these fields
-- the international Journal "Monte Carlo Methods and Applications",
(publisher is VSP, The Netherlands).
Its Editor, Karl K. Sabelfeld , head of the laboratory, is, together with his group of young scientists, also involved in a series of international projects and grants.