RUSSIAN ACADEMY OF SCIENCES / SIBERIAN BRANCH
Institute of Computational Mathematics and Mathematical Geophysics (former COMPUTING CENTER) (Novosibirsk, Russia)

DEPARTMENT OF STATISTICAL MODELING IN PHYSICS

Laboratory of Stochastic Problems of Mathematical Physics

Head of the Laboratory Sabelfeld Karl Karlovich Full Professor, Doctor of Physical and Mathematical Sciences Tel. +7 (383) 330 77 21 Fax. +7 (383) 330 87 83 E-mail:

Members of the Laboratory, current and former Dr. Simonov Nikolai Aleksandrovich E-mail: Dr. Shalimova Irina Aleksandrovna E-mail: Dr. Levykin Aleksandr Ivanovich E-mail: Dr. Belinskaya Irina Igorevna Dr. Kolodko Anastasiya Alekseevna E-mail:

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 Smolouchovsky equations);
- 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.