Contact InformationAddress Web address 

Head of the LaboratorySabelfeld
Karl Karlovich 
Members of the Laboratory, current and formerDr. Simonov Nikolai Aleksandrovich Dr. Shalimova Irina Aleksandrovna 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 NavierStokes 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.