Sergei Mikhailovich Prigarin

Institute of Computational Mathematics and Mathematical Geophysics, Siberian Branch of Russian Academy of Sciences, Pr. Acad. Lavrentieva, 6, Novosibirsk, 630090, Russia

E-mail: sergeim.prigarin(at)gmail.com and
Phone: 007 383 3307721
Fax: 007 383 3308783

• School N-130, Novosibirsk, 1978
• Novosibirsk State University, 1983
• Candidate of Phys.-Math. Sciences (=Ph.D, academic degree), 1990
• Senior Scientist (academic status), 1996
• Doctor of Phys.-Math. Sciences (the second dissertation, academic degree), 1998
• Senior Lecturer (academic status), 2000
• Professor (academic status), 2002

• Leading Researcher of the Department of Statistical Modelling in Physics, the Institute of Computational Mathematics and Mathematical Geophysics (Novosibirsk), Siberian Branch of Russian Academy of Sciences
• Professor of the Chair of Computational Mathematics of the Novosibirsk State University

Research interests:

• stochastic simulation, random processes and mathematical statistics
• numerical analysis and computational sciences
• simulation of random processes and fields, simulation of stochastic structure of geophysical fields (clouds, sea swell, porous media, etc.)
• Monte Carlo methods in radiation transfer problems
• optimization and convergence of Monte Carlo estimators
• numerical methods for stochastic differential equations

Publications:

Monographs (additional link)

1. V.A.Ogorodnikov and S.M.Prigarin, Numerical Modelling of Random Processes and Fields: Algorithms and Applications. VSP, Utrecht, the Netherlands, 1996, 240 p. [in English]

2. S.M.Prigarin, Introduction to Numerical Modeling of Random Processes and Fields. Novosibirsk Univ. Press, 1999, 301 p. [in Russian]
   Пригарин С.М. Введение в численное моделирование случайных процессов и полей.- Новосибирск, НГУ, 1999, 301 стр.

3. S.M.Prigarin, Spectral Models of Random Fields in Monte Carlo Methods. VSP, Utrecht, 2001, 198p. [in English] (Title, preface and contents; index)

4. S.M.Prigarin, The Essentials of Stochastic Simulation in Optical Radiation Transfer. Novosibirsk Univ. Press, 2001, 82 p. [in Russian] (PDF file with revised edition is here)
   Пригарин С.М. Основы статистического моделирования переноса оптического излучения. - Новосибирск, НГУ, 2001, 82 стр. (электронная версия здесь)

5. S.M.Prigarin, Numerical modeling of random processes and fields, ICM&MG Publisher, Novosibirsk, 2005, 259p. [in Russian] (download)
   Пригарин С.М. Методы численного моделирования случайных процессов и полей.- Новосибирск: Изд. ИВМиМГ СО РАН, 2005, 259стр. (скачать)
   [ Издание осуществлено при поддержке Российского фонда фундаментальных исследований, проект 05-01-14000д; книгу можно заказать на этом сайте, для этого воспользуйтесь поиском; список замеченных опечаток и ошибок представлен здесь ]

List of principal publications is here.

More or less complete list of my papers is here.

Additional links to some of my papers.

Some of my projects:

• Translation into Russian of G.Winkler's book "Image Analysis, Random Fields and Dynamic Monte Carlo Methods" (1999-2002, printed in February 2003) [книгу можно заказать здесь]
• RFBR - 00-05-65456 (2000-2002)
• INTAS - 01-0239, ICM&MG team (2002-2004); web page of the project is here
• RFBR - 03-05-64655 (2003-2005)
• NSF COBASE - 2002, "Mathematical models for radiation transfer processes in inhomogeneous clouds"
• RFBR - 05-01-14000 (2005). Издание книги "Методы численного моделирования случайных процессов и полей"
• RFBR - 06-01-14050 (2006). Издание монографии Г. Винклера "Анализ изображений, случайные поля и методы Монте-Карло на цепях Маркова (математические основы)", перевод на русский язык
• INTAS (05-1000008-8024), ICM&MG team (2006-2008); web page of the project is here
• RFBR - 06-05-64484 (2006-2008)

Software:

Here you can find Pascal, C, and Fortran sources of some numerical algorithms (+ executable code for PC).

• Random26.zip - Fortran, C, and Pascal sources of pseudorandom number generators
• rnd2005.zip - the same as above, but a little bit more (including generators with "jumps" for dependent sampling method, sections from my publications, additional utilities, etc.)
• PasTools.zip - Pascal procedures that I usually use in my work: Pascal unit UnMatrix to work with allocated arrays (a lot of numerical algorithms of linear algebra are included), Pascal unit GaussVec to simulate Gaussian random vectors, and other files with numerical and graphical procedures
• GenDisc.zip - Turbo Pascal procedures to simulate discrete random variables (including the algorithm of A. J. Walker)
• RndFld31.zip - Fortran subroutines to simulate some types of random fields: spectral models of Gaussian and lognormal fields (comments are only in Russian).
• Mosaic.zip - simulation of 2 classes of non-Gaussian fields on the plane: the source code is in Fortran IV ;o), examples and visualization programs are included (Fortran-90 programs, Mathematica notebooks and additional stuff are here)
• Layer_1 - Monte Carlo simulation of radiation transfer (for a plane-parallel stationary source) in a plane layer with optically homogeneous and isotropic medium, for PC only

Demo programs and images (results of simulation):

• Pictures of clouds and sun glint on the sea surface (ZIP-file)
• Undulation of the sea surface (ZIP-file for PC, animated GIF-file)
• "Turbulence" - realization of a stationary solenoidal random vector field on the plane (ZIP-file for PC, animated GIF-file)
• Spatio-temporal realization of a stationary isotropic random field on the plane (animated GIF-file)
• Spatio-temporal realization of a stationary isotropic random field on a shpere (animated GIF-file)

On lecture course "Numerical models of random processes and fields" (in Russian)

К курсу " Численные модели случайных процессов и полей"

Additional links:

• Our department ( link to the source of the article)
• My photoalbums
• My 2nd page

Updated: September 2009

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