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Content
December 1999, Volume 5, Issue 2
- 135-148 Touching on a zero-variance scheine in solving linear equations by randorn walk processes
by Rief H. - 149-168 A new optimal Monte Carlo method for calculating integrals of smooth functions
by Atanassov Emanouil I. & Dimov Ivan T. - 169-188 Monte Carlo calculation of deep penetration benchmark sensitivities
by Perel R.L. & Wagschal J.J. & Yeivin Y.
December 1999, Volume 5, Issue 1
- 1-18 On a Monte Carlo scheme for Smoluchowski’s coagulation equation
by Babovsky Hans - 19-38 Applications of the balanced method to stochastic differential equations in filtering
by Fischer Paul & Platen Eckhard - 39-54 On the cost of algorithms for random selection
by Rouzankin P.S. & Voytishek A.V. - 55-68 Discrepancy of sequences generated by piecewise monotone maps
by Mori Makoto - 69-80 Monte Carlo Simulation of the photo-neutron production in the high-Z components of radiotherapy linear accelerators
by Ongaro C. & Nastasi U. & Zanini A.
December 1998, Volume 4, Issue 4
- 289-318 Point and surface estimations by a non-analog Monte Carlo simulation for the tranport of radionuclide chains in porous media
by Smidts O.F. - 319-340 A Parallel Modified Lagrangian Method for an Optimal Control Problem of a Linear Distributed Stochastic System
by Pohl Thomas & Grecksch Wilfried & Blaar Holger - 341-358 Generalized Particle Concept for Adjoint Monte Carlo Calculations of Coupled Gamma Ray — Electron Transport
by Borisov N.M. & Panin M.P. - 359-374 Weight updating in forced Monte Carlo approach to dynamic PSA
by Marseguerra M. & Zio E.
December 1998, Volume 4, Issue 3
- 181-230 Techniques for Monte Carlo Optimizing
by Arsham H. - 231-252 Reflections of Eulerian Shock Waves at Moving Adiabatic Boundaries
by Dreyer Wolfgang & Kunik Matthias - 253-272 Iterative procedure for multidimensional Euler equations
by Dreyer W. & Kunik M. & Sabelfeld K. & Simonov N. & Wilmanski K. - 273-284 Adjoint Monte Carlo Calculations of Pulse-Height-Spectrum
by Borisov N.M. & Panin M.P.
December 1998, Volume 4, Issue 2
- 95-112 A New Technique for MTTF Estimation in Highly Reliable Markovian Systems
by Papadopoulos C. - 113-126 Time Dependence of Eulerian Velocity Correlation Tensor Spectrum in Isotropic Homogeneous Turbulence
by Nakao Hajime - 127-140 One-Particle Stochastic Lagrangian Model for Turbulent Dispersion in Horizontally Homogeneous Turbulence
by Sabelfeld K. & Kurbanmuradov O. - 141-162 Low discrepancy sequences generated by piecewise linear Maps
by Mori Makoto - 163-176 Influence of the Photoneutrons on the Kinetics of Beryllium Reflected Core of the Budapest Research Reactor
by Hordósy G. & Keresztúri A. & Hegedûs Cs. & Vértes P.
December 1998, Volume 4, Issue 1
- 1-16 Linear Congruential Generators for Parallel Monte Carlo: the Leap-Frog Case
by Entacher K. & Uhl A. & Wegenkittl S. - 17-32 Systolic Arrays for the Solution of Systems of Linear Algebraic Equations by Monte Carlo Method
by Likhoded N.A. - 33-52 Parallel computations of eigenvalues based on a Monte Carlo approach
by Dimov Ivan & Karaivanova Aneta - 53-72 Error estimation and optimization in C-space of Monte Carlo iterative solution of nonlinear integral equations
by Plotnikov M.Yu. & Shkarupa E.V. - 73-86 Rejection methods for modelling of beta-distribution
by Voytishek A. V. - 87-90 Comments on “On the use of low discrepancy sequences in Monte Carlo methods”
by Tuffin Bruno
December 1997, Volume 3, Issue 4
- 255-274 Convergence of a Nanbu type method for the Smoluchowski equation
by Kolodko Anastasya A. & Wagner Wolfgang - 275-312 Monte Carlo simulation of the coagulation processes governed by Smoluchowski equation with random coefficients
by Sabelfeld K.K. & Kolodko A.A. - 313-326 A Monte Carlo approach to the Smoluchowski equations
by Guiaș Flavius - 327-346 Weak rate of convergence for an Euler scheme of nonlinear SDE’s
by Kohatsu-Higa Arturo & Ogawa Shigeyoshi
December 1997, Volume 3, Issue 3
- 171-198 Approximation of Transport Equations by Matrix Equations and Sequential Sampling
by Li Liming & Spanier Jerome - 199-224 Stochastic Lagrangian Models for Two-Particle Motion in Turbulent Flows. Numerical Results
by Kurbanmuradov O. & Sabelfeld K. & Koluhin D. - 225-240 Exact expression of Lagrangian velocity autocorrelation function in isotropic homogeneous turbulence
by Nakao Hajime - 241-250 Adjoint Importance Monte Carlo Simulation for Gamma Ray Deep Penetration Problem
by Borisov N.M. & Panin M.P.
December 1997, Volume 3, Issue 2
- 89-112 Using the Strang-Fix approximation in discrete-stochastic numerical procedures
by Voytishek A.V. - 113-140 Comparison Of A Stochastic Particle Method And A Finite Volume Deterministic Method Applied To Burgers Equation
by BOSSY Mireille & FEZOUI Loula & PIPERNO Serge - 141-154 On L2-isomorphic Gaussian models for nongaussian distributions
by Egorov A.D. - 155-166 Random walk tests of reciprocal m-sequences
by Takashima Keizo
December 1997, Volume 3, Issue 1
- 1-36 Asymptotic expansions and estimators with small bias for Nanbu processes
by Nekrutkin V. & Tur N. - 37-52 Stochastic Lagrangian Models for Two-Particle Relative Dispersion in High-Reynolds Number Turbulence
by Kurbanmuradov O.A. - 53-72 Stochastic Lagrangian Models for Two-Particle Motion in Turbulent Flows
by Sabelfeld K.K. & Kurbanmuradov O. - 73-82 On three Unbiased Strategies in Sample Surveys
by Sahoo L.N. & Sahoo J. - 83-84 Erratum to the article "On a Robustness of The Random Particle Method"
by Ogawa Shigeyoshi
December 1996, Volume 2, Issue 4
- 255-270 A Probabilistic Result on the Discrepancy of a Hybrid-Monte Carlo Sequence and Applications
by Ökten Giray - 271-294 Riesz-Raikov sums and Weyl transform
by Fukuyama Katusi - 295-320 On the use of low discrepancy sequences in Monte Carlo methods
by Tuffin Bruno - 321-330 Variation of product function and numerical solution of some partial differential equations by low-discrepancy sequences
by XIAO Yi-Jun - 331-342 On Hamming weight test and sojourn time test of m-sequences
by Takashima Keizo
December 1996, Volume 2, Issue 3
- 175-190 On a Robustness of The Random Particle Method
by Ogawa Shigeyoshi - 191-218 A Natural Algorithm for Generation of Pseudo-Random Numbers and its Applications
by Ugrin-Šparac Dimitrije - 219-236 Sequences of Numbers for Monte Carlo Methods
by Antipov M.V. - 237-250 A Monte Carlo comparison of six almost unbiased ratio estimators
by Sahoo L.N. & Dalabehera M.
December 1996, Volume 2, Issue 2
- 93-128 The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density
by BALLY Vlad & TALAY Denis - 129-138 Preventive Maintenance of an Mx/G/1 Queue-like Production System
by Sharma G. C. & Chauhan M. S. - 139-144 Profit Analysis of M/M/r Queueing Model with Balking and Reneging
by Chauhan M. S. & Sharma G. C. - 145-158 Monte Carlo Modeling of Radioactive Fallout Under Land-based Nuclear Bursts
by Kopylov Yu.N. & Postnova I.S. & Shpack V.A. & Zinchenko G.S. - 159-171 Monte Carlo Simulation of Particle's Dispersion in Convective Boundary Layer of the Atmosphere
by Sabelfeld K.K. & Averina T.A.
December 1996, Volume 2, Issue 1
- 1-14 Quasi-Monte Carlo Methods for Numerical Integration: Comparison of Different Low Discrepancy Sequences
by Radović Igor & Sobol’ Ilya M. & Tichy Robert F. - 15-24 On the number of multiples of certain primitive polynomials over GF(2)
by Takashima Keizo - 25-40 On the pair correlations of particle evolution in the direct statistical simulation
by Rogasinsky S.V. - 41-88 Stochastic algorithms for solving Smolouchovsky coagulation equation and applications to aerosol growth simulation
by Sabelfeld K.K. & Rogasinsky S.V. & Kolodko A.A. & Levykin A.I.
December 1995, Volume 1, Issue 4
- 251-278 Variance reduction for Monte Carlo methods by means of deterministic numerical computation
by Heinrich Stefan - 279-300 Stahle ROW-Type Weak Scheme for Stochastic Differential Equations
by Komori Yoshio - 301-324 A 3D Stochastic Model of Relative Dispersion of Particle Pairs in Local-Isotropic Turbulence
by Kurbanmuradov O.A. - 325-331 Random Walk on Spheres Process for Exterior Dirichlet Problem
by Sabelfeld K.K. & Shalimova I.A.
December 1995, Volume 1, Issue 3
- 165-172 Error Estimations for the Euler-Maruyama Approximate Solutions of Stochastic Differential Equations
by KANAGAWA Shuya - 173-202 Convergence of the randomized spectral models of homogeneous Gaussian random fields
by Buglanova N.A. & Kurbanmuradov O.A. - 203-220 Congruence operator of the pseudo-random numbers generator and a modification of Euclidean decomposition
by Antipov M.V. - 221-240 Monte Carlo fictitious collision algorithms for nonlinear Boltzmann equation
by Khisamutdinov A.I. & Sidorenko L.L. - 241-250 Monte Carlo Splitting Importance Sampling
by Starkov A. V.
December 1995, Volume 1, Issue 2
- 83-100 A New Lagrangian Model of Two-Particle Relative Turbulent Dispersion
by Kurbanmuradov O.A. - 101-136 Stochastic Lagrangian Models of Relative Dispersion of a Pair of Fluid Particles in Turbulent Flows
by Kurbanmuradov O.A. & Sabelfeld K.K. - 137-146 THE SHIFT: Properties and recommendations for practical use
by BOULEAU Nicolas - 147-163 Comparative Computations of Non-parametric Density Estimation Between Some Kernel Method and the Wavelet Method
by Naono Ken
December 1995, Volume 1, Issue 1
- 1-34 Integral Formulation of the Boundary Value Problems and the Method of Random Walk on Spheres
by Sabelfeld K.K. & Talay D. - 35-58 Pseudo-random Number Generator by Means of Irrational Rotation
by SUGITA Hiroshi - 59-70 Boundary Value Problem and Stochastic Algorithm for Two-dimensional Navier-Stokes Equations
by Simonov N. A. - 71-82 Stochastic Numerical Solution of Biharmonic Dirichlet Problem
by AMANO Kazuo & SAITO Tomoaki