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Monte Carlo Methods and Applications, Volume 10
Volume 10, Number 1, March 2004
- Bouhari Arouna:
Adaptative Monte Carlo Method, A Variance Reduction Technique. 1-24 - Benjamin Seibold:
Optimal Prediction in Molecular Dynamics. 25-50 - Jean-Luc Akian, Bénédicte Puig:
Some results of error evaluation for a non-Gaussian simulation method. 51-68 - Bénédicte Puig, Fabrice Poirion:
White noise and simulation of ordinary Gaussian processes. 69-89
Volume 10, Number 2, June 2004
- Nicolas Fournier, Jean-Sébastien Giet:
Exact simulation of nonlinear coagulation processes. 95-106 - Yuko Ichikawa, Makoto Mori:
Discrepancy of van der Corput sequences generated by piecewise linear transformations. 107-116 - Michael Khazen, Arie Dubi:
Monte Carlo variance reduction in applications to Systems Reliability using Phase Space Splitting. 117-128 - Dominique Lépingle, Nguyen T. Thao:
Approximating and Simulating Multivalued Stochastic Differential Equations. 129-152 - Nicolae Suciu, Calin Vamos, Horst Hardelauf, Jan Vanderborght, Harry Vereecken:
Numerical Modeling of Large Scale Transport of Contminant Solutes Using the Global Random Walk Algorithm. 153-177
Volume 10, Numbers 3-4, December 2004
- Karl Sabelfeld:
Foreword. i-ii - John H. Halton:
An outline of quasi-probability * : Why quasi-Monte-Carlo methods are statistically valid and how their errors can be estimated statistically. 183-196 - Hansjörg Albrecher, Jürgen Hartinger, Robert F. Tichy:
QMC techniques for CAT bond pricing. 197-211 - V. Alexandov, Emanouil I. Atanassov, Ivan Dimov:
Parallel Quasi-Monte Carlo Methods for Linear Algebra Problems. 213-219 - T. A. Averina:
Algorithm of statistical simulation of dynamic systems with distributed change of structure. 221-226 - Julien Branlard, Shela Aboud, P. Osuch, Stephen M. Goodnick, Marco Saraniti:
Frequency Analysis of Semiconductor Devices Using Full-Band Cellular Monte Carlo Simulations. 227-233 - Evelyn Buckwar:
The ⊝-Maruyama scheme for stochastic functional differential equations with distributed memory term. 235-244 - Emilio Castronovo, Peter R. Kramer:
Subdiffusion and Superdiffusion in Lagrangian Stochastic Models of Oceanic Transport. 245-256 - Alexander D. Egorov, A. V. Zherelo:
Approximations of functional integrals with respect to measures generated by solutions of stochastic differential equations. 257-264 - Karl Entacher, Gerold Laimer, Harald Röck, Andreas Uhl:
Normalization of the Spectral Test in High Dimensions. 265-274 - Emmanuel Gobet, Sylvain Maire:
A spectral Monte Carlo method for the Poisson equation. 275-285 - Nina Golyandina:
Convergence rate for spherical processes with shifted centres. 287-296 - Stefan Heinrich:
On the Power of Quantum Algorithms for Vector Valued Mean Computation. 297-310 - Aneta Karaivanova, Michael Mascagni, Nikolai A. Simonov:
Parallel Quasirandom Walks on the Boundary. 311-319 - Alexander Keller:
Trajectory Splitting by Restricted Replication. 321-329 - Anastasia Kolodko, John Schoenmakers:
Upper Bounds for Bermudan Style Derivatives. 331-343 - Dmitry Kolyukhin, Karl Sabelfeld:
Stochastic Eulerian model for the flow simulation in porous media. Unconfined aquifers. 345-357 - Hans Kosina, Mihail Nedjalkov, Siegfried Selberherr:
Solution of the Space-dependent Wigner Equation Using a Particle Model. 359-368 - Gennady A. Kuzmin, Olga N. Soboleva:
Subgrid Modeling of Filtration in a Porous Medium with Multiscale Log-Stable permeability. 369-376 - Christian Lécot, Bruno Tuffin:
Comparison of Quasi-Monte Carlo-Based Methods for Simulation of Markov Chains. 377-384 - Antoine Lejay:
Monte Carlo methods for fissured porous media: a gridless approach. 385-392 - Josef Leydold, Wolfgang Hörmann:
Smoothed Transformed Density Rejection. 393-401 - Mardochée Magolu monga Made, Olivier F. Smidts, Alain Dubus:
Adaptive adjoint Monte Carlo simulation for the uncertainty. 403-413 - Marzio Marseguerra, Enrico Padovani, Enrico Zio, Francesca Giacobbo, Edoardo Patelli:
A Nuclear Measurement Technique of Water Penetration in Concrete Barriers. 415-422 - Marzio Marseguerra, Enrico Zio, Francesco Bosi:
System availability and reliability analysis by direct Monte Carlo with biasing. 423-434 - Michael Mascagni, Hongmei Chi:
On the Scrambled Halton Sequence. 435-442 - Alain Mazzolo, Benoît Roesslinger:
Monte-Carlo simulation of the chord length distribution function across convex bodies, non-convex bodies and random media. 443-454 - Makoto Mori:
Discrepancy of sequences generated by dynamical system. 455-459 - Mihail Nedjalkov, Emanouil I. Atanassov, Hans Kosina, Siegfried Selberherr:
Operator-Split Method for Variance Reduction in Stochastic Solutions of the Wigner Equation. 461-468 - Vladimir Nekrutkin, Peter Potapov:
Two variants of a stochastic Euler method for homogeneous balance differential equations. 469-479 - Hans-Erik Nilsson, Antonio Martinez, Mats Hjelm:
Full band Monte Carlo simulation - beyond the semiclassical approach. 481-490 - Erich Novak, Harald Pfeiffer:
Coin Tossing Algorithms for Integral Equations and Tractability. 491-498 - R. Y. Papancheva:
Optimal Korobov Coefficients for Good Lattice Points in Quasi Monte Carlo Algorithms. 499-509 - Tim Pillards, Ronald Cools:
A theoretical view on transforming low-discrepancy sequences from a cube to a simplex. 511-529 - Stefano Portolan, Rita Claudia Iotti, Fausto Rossi:
Weighted simulation of steady-state transport within the standard Monte Carlo paradigm. 531-539 - A. V. Protasov, V. A. Ogorodnikov:
Dynamic probabilistic method of numerical modeling of multidimensional hydrometeorological fields. 541-549 - Abdujabor Rasulov, Aneta Karaivanova, Michael Mascagni:
Quasirandom Sequences in Branching Random Walks. 551-558 - Karl K. Sabelfeld, Irina A. Shalimova, Alexander I. Levykin:
Discrete random walk on large spherical grids generated by spherical means for PDEs. 559-574 - Mateu Sbert, Philippe Bekaert, John H. Halton:
Reusing paths in radiosity and global illumination. 575-585 - Thomas Schell, Andreas Uhl, Peter Zinterhof:
Measures of Uniform Distribution in Wavelet Based Image Compression. 587-597 - Nikolai A. Simonov, Michael Mascagni:
Random Walk Algorithms for Estimating Effective Properties of Digitized Porous Media. 599-608 - Hiroshi Sugita:
Security of Pseudo-random Generator and Monte Carlo Method. 609-615 - Bruno Tuffin:
Randomization of Quasi-Monte Carlo Methods for Error Estimation: Survey and Normal Approximation. 617-628 - Dragica Vasileska, Shaikh S. Ahmed:
Monte Carlo Simulation of Narrow-Width SOI Devices: Incorporation of the Short Range Coulomb Interaction. 629-640 - Enrico Zio, Antonio Cammi, Andrea Cioncolini:
Dagger-sampling variance reduction in Monte Carlo reliability analysis. 641-652
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