Publication:3734960

From MaRDI portal


zbMath0599.65001MaRDI QIDQ3734960

Gennady A. Mikhailov, Sergeĭ Mikhaĭlovich Ermakov

Publication date: 1982



65C05: Monte Carlo methods

65D32: Numerical quadrature and cubature formulas

65-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis


Related Items

SYSTOLIC MATRIX INVERSION USING A MONTE CARLO METHOD, Stochastic computational methods and experiment design, The impact of the shape of the spectral density of random wave disturbance on the vibrations of a fixed sea-based offshore platform, Vector Monte Carlo stochastic matrix-based algorithms for large linear systems, Walk-on-spheres algorithm for solving third boundary value problem, Monte Carlo algorithms for calculation of diffusive characteristics of an electron avalanche in gases, The method of similar trajectories with branching according to parametric maximum of the auxiliary weight, The random walk on the boundary method for calculating capacitance, What Monte Carlo models can do and cannot do efficiently?, Robustness and applicability of Markov chain Monte Carlo algorithms for eigenvalue problems, Optimization and sensitivity analysis of computer simulation models by the score function method, A new iterative Monte Carlo approach for inverse matrix problem, Monte Carlo algorithms: Performance analysis for some computer architectures, Solving boundary value problems with complex parameters by the Monte Carlo method, Green's function Monte Carlo algorithms for elliptic problems., Voronoi-like nondeterministic partition of a lattice by collectives of finite automata, On the modeling of linear system input stochastic processes with given accuracy and reliability, Theoretical and numerical analysis of approaches to evaluation of statistical error of the DSMC method, New Monte Carlo algorithms for estimating probability moments of criticality parameters for a scattering process with multiplication in stochastic media, Analytical and simulation models of generalized stochastic networks, Vector Monte Carlo algorithms with finite computational cost, Monte Carlo algorithm for the Robin boundary conditions in application to solving a model diffusion-recombination problem, A mathematical-statistics approach to the least squares method, A numerical approach for determination of sources in transport equations, Stochastic iterative methods for solving equations of parabolic type, Monte Carlo complexity of parametric integration, The nonlinear Boltzmann equation, methods with ``continuous time, and some general constructions of the Monte Carlo methods, Simulation of generalized fractional Brownian motion in \(C([0,T)\)], A new randomized vector algorithm for iterative solution of large linear systems, A new \textit{walk on equations} Monte Carlo method for solving systems of linear algebraic equations, Improvement of multidimensional randomized Monte Carlo algorithms with ``splitting, Numerical solution of stochastic differential equations in the sense of Stratonovich in an amorphization crystal lattice model, New Monte Carlo algorithms for investigation of criticality fluctuations in the particle scattering process with multiplication in stochastic media, Universal modification of vector weighted method of correlated sampling with finite computational cost, Monte Carlo methods for estimating the probability distributions of criticality parameters of particle transport in a randomly perturbed medium, Randomized Monte Carlo algorithms for matrix iterations and solving large systems of linear equations, Construction of effective randomized projective estimates for solutions of integral equations based on Legendre polynomials, Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods, Variance reduction techniques for estimation of integrals over a set of branching trajectories, Simulation of a fractional Brownian motion in the space $L_p([0,T)$]