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ORCIDMonte Carlo Methods and Applications, Volume 21
Volume 21, Number 1, March 2015
- Sylvain Corlay, Gilles Pagès
:
Functional quantization-based stratified sampling methods. 1-32 - Karl Sabelfeld, Alexander I. Levykin, Anastasiya E. Kireeva:
Stochastic simulation of fluctuation-induced reaction-diffusion kinetics governed by Smoluchowski equations. 33-48 - Edilberto Cepeda Cuervo, Liliana Garrido Lopera:
Bayesian beta regression models with joint mean and dispersion modeling. 49-58 - Mohamed Hssikou, Jamal Baliti, Yassir Bouzineb, Mohammed Alaoui:
DSMC method for a two-dimensional flow with a gravity field in a square cavity. 59-67 - Peter Stallinga, Igor Khmelinskii:
Consensus in science. 69-76 - Mohsen Sharifzadeh, Hosein Afarideh, Hosein Khalafi, Reza Gholipour:
A Matlab-based Monte Carlo algorithm for transport of gamma-rays in matter. 77-90
Volume 21, Number 2, June 2015
- Kai Li, Kaj Nyström, Marcus Olofsson:
Optimal switching problems under partial information. 91-120 - Wolfgang Wagner:
A class of probabilistic models for the Schrödinger equation. 121-137 - Nathanial Burch, Richard B. Lehoucq:
Computing the exit-time for a finite-range symmetric jump process. 139-152 - Dmitry Kolyukhin, Karl Sabelfeld:
Stochastic small perturbation based simulation technique for solving isotropic elastostatics equations. 153-161 - Timothy D. Andersen, Michael Mascagni:
Memory efficient lagged-Fibonacci random number generators for GPU supercomputing. 163-174 - Boris V. Shukhman, Ilya M. Sobol:
A limit theorem for average dimensions. 175-178
Volume 21, Number 3, September 2015
- Anton A. Antonov, Sergei M. Ermakov:
Random cubatures and quasi-Monte Carlo methods. 179-187 - Sergey Igorevich Kabanikhin, Karl K. Sabelfeld, Nikita S. Novikov, Maxim A. Shishlenin:
Numerical solution of an inverse problem of coefficient recovering for a wave equation by a stochastic projection methods. 189-203 - Jean-François Bégin, Mylène Bédard, Patrice Gaillardetz:
Simulating from the Heston model: A gamma approximation scheme. 205-231 - Yury Kozachenko, Yu. Yu. Mlavets:
Reliability and accuracy in the space Lp(T) for the calculation of integrals depending on a parameter by the Monte Carlo method. 233-244 - Nikolaos Halidias:
A new numerical scheme for the CIR process. 245-253
Volume 21, Number 4, December 2015
- David Aristoff:
The parallel replica method for computing equilibrium averages of Markov chains. 255-273 - Victor S. Antyufeev:
Mathematical verification of the Monte Carlo maximum cross-section technique. 275-281 - Gogi R. Pantsulaia:
Infinite-dimensional Monte-Carlo integration. 283-299 - Mohamed Yasser Bounnite, Abdelaziz Nasroallah:
Widening and clustering techniques allowing the use of monotone CFTP algorithm. 301-312 - Nikolaos Halidias:
Constructing positivity preserving numerical schemes for the two-factor CIR model. 313-323 - Oleg A. Makhotkin:
Simulation of random variates with the Morgenstern distribution. 325-328
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