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Content
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 M x /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