Monte Carlo Methods
Organizer
Ivan Dimov
Central Laboratory for Parallel Processing, Bulgarian Academy of Sciences
dimov@acad.bg
Abstract
Problems concerning recent achievements in Monte
Carlo methods and their applications will be discussed.
The aims of this minisymposium is to provide a joint forum
for specialists in both MC methods and quasi-MC methods and
to foster fruitful exchanges between theoreticians and
practitioners of those and relates methods.
Presentations
-
I. Dimov and A. Karaivanova,
Power method using
Monte Carlo
iterations
-
T.T. Dimov,
Efficient Monte Carlo Algorithms for
Inverting Matrices Arising in Mixed Finite Element Approximation
-
Fl. Guias,
Monte Carlo Approximation of
Coagulation-Fragmentation Equations
-
T. Gurov, M. Nedjalkov and I. Dimov,
Monte Carlo Branch Method for Simulation of Nonlinear
Electron Quantum Kinetics in one-band Semiconductor
-
S. Heinrich,
Multilevel Monte Carlo Methods
-
U. Jaekel, I. Dimov and D. Wendt,
Stochastic
simulation of adjoint problems for jump processes
- V.P. Jilkov, Tz.A. Semerdjiev and D.S. Angelova,
Monte Carlo Filtering Algorithm for Nonlinear Stochastic
Environmental Model
-
Chr. Lecot, I. Coulibaly and A. Koudiraty,
A quasirandom walk method for advection-diffusion
problems
-
M. Mascagni,
SPRNG: A Scalable Library For
Pseudorandom Number Generation
-
W.Ch. Schmid,
On the Exact Determination of the
Quality Parameter of Digital Sequences and
Several Applications
-
K.Taft, V.N.Alexandrov and E. Griese,
Rough Surface
Approximation for Ray Tracing Using a Simple Monte Carlo
Methods
-
T. Washio, C. W. Oosterlee and D. Hoffmann, Multilevel
solution technique for biomolecular simulations