Sabelfeld, Karl (ed.) Special issue: Selection of papers presented at the international conference IV IMACS seminar on Monte Carlo methods, Berlin, September 15–19, 2003. (English) Zbl 1093.65505 Monte Carlo Methods Appl. 10, No. 3-4, ii-v, 183-652 (2004). MSC: 65-06 65C10 00B25 PDFBibTeX XML
Zio, E.; Cammi, A.; Cioncolini, A. Dagger-sampling variance reduction in Monte Carlo reliability analysis. (English) Zbl 1060.65507 Monte Carlo Methods Appl. 10, No. 3-4, 641-652 (2004). MSC: 65C05 82D75 82C70 PDFBibTeX XMLCite \textit{E. Zio} et al., Monte Carlo Methods Appl. 10, No. 3--4, 641--652 (2004; Zbl 1060.65507) Full Text: DOI
Vasileska, Dragica; Ahmed, Shaikh S. Monte Carlo simulation of narrow-width SOI devices: incorporation of the short range Coulomb interaction. (English) Zbl 1100.82017 Monte Carlo Methods Appl. 10, No. 3-4, 629-640 (2004). Reviewer: Guy Jumarie (Montréal) MSC: 82C22 82C80 PDFBibTeX XMLCite \textit{D. Vasileska} and \textit{S. S. Ahmed}, Monte Carlo Methods Appl. 10, No. 3--4, 629--640 (2004; Zbl 1100.82017) Full Text: DOI
Tuffin, Bruno Randomization of quasi-Monte Carlo methods for error estimation: survey and normal approximation. (English) Zbl 1066.65011 Monte Carlo Methods Appl. 10, No. 3-4, 617-628 (2004). MSC: 65C05 PDFBibTeX XMLCite \textit{B. Tuffin}, Monte Carlo Methods Appl. 10, No. 3--4, 617--628 (2004; Zbl 1066.65011) Full Text: DOI
Sugita, Hiroshi Security of pseudo-random generator and Monte Carlo method. (English) Zbl 1081.65010 Monte Carlo Methods Appl. 10, No. 3-4, 609-615 (2004). Reviewer: Jaroslav Král’ (Praha) MSC: 65C10 65C05 PDFBibTeX XMLCite \textit{H. Sugita}, Monte Carlo Methods Appl. 10, No. 3--4, 609--615 (2004; Zbl 1081.65010) Full Text: DOI
Simonov, N. A.; Mascagni, M. Random walk algorithms for estimating effective properties of digitized porous media. (English) Zbl 1152.76480 Monte Carlo Methods Appl. 10, No. 3-4, 599-608 (2004). MSC: 76S05 65C05 76M35 PDFBibTeX XMLCite \textit{N. A. Simonov} and \textit{M. Mascagni}, Monte Carlo Methods Appl. 10, No. 3--4, 599--608 (2004; Zbl 1152.76480) Full Text: DOI
Schell, Thomas; Uhl, Andreas; Zinterhof, Peter Measures of uniform distribution in wavelet based image compression. (English) Zbl 1088.94506 Monte Carlo Methods Appl. 10, No. 3-4, 587-597 (2004). MSC: 94A08 68P30 68U10 94A17 65T60 PDFBibTeX XMLCite \textit{T. Schell} et al., Monte Carlo Methods Appl. 10, No. 3--4, 587--597 (2004; Zbl 1088.94506) Full Text: DOI
Sbert, Mateu; Bekaert, Philippe; Halton, John Reusing paths in radiosity and global illumination. (English) Zbl 1152.45300 Monte Carlo Methods Appl. 10, No. 3-4, 575-585 (2004). MSC: 45B05 65C05 PDFBibTeX XMLCite \textit{M. Sbert} et al., Monte Carlo Methods Appl. 10, No. 3--4, 575--585 (2004; Zbl 1152.45300) Full Text: DOI
Sabelfeld, K. K.; Shalimova, I. A.; Levykin, A. I. Discrete random walk on large spherical grids generated by spherical means for PDEs. (English) Zbl 1068.65006 Monte Carlo Methods Appl. 10, No. 3-4, 559-574 (2004). Reviewer: Ilya S. Molchanov (Bern) MSC: 65C05 65C40 65N38 60G50 35J05 74B05 74S15 65N12 PDFBibTeX XMLCite \textit{K. K. Sabelfeld} et al., Monte Carlo Methods Appl. 10, No. 3--4, 559--574 (2004; Zbl 1068.65006) Full Text: DOI
Rasulov, Abdujabor; Karaivanova, Aneta; Mascagni, Michael Quasirandom sequences in branching random walks. (English) Zbl 1060.65506 Monte Carlo Methods Appl. 10, No. 3-4, 551-558 (2004). MSC: 65C05 65N38 35J65 PDFBibTeX XMLCite \textit{A. Rasulov} et al., Monte Carlo Methods Appl. 10, No. 3--4, 551--558 (2004; Zbl 1060.65506) Full Text: DOI
Protasov, A. V.; Ogorodnikov, V. A. Dynamic probabilistic method of numerical modeling of multidimensional hydrometeorological fields. (English) Zbl 1109.86002 Monte Carlo Methods Appl. 10, No. 3-4, 541-549 (2004). MSC: 86A10 65C05 PDFBibTeX XMLCite \textit{A. V. Protasov} and \textit{V. A. Ogorodnikov}, Monte Carlo Methods Appl. 10, No. 3--4, 541--549 (2004; Zbl 1109.86002) Full Text: DOI
Portolan, Stefano; Iotti, Rita C.; Rossi, Fausto Weighted simulation of steady-state transport within the standard Monte Carlo paradigm. (English) Zbl 1152.82331 Monte Carlo Methods Appl. 10, No. 3-4, 531-539 (2004). MSC: 82C80 65C05 82D37 PDFBibTeX XMLCite \textit{S. Portolan} et al., Monte Carlo Methods Appl. 10, No. 3--4, 531--539 (2004; Zbl 1152.82331) Full Text: DOI
Pillards, Tim; Cools, Ronald A theoretical view on transforming low-discrepancy sequences from a cube to a simplex. (English) Zbl 1109.65305 Monte Carlo Methods Appl. 10, No. 3-4, 511-529 (2004). MSC: 65C10 11K45 PDFBibTeX XMLCite \textit{T. Pillards} and \textit{R. Cools}, Monte Carlo Methods Appl. 10, No. 3--4, 511--529 (2004; Zbl 1109.65305) Full Text: DOI
Papancheva, R. Y. Optimal Korobov coefficients for good lattice points in quasi Monte Carlo algorithms. (English) Zbl 1066.65009 Monte Carlo Methods Appl. 10, No. 3-4, 499-509 (2004). MSC: 65C05 35J25 65N22 PDFBibTeX XMLCite \textit{R. Y. Papancheva}, Monte Carlo Methods Appl. 10, No. 3--4, 499--509 (2004; Zbl 1066.65009) Full Text: DOI
Novak, Erich; Pfeiffer, Harald Coin tossing algorithms for integral equations and tractability. (English) Zbl 1074.65005 Monte Carlo Methods Appl. 10, No. 3-4, 491-498 (2004). Reviewer: Jaromir Antoch (Praha) MSC: 65C05 65R20 45B05 65Y20 PDFBibTeX XMLCite \textit{E. Novak} and \textit{H. Pfeiffer}, Monte Carlo Methods Appl. 10, No. 3--4, 491--498 (2004; Zbl 1074.65005) Full Text: DOI
Nilsson, Hans-Erik; Martinez, Antonio; Hjelm, Mats Full band Monte Carlo simulation – beyond the semiclassical approach. (English) Zbl 1152.82330 Monte Carlo Methods Appl. 10, No. 3-4, 481-490 (2004). MSC: 82C80 65C05 82D37 PDFBibTeX XMLCite \textit{H.-E. Nilsson} et al., Monte Carlo Methods Appl. 10, No. 3--4, 481--490 (2004; Zbl 1152.82330) Full Text: DOI
Nekrutkin, V.; Potapov, P. Two variants of a stochastic Euler method for homogeneous balance differential equations. (English) Zbl 1070.65003 Monte Carlo Methods Appl. 10, No. 3-4, 469-479 (2004). MSC: 65C30 60H10 60H35 65C05 65C35 65L06 PDFBibTeX XMLCite \textit{V. Nekrutkin} and \textit{P. Potapov}, Monte Carlo Methods Appl. 10, No. 3--4, 469--479 (2004; Zbl 1070.65003) Full Text: DOI
Nedjalkov, M.; Atanassov, E.; Kosina, H.; Selberherr, S. Operator-split method for variance reduction in stochastic solutions of the Wigner equation. (English) Zbl 1152.82328 Monte Carlo Methods Appl. 10, No. 3-4, 461-468 (2004). MSC: 82C70 62J10 65C05 PDFBibTeX XMLCite \textit{M. Nedjalkov} et al., Monte Carlo Methods Appl. 10, No. 3--4, 461--468 (2004; Zbl 1152.82328) Full Text: DOI
Mori, Makoto Discrepancy of sequences generated by dynamical system. (English) Zbl 1109.11318 Monte Carlo Methods Appl. 10, No. 3-4, 455-459 (2004). MSC: 11K38 37A45 37C70 65C10 37E05 PDFBibTeX XMLCite \textit{M. Mori}, Monte Carlo Methods Appl. 10, No. 3--4, 455--459 (2004; Zbl 1109.11318) Full Text: DOI
Mazzolo, Alain; Roesslinger, Benoît Monte-Carlo simulation of the chord length distribution function across convex bodies, non-convex bodies and random media. (English) Zbl 1060.65505 Monte Carlo Methods Appl. 10, No. 3-4, 443-454 (2004). MSC: 65C05 52C17 PDFBibTeX XMLCite \textit{A. Mazzolo} and \textit{B. Roesslinger}, Monte Carlo Methods Appl. 10, No. 3--4, 443--454 (2004; Zbl 1060.65505) Full Text: DOI
Mascagni, Michael; Chi, Hongmei On the scrambled Halton sequence. (English) Zbl 1152.65402 Monte Carlo Methods Appl. 10, No. 3-4, 435-442 (2004). MSC: 65C05 65C10 11K45 PDFBibTeX XMLCite \textit{M. Mascagni} and \textit{H. Chi}, Monte Carlo Methods Appl. 10, No. 3--4, 435--442 (2004; Zbl 1152.65402) Full Text: DOI
Marseguerra, Mario; Zio, Enrico; Bosi, Francesco System availability and reliability analysis by direct Monte Carlo with biasing. (English) Zbl 1060.65504 Monte Carlo Methods Appl. 10, No. 3-4, 423-434 (2004). MSC: 65C05 PDFBibTeX XMLCite \textit{M. Marseguerra} et al., Monte Carlo Methods Appl. 10, No. 3--4, 423--434 (2004; Zbl 1060.65504) Full Text: DOI
Marseguerra, M.; Padovani, E.; Zio, E.; Giacobbo, F.; Patelli, E. A nuclear measurement technique of water penetration in concrete barriers. (English) Zbl 1109.86310 Monte Carlo Methods Appl. 10, No. 3-4, 415-422 (2004). MSC: 86A99 PDFBibTeX XMLCite \textit{M. Marseguerra} et al., Monte Carlo Methods Appl. 10, No. 3--4, 415--422 (2004; Zbl 1109.86310) Full Text: DOI
Magolu monga Made, M.; Smidts, O. F.; Dubus, A. Adaptive adjoint Monte Carlo simulation for the uncertainty. (English) Zbl 1109.86302 Monte Carlo Methods Appl. 10, No. 3-4, 403-413 (2004). MSC: 86-08 65C05 PDFBibTeX XMLCite \textit{M. Magolu monga Made} et al., Monte Carlo Methods Appl. 10, No. 3--4, 403--413 (2004; Zbl 1109.86302) Full Text: DOI
Leydold, Josef; Hörmann, Wolfgang Smoothed transformed density rejection. (English) Zbl 1060.65509 Monte Carlo Methods Appl. 10, No. 3-4, 393-401 (2004). MSC: 65C10 65C05 PDFBibTeX XMLCite \textit{J. Leydold} and \textit{W. Hörmann}, Monte Carlo Methods Appl. 10, No. 3--4, 393--401 (2004; Zbl 1060.65509) Full Text: DOI
Lejay, Antoine Monte Carlo methods for fissured porous media: a gridless approach. (English) Zbl 1109.76378 Monte Carlo Methods Appl. 10, No. 3-4, 385-392 (2004). MSC: 76S05 65C05 76M25 76M35 PDFBibTeX XMLCite \textit{A. Lejay}, Monte Carlo Methods Appl. 10, No. 3--4, 385--392 (2004; Zbl 1109.76378) Full Text: DOI
Lécot, Christian; Tuffin, Bruno Comparison of quasi-Monte Carlo-based methods for simulation of Markov chains. (English) Zbl 1066.65008 Monte Carlo Methods Appl. 10, No. 3-4, 377-384 (2004). MSC: 65C05 65C40 60J22 PDFBibTeX XMLCite \textit{C. Lécot} and \textit{B. Tuffin}, Monte Carlo Methods Appl. 10, No. 3--4, 377--384 (2004; Zbl 1066.65008) Full Text: DOI
Kuzmin, G. A.; Soboleva, O. N. Subgrid modeling of filtration in a porous medium with multiscale log-stable permeability. (English) Zbl 1077.76069 Monte Carlo Methods Appl. 10, No. 3-4, 369-376 (2004). MSC: 76S05 76M35 86A05 PDFBibTeX XMLCite \textit{G. A. Kuzmin} and \textit{O. N. Soboleva}, Monte Carlo Methods Appl. 10, No. 3--4, 369--376 (2004; Zbl 1077.76069) Full Text: DOI
Kosina, H.; Nedjalkov, M.; Selberherr, S. Solution of the space-dependent Wigner equation using a particle model. (English) Zbl 1067.81086 Monte Carlo Methods Appl. 10, No. 3-4, 359-368 (2004). MSC: 81S40 81-04 65C05 82C70 PDFBibTeX XMLCite \textit{H. Kosina} et al., Monte Carlo Methods Appl. 10, No. 3--4, 359--368 (2004; Zbl 1067.81086) Full Text: DOI
Kolyukhin, Dmitry; Sabelfeld, Karl Stochastic Eulerian model for the flow simulation in porous media. Unconfined aquifers. (English) Zbl 1109.76376 Monte Carlo Methods Appl. 10, No. 3-4, 345-357 (2004). MSC: 76S05 65C35 76M35 PDFBibTeX XMLCite \textit{D. Kolyukhin} and \textit{K. Sabelfeld}, Monte Carlo Methods Appl. 10, No. 3--4, 345--357 (2004; Zbl 1109.76376) Full Text: DOI
Kolodko, A.; Schoenmakers, J. Upper bounds for Bermudan style derivatives. (English) Zbl 1096.91027 Monte Carlo Methods Appl. 10, No. 3-4, 331-343 (2004). MSC: 91G60 65C05 PDFBibTeX XMLCite \textit{A. Kolodko} and \textit{J. Schoenmakers}, Monte Carlo Methods Appl. 10, No. 3--4, 331--343 (2004; Zbl 1096.91027) Full Text: DOI
Keller, Alexander Trajectory splitting by restricted replication. (English) Zbl 1060.65503 Monte Carlo Methods Appl. 10, No. 3-4, 321-329 (2004). MSC: 65C05 PDFBibTeX XMLCite \textit{A. Keller}, Monte Carlo Methods Appl. 10, No. 3--4, 321--329 (2004; Zbl 1060.65503) Full Text: DOI Link
Karaivanova, Aneta; Mascagni, Michael; Simonov, Nikolai A. Parallel quasirandom walks on the boundary. (English) Zbl 1063.65505 Monte Carlo Methods Appl. 10, No. 3-4, 311-319 (2004). MSC: 65C05 65C10 65N12 35J05 65Y05 PDFBibTeX XMLCite \textit{A. Karaivanova} et al., Monte Carlo Methods Appl. 10, No. 3--4, 311--319 (2004; Zbl 1063.65505) Full Text: DOI
Heinrich, Stefan On the power of quantum algorithms for vector valued mean computation. (English) Zbl 1074.65003 Monte Carlo Methods Appl. 10, No. 3-4, 297-310 (2004). Reviewer: Jaromir Antoch (Praha) MSC: 65C05 65B05 68W25 PDFBibTeX XMLCite \textit{S. Heinrich}, Monte Carlo Methods Appl. 10, No. 3--4, 297--310 (2004; Zbl 1074.65003) Full Text: DOI arXiv Link
Golyandina, N. Convergence rate for spherical processes with shifted centres. (English) Zbl 1068.65004 Monte Carlo Methods Appl. 10, No. 3-4, 287-296 (2004). Reviewer: Ilya S. Molchanov (Bern) MSC: 65C05 35J05 60J05 65N12 60J65 65C40 60J22 PDFBibTeX XMLCite \textit{N. Golyandina}, Monte Carlo Methods Appl. 10, No. 3--4, 287--296 (2004; Zbl 1068.65004) Full Text: DOI
Gobet, Emmanuel; Maire, Sylvain A spectral Monte Carlo method for the Poisson equation. (English) Zbl 1066.65007 Monte Carlo Methods Appl. 10, No. 3-4, 275-285 (2004). MSC: 65C05 65N35 35J05 PDFBibTeX XMLCite \textit{E. Gobet} and \textit{S. Maire}, Monte Carlo Methods Appl. 10, No. 3--4, 275--285 (2004; Zbl 1066.65007) Full Text: DOI
Entacher, Karl; Laimer, Gerold; Röck, Harald; Uhl, Andreas Normalization of the spectral test in high dimensions. (English) Zbl 1060.65508 Monte Carlo Methods Appl. 10, No. 3-4, 265-274 (2004). MSC: 65C10 65C05 PDFBibTeX XMLCite \textit{K. Entacher} et al., Monte Carlo Methods Appl. 10, No. 3--4, 265--274 (2004; Zbl 1060.65508) Full Text: DOI
Egorov, A. D.; Zherelo, A. V. Approximations of functional integrals with respect to measures generated by solutions of stochastic differential equations. (English) Zbl 1066.65014 Monte Carlo Methods Appl. 10, No. 3-4, 257-264 (2004). MSC: 65C30 60H10 60H35 PDFBibTeX XMLCite \textit{A. D. Egorov} and \textit{A. V. Zherelo}, Monte Carlo Methods Appl. 10, No. 3--4, 257--264 (2004; Zbl 1066.65014) Full Text: DOI
Castronovo, Emilio; Kramer, Peter R. Subdiffusion and superdiffusion in Lagrangian stochastic models of oceanic transport. (English) Zbl 1121.86003 Monte Carlo Methods Appl. 10, No. 3-4, 245-256 (2004). MSC: 86A05 PDFBibTeX XMLCite \textit{E. Castronovo} and \textit{P. R. Kramer}, Monte Carlo Methods Appl. 10, No. 3--4, 245--256 (2004; Zbl 1121.86003) Full Text: DOI
Buckwar, Evelyn The \(\Theta\)-Maruyama scheme for stochastic functional differential equations with distributed memory term. (English) Zbl 1071.65004 Monte Carlo Methods Appl. 10, No. 3-4, 235-244 (2004). Reviewer: Melvin D. Lax (Long Beach) MSC: 65C30 60H20 45J05 45G10 45R05 60H35 PDFBibTeX XMLCite \textit{E. Buckwar}, Monte Carlo Methods Appl. 10, No. 3--4, 235--244 (2004; Zbl 1071.65004) Full Text: DOI
Branlard, J.; Aboud, S.; Osuch, P.; Goodnick, S.; Saraniti, M. Frequency analysis of semiconductor devices using full-band cellular Monte Carlo simulations. (English) Zbl 1109.82336 Monte Carlo Methods Appl. 10, No. 3-4, 227-233 (2004). MSC: 82D37 65C05 PDFBibTeX XMLCite \textit{J. Branlard} et al., Monte Carlo Methods Appl. 10, No. 3--4, 227--233 (2004; Zbl 1109.82336) Full Text: DOI
Averina, T. A. Algorithm of statistical simulation of dynamic systems with distributed change of structure. (English) Zbl 1060.65513 Monte Carlo Methods Appl. 10, No. 3-4, 221-226 (2004). MSC: 65C50 65C30 37H10 60H10 37M05 60H35 PDFBibTeX XMLCite \textit{T. A. Averina}, Monte Carlo Methods Appl. 10, No. 3--4, 221--226 (2004; Zbl 1060.65513) Full Text: DOI
Alexandrov, V.; Atanassov, E.; Dimov, I. Parallel quasi-Monte Carlo methods for linear algebra problems. (English) Zbl 1060.65502 Monte Carlo Methods Appl. 10, No. 3-4, 213-219 (2004). MSC: 65C05 65F10 65Y05 PDFBibTeX XMLCite \textit{V. Alexandrov} et al., Monte Carlo Methods Appl. 10, No. 3--4, 213--219 (2004; Zbl 1060.65502) Full Text: DOI
Albrecher, Hansjörg; Hartinger, Jürgen; Tichy, Robert F. QMC techniques for CAT bond pricing. (English) Zbl 1060.65501 Monte Carlo Methods Appl. 10, No. 3-4, 197-211 (2004). MSC: 65C05 91B30 PDFBibTeX XMLCite \textit{H. Albrecher} et al., Monte Carlo Methods Appl. 10, No. 3--4, 197--211 (2004; Zbl 1060.65501) Full Text: DOI
Halton, John H. An outline of quasi-probability. Why quasi-Monte-Carlo methods are statistically valid and how their errors can be estimated statistically. (English) Zbl 1065.60003 Monte Carlo Methods Appl. 10, No. 3-4, 183-196 (2004). MSC: 60A05 65C05 PDFBibTeX XMLCite \textit{J. H. Halton}, Monte Carlo Methods Appl. 10, No. 3--4, 183--196 (2004; Zbl 1065.60003) Full Text: DOI