Bhattacharjee, Kamalika; Das, Sukanta Random number generation using decimal cellular automata. (English) Zbl 1472.68103 Commun. Nonlinear Sci. Numer. Simul. 78, Article ID 104878, 18 p. (2019). MSC: 68Q80 68T20 68W20 PDFBibTeX XMLCite \textit{K. Bhattacharjee} and \textit{S. Das}, Commun. Nonlinear Sci. Numer. Simul. 78, Article ID 104878, 18 p. (2019; Zbl 1472.68103) Full Text: DOI
Howard, C. Douglas It’s puzzling. (English) Zbl 1444.97030 Coll. Math. J. 49, No. 4, 242-249 (2018). MSC: 97K60 60J20 60J22 60C05 97M99 PDFBibTeX XMLCite \textit{C. D. Howard}, Coll. Math. J. 49, No. 4, 242--249 (2018; Zbl 1444.97030) Full Text: DOI
D’Amore, Luisa; Romano, Diego An objective criterion for stopping light-surface interaction. Numerical validation and quality assessment. (English) Zbl 06844357 J. Math. Imaging Vis. 60, No. 1, 18-32 (2018). Reviewer: Sonia Pérez Díaz (Madrid) MSC: 65D18 65G20 65R32 PDFBibTeX XMLCite \textit{L. D'Amore} and \textit{D. Romano}, J. Math. Imaging Vis. 60, No. 1, 18--32 (2018; Zbl 06844357) Full Text: DOI
Harbrecht, Helmut; Peters, Michael; Siebenmorgen, Markus On the quasi-Monte Carlo method with halton points for elliptic PDEs with log-normal diffusion. (English) Zbl 1355.65010 Math. Comput. 86, No. 304, 771-797 (2017). MSC: 65C30 60H15 60H35 35R60 PDFBibTeX XMLCite \textit{H. Harbrecht} et al., Math. Comput. 86, No. 304, 771--797 (2017; Zbl 1355.65010) Full Text: DOI Link
Jakob, Wenzel Path space Markov chain Monte Carlo methods in computer graphics. (English) Zbl 1356.65066 Cools, Ronald (ed.) et al., Monte Carlo and quasi-Monte Carlo methods. MCQMC. Proceedings of the 11th international conference on ‘Monte Carlo and quasi-Monte Carlo methods in scientific computing’, Leuven, Belgium, April 6–11, 2014. Cham: Springer (ISBN 978-3-319-33505-6/hbk; 978-3-319-33507-0/ebook). Springer Proceedings in Mathematics & Statistics 163, 107-141 (2016). MSC: 65D18 65C05 65C40 PDFBibTeX XMLCite \textit{W. Jakob}, Springer Proc. Math. Stat. 163, 107--141 (2016; Zbl 1356.65066) Full Text: DOI
Bayer, Christian; Friz, Peter K.; Riedel, Sebastian; Schoenmakers, John From rough path estimates to multilevel Monte Carlo. (English) Zbl 1343.60097 SIAM J. Numer. Anal. 54, No. 3, 1449-1483 (2016). MSC: 60H35 60H10 60G15 65C30 65C05 PDFBibTeX XMLCite \textit{C. Bayer} et al., SIAM J. Numer. Anal. 54, No. 3, 1449--1483 (2016; Zbl 1343.60097) Full Text: DOI arXiv
Rybakov, Konstantin A. Extrapolation algorithms for stochastic differential systems based on modeling special branching process. (Russian. English summary) Zbl 1359.60085 Differ. Uravn. Protsessy Upr. 2015, No. 1, 25-38 (2015). MSC: 60H35 60H10 60J80 65C30 60G25 60G35 PDFBibTeX XMLCite \textit{K. A. Rybakov}, Differ. Uravn. Protsessy Upr. 2015, No. 1, 25--38 (2015; Zbl 1359.60085) Full Text: Link
Guo, Gang; Bittig, Arne; Uhrmacher, Adelinde Lattice Monte Carlo simulation of Galilei variant anomalous diffusion. (English) Zbl 1351.82075 J. Comput. Phys. 288, 167-180 (2015). MSC: 82C80 60H35 82C41 PDFBibTeX XMLCite \textit{G. Guo} et al., J. Comput. Phys. 288, 167--180 (2015; Zbl 1351.82075) Full Text: DOI
Spiliopoulos, Konstantinos Rare event simulation for multiscale diffusions in random environments. (English) Zbl 1344.60068 Multiscale Model. Simul. 13, No. 4, 1290-1311 (2015). MSC: 60H35 60H10 60J60 60K37 65C30 65C05 60F10 60F05 60G60 PDFBibTeX XMLCite \textit{K. Spiliopoulos}, Multiscale Model. Simul. 13, No. 4, 1290--1311 (2015; Zbl 1344.60068) Full Text: DOI arXiv
Wood, Simon N. Core statistics. (English) Zbl 1358.62007 Institute of Mathematical Statistics Textbooks 6. Cambridge: Cambridge University Press (ISBN 978-1-107-41504-1/pbk; 978-1-107-07105-6/hbk). viii, 250 p. (2015). Reviewer: Fulvio De Santis (Roma) MSC: 62-01 62F03 62F10 62F15 62H12 62J05 60B20 62-07 65C60 62-04 65C10 PDFBibTeX XMLCite \textit{S. N. Wood}, Core statistics. Cambridge: Cambridge University Press (2015; Zbl 1358.62007) Full Text: DOI
Saito, Mutsuo; Matsumoto, Makoto Variants of Mersenne Twister suitable for graphic processors. (English) Zbl 1295.65005 ACM Trans. Math. Softw. 39, No. 2, Article No. 12, 20 p. (2013). MSC: 65C10 68U05 PDFBibTeX XMLCite \textit{M. Saito} and \textit{M. Matsumoto}, ACM Trans. Math. Softw. 39, No. 2, Article No. 12, 20 p. (2013; Zbl 1295.65005) Full Text: DOI arXiv
Karimi, Hossein; Hosseini, Seyed Morteza; Jahan, Majid Vafaei On the combination of self-organized systems to generate pseudo-random numbers. (English) Zbl 1293.68198 Inf. Sci. 221, 371-388 (2013). MSC: 68Q80 65C10 PDFBibTeX XMLCite \textit{H. Karimi} et al., Inf. Sci. 221, 371--388 (2013; Zbl 1293.68198) Full Text: DOI
Festa, P. A biased random-key genetic algorithm for data clustering. (English) Zbl 1308.92010 Math. Biosci. 245, No. 1, 76-85 (2013). MSC: 92B15 62H30 PDFBibTeX XMLCite \textit{P. Festa}, Math. Biosci. 245, No. 1, 76--85 (2013; Zbl 1308.92010) Full Text: DOI
Gittelson, Claude J.; Könnö, Juho; Schwab, Christoph; Stenberg, Rolf The multi-level Monte Carlo finite element method for a stochastic Brinkman problem. (English) Zbl 1281.65010 Numer. Math. 125, No. 2, 347-386 (2013). Reviewer: Abass Sagna (Evry) MSC: 65C30 65C05 60H15 35R60 60H35 35J60 65N30 65N12 65N15 PDFBibTeX XMLCite \textit{C. J. Gittelson} et al., Numer. Math. 125, No. 2, 347--386 (2013; Zbl 1281.65010) Full Text: DOI Link
Komori, Yoshio; Buckwar, Evelyn Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations. (English) Zbl 1276.65003 BIT 53, No. 3, 617-639 (2013). MSC: 65C30 60H10 60H35 65L06 34F05 65L20 PDFBibTeX XMLCite \textit{Y. Komori} and \textit{E. Buckwar}, BIT 53, No. 3, 617--639 (2013; Zbl 1276.65003) Full Text: DOI
Patterson, Robert I. A.; Wagner, Wolfgang A stochastic weighted particle method for coagulation-advection problems. (English) Zbl 1250.65014 SIAM J. Sci. Comput. 34, No. 3, B290-B311 (2012). MSC: 65C30 60H15 60H35 35R60 65C35 PDFBibTeX XMLCite \textit{R. I. A. Patterson} and \textit{W. Wagner}, SIAM J. Sci. Comput. 34, No. 3, B290--B311 (2012; Zbl 1250.65014) Full Text: DOI Link
Komori, Yoshio; Burrage, Kevin Weak second order S-ROCK methods for Stratonovich stochastic differential equations. (English) Zbl 1238.60063 J. Comput. Appl. Math. 236, No. 11, 2895-2908 (2012). MSC: 60H10 65L05 65L06 60H35 PDFBibTeX XMLCite \textit{Y. Komori} and \textit{K. Burrage}, J. Comput. Appl. Math. 236, No. 11, 2895--2908 (2012; Zbl 1238.60063) Full Text: DOI
Tapia, José Juan; D’Souza, Roshan M. Parallelizing the cellular Potts model on graphics processing units. (English) Zbl 1218.92032 Comput. Phys. Commun. 182, No. 4, 857-865 (2011). MSC: 92C37 68U10 68U20 68U05 92C05 PDFBibTeX XMLCite \textit{J. J. Tapia} and \textit{R. M. D'Souza}, Comput. Phys. Commun. 182, No. 4, 857--865 (2011; Zbl 1218.92032) Full Text: DOI
Wakaki, Hirofumi; Aoshima, Makoto Optimal discriminant functions for normal populations. (English) Zbl 1151.62057 J. Multivariate Anal. 100, No. 1, 58-69 (2009). MSC: 62H30 62E20 65C60 PDFBibTeX XMLCite \textit{H. Wakaki} and \textit{M. Aoshima}, J. Multivariate Anal. 100, No. 1, 58--69 (2009; Zbl 1151.62057) Full Text: DOI Link
Broadie, Mark; Kaya, Özgür Exact simulation of stochastic volatility and other affine jump diffusion processes. (English) Zbl 1167.91363 Oper. Res. 54, No. 2, 217-231 (2006). MSC: 91B28 60H35 PDFBibTeX XMLCite \textit{M. Broadie} and \textit{Ö. Kaya}, Oper. Res. 54, No. 2, 217--231 (2006; Zbl 1167.91363) Full Text: DOI Link