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Monte Carlo Methods and Applications

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From Volume 9 (2003) available online!

Managing Editor:
K.K. Sabelfeld
Novosibirsk, Russia
karl@osmf.sscc.ru
Currently at WIAS, Berlin, Germany
sabelfel@wias-berlin.de

This quarterly journal aims to present original articles on thetheory and applications of Monte Carlo methods. Stimulated by theprogress in modern computers the development of Monte Carlo methodsand applications have been numerous in the past decades, however, thearticles in this field are scattered all over the world in journalswhich are quite different in aims and scope. The picture is even morestochastic since the developments in the East and West have gone indifferent directions.

Issues contain high-quality papers on various topics in the theory ofMonte Carlo methods, quasi-Monte Carlo, integration using ergodicityas well as papers dealing with new stochastic models in variousapplied fields. In addition, the journal publishes selected andrefereed papers from the Monte Carlo workshops and conferences.

The following topics will be covered:

Monte-Carlo methods for

  • evaluation of integrals including path integrals
  • integral equations
  • boundary value problems for PDE's
  • ordinary differential equations with random entries
  • ordinary stochastic differential equations
  • simulation of random variables, stochastic processes and fields

Applications

  • new stochastic models in natural sciences
  • statistical simulation of turbulence
  • vision problems through stochastic media
  • Boltzmann equations and rarefied gas dynamics
  • aerosol science
  • stochastic inverse and ill-posed problems
  • chemical kinetics and combustion

ISSN 0929-9629
E-ISSN 1569-3961

Indexed/Abstracted in:
Inspec Database; CCMJ; Mathematical Reviews; MathSci;Statistical Theory & Mathematical Abstracts; Zentralblatt fürMathematik

Subscription data 2005 (all prices are subject to change without notice):
Volume 11 in 4 issues
Institutional rate:EUR 750 US$ 938(print+e)
Individual rate:EUR 750 US$ 938(print+e)

Institutional rate:EUR 675 US$ 844(e-only)
Individual rate:EUR 675 US$ 844(e-only)

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