Monte Carlo Methods and Applications

Managing Editor:
K.K. Sabelfeld
Novosibirsk, Russia

Currently at WIAS, Berlin, Germany

Editorial Board

This quarterly journal aims to present original articles on the theory and applications of Monte Carlo methods. Stimulated by the progress in modern computers the development of Monte Carlo methods and applications have been numerous in the past decades, however, the articles in this field are scattered all over the world in journals which are quite different in aims and scope. The picture is even more stochastic since the developments in the East and West have gone in different directions.

Issues contain high-quality papers on various topics in the theory of Monte Carlo methods, quasi-Monte Carlo, integration using ergodicity as well as papers dealing with new stochastic models in various applied fields. In addition, the journal publishes selected and refereed 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

Subscription data 1998:
Volume 4 in 4 issues
DM 430 (approx. US$ 246)

Single issues and back volumes can also be purchased. Please us for further details/price quotations.

Contents

Instructions to Authors