Titlebook: Advances in Stochastic Simulation Methods; N. Balakrishnan,V. B. Melas,S. Ermakov Book 2000 Springer Science+Business Media New York 2000

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Uwe M. Borghoff,Johann H. Schlichterarity. The important example is the Navier-Stokes equations..It is known also that many simulation techniques for the solution of equations are based on the Neumann-Ulam scheme (N. U. scheme). And it is of a great interest to study the relation of this scheme with known simulation techniques for the

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Book 2000arkov and Kolmogorov whose ideas have formed the basis for contempo­ rary probabilistic models. However, for many decades now, Russian scholars have been isolated from their colleagues in the West and as a result their mathe­ matical contributions have not been widely known. One of the primary reaso

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Estimation Errors for Functionals on Measure Spacesr when one uses a Monte-Carlo procedure to solve certain linear or nonlinear equations for measures (e.g., nonlinear Boltzmann-like equations), and wants to estimate and diminish the part of an error corresponding to simulation of an initial distribution. It is shown that by means of a special varia

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The Multilevel Method of Dependent Testsrocedure is developed such that in each level the number of samples is balanced with the level-dependent variance, resulting in a considerable reduction of the overall computational cost. The new technique is applied to the Monte Carlo estimation of integrals depending on a parameter.

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