The International Conference on Computational Mathematics
ICCM-2004


Programm
Statistic modeling and Monte Carlo methods


|21.06.2004| |22.06.2004| |24.06.2004| |25.06.2004|

21.06.2004

14-30 -- 16-30 

  1. Sushkevich T.A., Vladimirova E.V. About application of asymptotical solutions of radiation transfer equation at optically thick layers (abstract in russian)

  2. Lotova G.Z. Estimators of fluctuation of critical parameters of transfer process in stochastic media (abstract in russian)

  3. Kamenshchikov L.P. The Force Action of Solar and Earth radiation onto a Spacecraft: Parallel Monte-Carlo Simulation (abstract in russian)

  4. Ukhinov S.A. Simulation of hydrogen atoms propagation in heliosphere

  5. Zakharov A.Y. - . (abstract in russian)

16-45 -- 18-45 

  1. Voytishek A.V., Kablukova E.G. Usage of piece constant function approximations for numerical modelling of stochastic elements

  2. Balakin S.V. The Numerical Characteristics in Stochastic Sequences

  3. Makarov R.N., Shkarupa E.V. Functional algorithms of Monte Carlo method for solving boundary value problems

  4. Antipov M.V. Theoretical and Practical Solution of Problem of Random Values Generation

  5. Saenko V.V. Simulation of isotropic stable and fractional stable vectors and calculation their probability densities (abstract in russian)

22.06.2004

14-30 -- 16-30 

  1. Penenko V.V., Tsvetova E.A. Construction of orthogonal factor spaces for deterministic and stochastic models of nature processes (full text)

  2. Kolyukhin D., Sabelfeld K. Eulerian-Lagrangian stochastic model of transport in a porous layer

  3. Protasov A.V., Ogorodnikov V.A. Numerical method of stochastic modeling of an climatic pollution trajectories distribution in the atmosphere

  4. Cheremisin A.A., Yu.V.Vasiliev (abstract in russian)

16-45 -- 18-45 

  1. Antyufeev V.S. Solving a biological problem by the Monte Carlo method

  2. Pichugin B.Y. Stochastic model of the community of interacting individuals described by set of parameters (full text)

  3. Ozevin G., Mehrotra S. Self-Concordance of Recourse Function and a Decomposition-Based Interior Point Method for Two-Stage Stochastic Semidefinite Programs

  4. Faizullin R.T. Global heuristic for Euclidean traveling salesman problem (abstract in russian)

  5. Mogilenskikh D.V., Kolomeiko S. V., Melnikova S. N. Algorithm CONTOUR for Finding and Visualization of Flat Sections of 3D-Objects

24.06.2004

14-30 -- 16-30 

  1. Lukinov V.L., Mikhailov G.A. Calculation of the parametric derivaties and solution of the polyharmonic equation by the Monte Carlo method.

  2. Shalimova I., Sabelfeld K. and Levykin A. A random walk on fixed spheres and ellipsoids for boundary value problems

  3. Shakenov K.K. The decision of a Neumann's task for the Helmholtz equation by Monte Carlo methods (abstract in russian)

  4. Burmistrov A.V. "Walk by Spheres and Balls" Estimation of the Gradient of a Solution to the Stationary Diffusion Equation in the Multidimensional Case

16-45 -- 18-45 

  1. Golubyatnikov V.P., .., .., .. (abstract in russian)

  2. Simonov N.A., Mascagni M. Random walk algorithms for estimating electrostatic properties of large molecules

  3. Marchenko M. Stochastic simulation of spatially inhomogeneous coagulation in one-dimensional premixed flame

25.06.2004

14-30 -- 16-30 

  1. Averina T.A. Algorithm of statistical simulation of dynamic systems with separated time

  2. Averina T.A., Artemiev S.S. Numerical solution of unstable stochastic differential equations

  3. Gusev S.A. Monte Carlo estimation of derivatives of functionals of diffusion process using Malliavin calculus (abstract in russian)

  4. Yakunin M. Parameters estimation of stochastic models of prices of financial instruments (abstract in russian)

16-45 -- 18-45 

  1. Naumov A.A., Senitch V.V. Algorithms for effective control of experiments problems (abstract in russian)

  2. Bolycevcev A.D., Bolycevceva L.D., Lybimova N.A., Smolin Y.A. pproc. method...

  3. Lyubimova N.A. APPROXIMATION OF A METHODICAL ERROR OF DISCRETE AVERAGING OF CASUAL PROCESS BY A SEDATE NUMBER (LINE) (abstract in russian)

  4. Admaev O.V. The Probability Models of Estimating of Action of Trasnport on Environment (abstract in russian)

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