Информационная система "Конференции"

Programm
Stochastic simulation and Monte-Carlo methods

14-30 -- 16-30 (1) Transfer theory

Head: A.V.Voitishek

1. Kosarev N.I., Shkedov I.M. Transfer of radiation in the dense gages

2. Lotova G.Z. Сomparative analysis of local estimates of Monte Carlo method

3. Shkarupa E.V. The conditional optimization of the frequencies polygon method with the free-path estimator for global solution of the radiative

4. Yurkov D.I. Randomization method in estimating the parametric derivatives with polarization (full text)

16-45 -- 18-45 (2) Equations of mathematical Physics

Head: S.M.Prigarin

1. Sirenek V.A., Ponikarovski A.I. The Solution to a Three-Dimensional Hyperbolic Diffusion Equation by Monte Carlo Method

2. Sabelfeld K.K., Shalimova I.A. Decentered Random Walk on Spheres for static elasticity problems (full text)

3. Mascagni M., Simonov N.A. Random walk on boundary for reaction rate and capacitance calculations (full text)

4. Saenko V.V., Uchaikin V.V. Stochastic solution of partial equations of fractional orders

14-30 -- 16-30 (3) Statistical modeling

Head: V.V.Penenko

1. Sabelfeld K.K. Stochastic Lagrangian models for simulation of particle transport in porous media (full text)

2. Pertsev N.V., Pichugin B.Yu. Stochastic modelling of the individuals's community with their transformation and interaction

3. Protasov A.V., Ogorodnikov V.A. Dynamic probabilistic method of numerical modeling ofstochastic multidimensional fields (full text)

4. Shakenov K. The decision of one task of linear relaxational filtration by Monte Carlo's methods (full text)

16-45 -- 18-45 (4) Diffusion

Head: S.S.Artemiev

1. Penenko V.V., Tsvetova E.A. Deterministic and stochastic methods in the models of transport and transformation of pollutants (full text)

2. Prigarin S.M., Winkler G. Numerical solution of boundary value problems for stochastic differential equations on the basis of the Gibbs sampler

3. Averina T.A. Algorithm of statistic simulation of dynamic systems with conditional Markovian change of structure

4. Burmistrov A.V., Mikhailov G.A. Gradient estimation for concentration of the diffusion trajectories by Monte Carlo method (abstract in russian)

5. Gusev S.A. Application of Stochastic Differential Equations to Estimation of Derivatives of the Solution of a Parabolic Equation with respect to Spartial Variables

14-30 -- 16-30 (5) Finanses and Statistics

Head: A.S.Rodionov

1. Artemiev S.S., Titova A.A. The share's price statistical simulation

2. Novikov A.V., Ogorodnikov V.A. Stochastical model of price sequence (full text)

3. Marchenko M.A. Optimization and parallelization of statistical simulation of diffusion processeses (full text)

4. Naumov A.A. On efficiency of experimenting strategies (full text)

16-45 -- 18-45 (8) Modeling of random functions

Head: V.A.Ogorodnikov

1. Voitishek A.V., Kablukova E.G., Shvets V.V., Golovko N.G. Function approximations as probabilistic densities

2. Makhotkin O.A. Approximation of random variates by projection method (full text)

3. Ukhinova O.S. Numerical stochastic model of precipitation time series (full text)

4. Belov S.M. Joint numerical simulation of gaussian homogeneous field and its partial derivatives (full text)

14-30 -- 16-30 (7) Equations of mathematical Physics

Head: K.K.Sabelfeld

1. Prigarin S.M., Martin A. , Winkler G. Numerical algorithms to solve stochastic wave equation and stochastic Klein-Gordon equation

2. Abnizova I.I. Markov chain Monte Carlo applications in DNA sequencing analysis (full text)

3. Sirenek V.A. The Probabilistic Solution to One Evolutionary Equation

4. Makarov R.N. Special probabilistic represantation of solution of the third boundary value problem for the equations of parabolic type (full text)

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