Информационная система "Конференции"
International Conference on Numerical Methematics ICCM-2002
June, 24-28, 2002
Novosibirsk, Akademgorodok
Programm
Stochastic simulation and Monte-Carlo methods
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24.06.2002
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25.06.2002
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27.06.2002
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28.06.2002
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24.06.2002
14-30 -- 16-30 (1) Transfer theory
Head:
A.V.Voitishek
Kosarev N.I.
, Shkedov I.M.
Transfer of radiation in the dense gages
Lotova G.Z.
Сomparative analysis of local estimates of Monte Carlo method
Shkarupa E.V.
The conditional optimization of the frequencies polygon method with the free-path estimator for global solution of the radiative
Yurkov D.I.
Randomization method in estimating the parametric derivatives with polarization
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full text
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16-45 -- 18-45 (2) Equations of mathematical Physics
Head:
S.M.Prigarin
Sirenek V.A.
, Ponikarovski A.I.
The Solution to a Three-Dimensional Hyperbolic Diffusion Equation by Monte Carlo Method
Sabelfeld K.K.
,
Shalimova I.A.
Decentered Random Walk on Spheres for static elasticity problems
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full text
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Mascagni M.,
Simonov N.A.
Random walk on boundary for reaction rate and capacitance calculations
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full text
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Saenko V.V.
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Uchaikin V.V.
Stochastic solution of partial equations of fractional orders
25.06.2002
14-30 -- 16-30 (3) Statistical modeling
Head:
V.V.Penenko
Sabelfeld K.K.
Stochastic Lagrangian models for simulation of particle transport in porous media
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full text
)
Pertsev N.V.
,
Pichugin B.Yu.
Stochastic modelling of the individuals's community with their transformation and interaction
Protasov A.V.
,
Ogorodnikov V.A.
Dynamic probabilistic method of numerical modeling ofstochastic multidimensional fields
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full text
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Shakenov K.
The decision of one task of linear relaxational filtration by Monte Carlo's methods
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full text
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16-45 -- 18-45 (4) Diffusion
Head:
S.S.Artemiev
Penenko V.V.
, Tsvetova E.A.
Deterministic and stochastic methods in the models of transport and transformation of pollutants
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full text
)
Prigarin S.M.
, Winkler G.
Numerical solution of boundary value problems for stochastic differential equations on the basis of the Gibbs sampler
Averina T.A.
Algorithm of statistic simulation of dynamic systems with conditional Markovian change of structure
Burmistrov A.V.
,
Mikhailov G.A.
Gradient estimation for concentration of the diffusion trajectories by Monte Carlo method
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abstract in russian
)
Gusev S.A.
Application of Stochastic Differential Equations to Estimation of Derivatives of the Solution of a Parabolic Equation with respect to Spartial Variables
27.06.2002
14-30 -- 16-30 (5) Finanses and Statistics
Head:
A.S.Rodionov
Artemiev S.S.
,
Titova A.A.
The share's price statistical simulation
Novikov A.V.
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Ogorodnikov V.A.
Stochastical model of price sequence
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full text
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Marchenko M.A.
Optimization and parallelization of statistical simulation of diffusion processeses
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full text
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Naumov A.A.
On efficiency of experimenting strategies
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full text
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16-45 -- 18-45 (8) Modeling of random functions
Head:
V.A.Ogorodnikov
Voitishek A.V.
,
Kablukova E.G.
,
Shvets V.V.
,
Golovko N.G.
Function approximations as probabilistic densities
Makhotkin O.A.
Approximation of random variates by projection method
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full text
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Ukhinova O.S.
Numerical stochastic model of precipitation time series
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full text
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Belov S.M.
Joint numerical simulation of gaussian homogeneous field and its partial derivatives
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full text
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28.06.2002
14-30 -- 16-30 (7) Equations of mathematical Physics
Head:
K.K.Sabelfeld
Prigarin S.M.
, Martin A. , Winkler G.
Numerical algorithms to solve stochastic wave equation and stochastic Klein-Gordon equation
Abnizova I.I.
Markov chain Monte Carlo applications in DNA sequencing analysis
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full text
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Sirenek V.A.
The Probabilistic Solution to One Evolutionary Equation
Makarov R.N.
Special probabilistic represantation of solution of the third boundary value problem for the equations of parabolic type
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full text
)
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