Guidotti, Nicolas L.; Acebrón, Juan A.; Monteiro, José A stochastic method for solving time-fractional differential equations. (English) Zbl 07824632 Comput. Math. Appl. 159, 240-253 (2024). MSC: 65-XX 60-XX PDFBibTeX XMLCite \textit{N. L. Guidotti} et al., Comput. Math. Appl. 159, 240--253 (2024; Zbl 07824632) Full Text: DOI arXiv
Saci, Oualid; Baiche, Leila; Ourbih-Tari, Megdouda Maximum likelihood estimation of parameters of a random variable using Monte Carlo methods. (English) Zbl 1521.62010 Sankhyā, Ser. A 85, No. 1, 540-571 (2023). MSC: 62-08 62F10 65C05 PDFBibTeX XMLCite \textit{O. Saci} et al., Sankhyā, Ser. A 85, No. 1, 540--571 (2023; Zbl 1521.62010) Full Text: DOI
Todorov, Venelin; Dimov, Ivan; Georgieva, Rayna; Ostromsky, Tzvetan Optimized stochastic approaches based on Sobol quasirandom sequences for Fredholm integral equations of the second kind. (English) Zbl 1521.65148 Georgiev, Ivan (ed.) et al., Numerical methods and applications. 10th international conference, NMA 2022, Borovets, Bulgaria, August 22–26, 2022. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 13858, 302-313 (2023). MSC: 65R20 45B05 65C05 PDFBibTeX XMLCite \textit{V. Todorov} et al., Lect. Notes Comput. Sci. 13858, 302--313 (2023; Zbl 1521.65148) Full Text: DOI
Ostromsky, Tzvetan; Todorov, Venelin; Dimov, Ivan; Georgieva, Rayna Sensitivity analysis of an air pollution model with using innovative Monte Carlo methods in calculating multidimensional integrals. (English) Zbl 1521.92100 Georgiev, Ivan (ed.) et al., Numerical methods and applications. 10th international conference, NMA 2022, Borovets, Bulgaria, August 22–26, 2022. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 13858, 258-270 (2023). MSC: 92D40 65Y05 65C05 86A10 PDFBibTeX XMLCite \textit{T. Ostromsky} et al., Lect. Notes Comput. Sci. 13858, 258--270 (2023; Zbl 1521.92100) Full Text: DOI
Todorov, Venelin; Dimov, Ivan; Georgieva, Rayna Advanced biased stochastic approach for solving Fredholm integral equations. (English) Zbl 1522.65264 Fidanova, Stefka (ed.), Recent advances in computational optimization. Results of the workshop on computational optimization, WCO 2021. Cham: Springer. Stud. Comput. Intell. 1044, 349-371 (2022). MSC: 65R20 45B05 65C05 PDFBibTeX XMLCite \textit{V. Todorov} et al., Stud. Comput. Intell. 1044, 349--371 (2022; Zbl 1522.65264) Full Text: DOI
Todorov, Venelin An overview of lattice and adaptive approaches for multidimensional integrals. (English) Zbl 1522.65034 Fidanova, Stefka (ed.), Recent advances in computational optimization. Results of the workshop on computational optimization, WCO 2021. Cham: Springer. Stud. Comput. Intell. 1044, 333-348 (2022). MSC: 65D30 65C05 PDFBibTeX XMLCite \textit{V. Todorov}, Stud. Comput. Intell. 1044, 333--348 (2022; Zbl 1522.65034) Full Text: DOI
Todorov, Venelin; Dimov, Ivan An efficient adaptive Monte Carlo approach for multidimensional quantum mechanics. (English) Zbl 1522.81010 Fidanova, Stefka (ed.), Recent advances in computational optimization. Results of the workshop on computational optimization, WCO 2021. Cham: Springer. Stud. Comput. Intell. 1044, 315-332 (2022). MSC: 81-08 65C05 81S30 PDFBibTeX XMLCite \textit{V. Todorov} and \textit{I. Dimov}, Stud. Comput. Intell. 1044, 315--332 (2022; Zbl 1522.81010) Full Text: DOI
Todorov, Venelin Advanced Monte Carlo methods to neural networks. (English) Zbl 1522.65010 Fidanova, Stefka (ed.), Recent advances in computational optimization. Results of the workshop on computational optimization, WCO 2021. Cham: Springer. Stud. Comput. Intell. 1044, 303-314 (2022). MSC: 65C05 65C99 68T07 PDFBibTeX XMLCite \textit{V. Todorov}, Stud. Comput. Intell. 1044, 303--314 (2022; Zbl 1522.65010) Full Text: DOI
Todorov, Venelin On a full Monte Carlo approach to computational finance. (English) Zbl 1522.91314 Fidanova, Stefka (ed.), Recent advances in computational optimization. Results of the workshop on computational optimization, WCO 2021. Cham: Springer. Stud. Comput. Intell. 1044, 289-302 (2022). MSC: 91G60 65C05 91G20 PDFBibTeX XMLCite \textit{V. Todorov}, Stud. Comput. Intell. 1044, 289--302 (2022; Zbl 1522.91314) Full Text: DOI
Cherabli, Meriem; Ourbih-Tari, Megdouda; Boubalou, Meriem Refined descriptive sampling simulated annealing algorithm for solving the traveling salesman problem. (English) Zbl 1493.65008 Monte Carlo Methods Appl. 28, No. 2, 175-188 (2022). MSC: 65C05 65C10 90C27 90C59 PDFBibTeX XMLCite \textit{M. Cherabli} et al., Monte Carlo Methods Appl. 28, No. 2, 175--188 (2022; Zbl 1493.65008) Full Text: DOI
Dimov, Ivan; Todorov, Venelin; Sabelfeld, Karl A study of highly efficient stochastic sequences for multidimensional sensitivity analysis. (English) Zbl 1489.65007 Monte Carlo Methods Appl. 28, No. 1, 1-12 (2022). MSC: 65C05 PDFBibTeX XMLCite \textit{I. Dimov} et al., Monte Carlo Methods Appl. 28, No. 1, 1--12 (2022; Zbl 1489.65007) Full Text: DOI
Belomestny, D.; Moulines, E.; Samsonov, S. Variance reduction for additive functionals of Markov chains via martingale representations. (English) Zbl 1482.62003 Stat. Comput. 32, No. 1, Paper No. 16, 22 p. (2022). MSC: 62-08 PDFBibTeX XMLCite \textit{D. Belomestny} et al., Stat. Comput. 32, No. 1, Paper No. 16, 22 p. (2022; Zbl 1482.62003) Full Text: DOI arXiv
Boukabour, Seloua; Masmoudi, Afif On the consistency of Bayes estimates for the infinite continuous mixture of Dirichlet distributions. (English) Zbl 1499.62110 Hacet. J. Math. Stat. 50, No. 5, 1534-1547 (2021). MSC: 62F15 62F12 PDFBibTeX XMLCite \textit{S. Boukabour} and \textit{A. Masmoudi}, Hacet. J. Math. Stat. 50, No. 5, 1534--1547 (2021; Zbl 1499.62110) Full Text: DOI
Sabelfeld, Karl K.; Smirnov, Dmitry; Dimov, Ivan; Todorov, Venelin A global random walk on grid algorithm for second order elliptic equations. (English) Zbl 1480.65011 Monte Carlo Methods Appl. 27, No. 4, 325-339 (2021). MSC: 65C05 65C20 PDFBibTeX XMLCite \textit{K. K. Sabelfeld} et al., Monte Carlo Methods Appl. 27, No. 4, 325--339 (2021; Zbl 1480.65011) Full Text: DOI
Ostromsky, Tzvetan; Todorov, Venelin; Dimov, Ivan; Zlatev, Zahari Sensitivity studies of an air pollution model by using efficient stochastic algorithms for multidimensional numerical integration. (English) Zbl 07243187 Dimov, Ivan (ed.) et al., Advances in high performance computing. Results of the international conference on high performance computing, Borovets, Bulgaria, September 2–6, 2019. Cham: Springer. Stud. Comput. Intell. 902, 184-195 (2021). MSC: 65-XX 86-XX PDFBibTeX XMLCite \textit{T. Ostromsky} et al., Stud. Comput. Intell. 902, 184--195 (2021; Zbl 07243187) Full Text: DOI
Todorov, Venelin; Ikonomov, Nikolay; Apostolov, Stoyan; Dimov, Ivan; Georgieva, Rayna; Dimitrov, Yuri An improved “walk on equations” Monte Carlo algorithm for linear algebraic systems. (English) Zbl 1505.65167 Fidanova, Stefka (ed.), Recent advances in computational optimization. Results of the 9th international workshop on computational optimization, WCO, and numerical search and optimization, Poznan, Poland, September 9–12, 2018. Cham: Springer. Stud. Comput. Intell. 838, 215-236 (2020). MSC: 65F10 65C05 PDFBibTeX XMLCite \textit{V. Todorov} et al., Stud. Comput. Intell. 838, 215--236 (2020; Zbl 1505.65167) Full Text: DOI
Acebrón, Juan A.; Herrero, José R.; Monteiro, José A highly parallel algorithm for computing the action of a matrix exponential on a vector based on a multilevel Monte Carlo method. (English) Zbl 1451.65056 Comput. Math. Appl. 79, No. 12, 3495-3515 (2020). MSC: 65F60 65Y05 65C05 PDFBibTeX XMLCite \textit{J. A. Acebrón} et al., Comput. Math. Appl. 79, No. 12, 3495--3515 (2020; Zbl 1451.65056) Full Text: DOI arXiv
Todorov, Venelin; Dimov, Ivan Efficient stochastic approaches for multidimensional integrals in Bayesian statistics. (English) Zbl 07223057 Lirkov, Ivan (ed.) et al., Large-scale scientific computing. 12th international conference, LSSC 2019, Sozopol, Bulgaria, June 10–14, 2019. Revised selected papers. Cham: Springer. Lect. Notes Comput. Sci. 11958, 454-462 (2020). MSC: 65-XX PDFBibTeX XMLCite \textit{V. Todorov} and \textit{I. Dimov}, Lect. Notes Comput. Sci. 11958, 454--462 (2020; Zbl 07223057) Full Text: DOI
Acebrón, Juan A. A probabilistic linear solver based on a multilevel Monte Carlo method. (English) Zbl 1527.65001 J. Sci. Comput. 82, No. 3, Paper No. 65, 22 p. (2020). MSC: 65C05 65F99 65Y05 PDFBibTeX XMLCite \textit{J. A. Acebrón}, J. Sci. Comput. 82, No. 3, Paper No. 65, 22 p. (2020; Zbl 1527.65001) Full Text: DOI Link
Ouadhi, Kahina; Ourbih-Tari, Megdouda Monte Carlo simulation of ordinary least squares estimator through linear regression adaptive refined descriptive sampling algorithm. (English) Zbl 07530630 Commun. Stat., Theory Methods 48, No. 4, 865-875 (2019). MSC: 11K45 62G07 62J05 PDFBibTeX XMLCite \textit{K. Ouadhi} and \textit{M. Ourbih-Tari}, Commun. Stat., Theory Methods 48, No. 4, 865--875 (2019; Zbl 07530630) Full Text: DOI
Acebrón, Juan A. A Monte Carlo method for computing the action of a matrix exponential on a vector. (English) Zbl 1433.65087 Appl. Math. Comput. 362, Article ID 124545, 13 p. (2019). MSC: 65F60 15A16 65C05 65Y05 PDFBibTeX XMLCite \textit{J. A. Acebrón}, Appl. Math. Comput. 362, Article ID 124545, 13 p. (2019; Zbl 1433.65087) Full Text: DOI arXiv Link
Dimov, I. T.; Maire, S. A new unbiased stochastic algorithm for solving linear Fredholm equations of the second kind. (English) Zbl 1444.45001 Adv. Comput. Math. 45, No. 3, 1499-1519 (2019). MSC: 45B05 46L05 65C05 65R20 PDFBibTeX XMLCite \textit{I. T. Dimov} and \textit{S. Maire}, Adv. Comput. Math. 45, No. 3, 1499--1519 (2019; Zbl 1444.45001) Full Text: DOI
Sellier, Jean Michel Combining neural networks and signed particles to simulate quantum systems more efficiently. (English) Zbl 1514.81097 Physica A 496, 62-71 (2018). MSC: 81P68 PDFBibTeX XMLCite \textit{J. M. Sellier}, Physica A 496, 62--71 (2018; Zbl 1514.81097) Full Text: DOI arXiv
Belomestny, D. V.; Iosipoi, L. S.; Zhivotovskiy, N. K. Variance reduction in Monte Carlo estimators via empirical variance minimization. (English. Russian original) Zbl 1409.62146 Dokl. Math. 98, No. 2, 494-497 (2018); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 482, No. 6, 627-630 (2018). MSC: 62J10 62H12 65C05 PDFBibTeX XMLCite \textit{D. V. Belomestny} et al., Dokl. Math. 98, No. 2, 494--497 (2018; Zbl 1409.62146); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 482, No. 6, 627--630 (2018) Full Text: DOI
Feng, Yuehua; Xiao, Jianwei; Gu, Ming Randomized complete pivoting for solving symmetric indefinite linear systems. (English) Zbl 1404.65013 SIAM J. Matrix Anal. Appl. 39, No. 4, 1616-1641 (2018). MSC: 65F05 15A06 15A23 PDFBibTeX XMLCite \textit{Y. Feng} et al., SIAM J. Matrix Anal. Appl. 39, No. 4, 1616--1641 (2018; Zbl 1404.65013) Full Text: DOI arXiv
Tamiti, Kenza; Ourbih-Tari, Megdouda; Aloui, Abdelouhab; Idjis, Khelidja The use of variance reduction, relative error and bias in testing the performance of M/G/1 retrial queues estimators in Monte Carlo simulation. (English) Zbl 1497.65011 Monte Carlo Methods Appl. 24, No. 3, 165-178 (2018). MSC: 65C05 90B22 37M05 11K45 62D05 PDFBibTeX XMLCite \textit{K. Tamiti} et al., Monte Carlo Methods Appl. 24, No. 3, 165--178 (2018; Zbl 1497.65011) Full Text: DOI
Kouri, D. P. A measure approximation for distributionally robust PDE-constrained optimization problems. (English) Zbl 1381.49021 SIAM J. Numer. Anal. 55, No. 6, 3147-3172 (2017). MSC: 49K20 49K35 49J52 49J55 65K05 90C15 PDFBibTeX XMLCite \textit{D. P. Kouri}, SIAM J. Numer. Anal. 55, No. 6, 3147--3172 (2017; Zbl 1381.49021) Full Text: DOI
Dimitrov, Stoyan; Dimov, Ivan; Todorov, Venelin Latin hypercube sampling and Fibonacci based lattice method comparison for computation of multidimensional integrals. (English) Zbl 1368.65033 Dimov, Ivan (ed.) et al., Numerical analysis and its applications. 6th international conference, NAA 2016, Lozenetz, Bulgaria, June 15–22, 2016. Revised selected papers. Cham: Springer (ISBN 978-3-319-57098-3/pbk; 978-3-319-57099-0/ebook). Lecture Notes in Computer Science 10187, 302-310 (2017). MSC: 65D32 65C05 41A55 41A63 PDFBibTeX XMLCite \textit{S. Dimitrov} et al., Lect. Notes Comput. Sci. 10187, 302--310 (2017; Zbl 1368.65033) Full Text: DOI
Sellier, J. M.; Dimov, I. On a full Monte Carlo approach to quantum mechanics. (English) Zbl 1400.81133 Physica A 463, 45-62 (2016). MSC: 81S30 82B80 PDFBibTeX XMLCite \textit{J. M. Sellier} and \textit{I. Dimov}, Physica A 463, 45--62 (2016; Zbl 1400.81133) Full Text: DOI
Chatterjee, Kausik A new Green’s function Monte Carlo algorithm for the estimation of the derivative of the solution of Helmholtz equation subject to Neumann and mixed boundary conditions. (English) Zbl 1349.65237 J. Comput. Phys. 315, 264-272 (2016). MSC: 65L10 65C05 PDFBibTeX XMLCite \textit{K. Chatterjee}, J. Comput. Phys. 315, 264--272 (2016; Zbl 1349.65237) Full Text: DOI
Acebrón, Juan A.; Ribeiro, Marco A. A Monte Carlo method for solving the one-dimensional telegraph equations with boundary conditions. (English) Zbl 1349.65533 J. Comput. Phys. 305, 29-43 (2016). MSC: 65M75 65C05 PDFBibTeX XMLCite \textit{J. A. Acebrón} and \textit{M. A. Ribeiro}, J. Comput. Phys. 305, 29--43 (2016; Zbl 1349.65533) Full Text: DOI Link
Sellier, J. M.; Sviercoski, R. F.; Dimov, I. On the Wigner Monte Carlo method coupled to pseudopotential models. (English) Zbl 1325.81197 J. Comput. Appl. Math. 293, 217-222 (2016). MSC: 81V55 81V45 81V70 65C05 68U20 PDFBibTeX XMLCite \textit{J. M. Sellier} et al., J. Comput. Appl. Math. 293, 217--222 (2016; Zbl 1325.81197) Full Text: DOI
Sellier, J. M.; Nedjalkov, M.; Dimov, I.; Selberherr, S. A comparison of approaches for the solution of the Wigner equation. (English) Zbl 07313304 Math. Comput. Simul. 107, 108-119 (2015). MSC: 81-XX 82-XX PDFBibTeX XMLCite \textit{J. M. Sellier} et al., Math. Comput. Simul. 107, 108--119 (2015; Zbl 07313304) Full Text: DOI
Ostromsky, Tzvetan; Dimov, Ivan; Alexandrov, Vassil; Zlatev, Zahari Preparing input data for sensitivity analysis of an air pollution model by using high-performance supercomputers and algorithms. (English) Zbl 1443.91003 Comput. Math. Appl. 70, No. 11, 2773-2782 (2015). MSC: 91-08 65Y05 91B76 PDFBibTeX XMLCite \textit{T. Ostromsky} et al., Comput. Math. Appl. 70, No. 11, 2773--2782 (2015; Zbl 1443.91003) Full Text: DOI
Weinbub, Josef; Ellinghaus, Paul; Selberherr, Siegfried Parallelization of the two-dimensional Wigner Monte Carlo method. (English) Zbl 07227079 Lirkov, Ivan (ed.) et al., Large-scale scientific computing. 10th international conference, LSSC 2015, Sozopol, Bulgaria, June 8–12, 2015. Revised selected papers. Cham: Springer. Lect. Notes Comput. Sci. 9374, 309-316 (2015). MSC: 65-XX PDFBibTeX XMLCite \textit{J. Weinbub} et al., Lect. Notes Comput. Sci. 9374, 309--316 (2015; Zbl 07227079) Full Text: DOI
Cervenka, Johann; Ellinghaus, Paul; Nedjalkov, Mihail; Langer, Erasmus Optimization of the deterministic solution of the discrete Wigner equation. (English) Zbl 07227074 Lirkov, Ivan (ed.) et al., Large-scale scientific computing. 10th international conference, LSSC 2015, Sozopol, Bulgaria, June 8–12, 2015. Revised selected papers. Cham: Springer. Lect. Notes Comput. Sci. 9374, 269-276 (2015). MSC: 65-XX PDFBibTeX XMLCite \textit{J. Cervenka} et al., Lect. Notes Comput. Sci. 9374, 269--276 (2015; Zbl 07227074) Full Text: DOI
Dimov, Ivan; Maire, Sylvain; Sellier, Jean Michel A new walk on equations Monte Carlo method for solving systems of linear algebraic equations. (English) Zbl 1443.65041 Appl. Math. Modelling 39, No. 15, 4494-4510 (2015). MSC: 65F10 15A06 65C05 PDFBibTeX XMLCite \textit{I. Dimov} et al., Appl. Math. Modelling 39, No. 15, 4494--4510 (2015; Zbl 1443.65041) Full Text: DOI
Sellier, J. M.; Nedjalkov, M.; Dimov, I. An introduction to applied quantum mechanics in the Wigner Monte Carlo formalism. (English) Zbl 1357.81133 Phys. Rep. 577, 1-34 (2015). MSC: 81S30 81V70 PDFBibTeX XMLCite \textit{J. M. Sellier} et al., Phys. Rep. 577, 1--34 (2015; Zbl 1357.81133) Full Text: DOI
Cervenka, Johann; Ellinghaus, Paul; Nedjalkov, Mihail Deterministic solution of the discrete Wigner equation. (English) Zbl 1361.81085 Dimov, Ivan (ed.) et al., Numerical methods and applications. 8th international conference, NMA 2014, Borovets, Bulgaria, August 20–24, 2014. Revised selected papers. Berlin: Springer (ISBN 978-3-319-15584-5/pbk). Lecture Notes in Computer Science 8962, 149-156 (2015). MSC: 81S30 81Q05 39A12 81T80 PDFBibTeX XMLCite \textit{J. Cervenka} et al., Lect. Notes Comput. Sci. 8962, 149--156 (2015; Zbl 1361.81085) Full Text: DOI
Ourbih-Tari, Megdouda; Guebli, Sofia A comparison of methods for selecting values of simulation input variables. (English) Zbl 1351.62027 ESAIM, Probab. Stat. 19, 135-147 (2015). MSC: 62D05 65C05 62H12 37M05 PDFBibTeX XMLCite \textit{M. Ourbih-Tari} and \textit{S. Guebli}, ESAIM, Probab. Stat. 19, 135--147 (2015; Zbl 1351.62027) Full Text: DOI
Sellier, J. M.; Dimov, I. A Wigner approach to the study of wave packets in ordered and disordered arrays of dopants. (English) Zbl 1395.82255 Physica A 406, 185-190 (2014). MSC: 82D37 PDFBibTeX XMLCite \textit{J. M. Sellier} and \textit{I. Dimov}, Physica A 406, 185--190 (2014; Zbl 1395.82255) Full Text: DOI
Sellier, J. M.; Dimov, I. The many-body Wigner Monte Carlo method for time-dependent ab-initio quantum simulations. (English) Zbl 1351.82088 J. Comput. Phys. 273, 589-597 (2014). MSC: 82C80 82C10 65C05 81P68 PDFBibTeX XMLCite \textit{J. M. Sellier} and \textit{I. Dimov}, J. Comput. Phys. 273, 589--597 (2014; Zbl 1351.82088) Full Text: DOI
Sellier, J. M.; Dimov, I. A Wigner Monte Carlo approach to density functional theory. (English) Zbl 1349.81132 J. Comput. Phys. 270, 265-277 (2014). MSC: 81T10 PDFBibTeX XMLCite \textit{J. M. Sellier} and \textit{I. Dimov}, J. Comput. Phys. 270, 265--277 (2014; Zbl 1349.81132) Full Text: DOI
Dimov, Ivan T.; Georgieva, Raya; Ostromsky, Tzvetan; Zlatev, Zahari Sensitivity studies of pollutant concentrations calculated by the UNI-DEM with respect to the input emissions. (English) Zbl 1321.92081 Cent. Eur. J. Math. 11, No. 8, 1531-1545 (2013). MSC: 92D40 62P12 62J10 65C05 PDFBibTeX XMLCite \textit{I. T. Dimov} et al., Cent. Eur. J. Math. 11, No. 8, 1531--1545 (2013; Zbl 1321.92081) Full Text: DOI
Gnecco, Giorgio; Gori, Marco; Sanguineti, Marcello Learning with boundary conditions. (English) Zbl 1269.68080 Neural Comput. 25, No. 4, 1029-1106 (2013). MSC: 68T05 68Q32 65K10 35Q94 46E22 PDFBibTeX XMLCite \textit{G. Gnecco} et al., Neural Comput. 25, No. 4, 1029--1106 (2013; Zbl 1269.68080) Full Text: DOI
Vajargah, Behrouz Fathi; Mehrdoust, Farshid Partitioning inverse Monte Carlo iterative algorithm for finding the three smallest eigenpairs of generalized eigenvalue problem. (English) Zbl 1217.65005 Adv. Numer. Anal. 2011, Article ID 826376, 9 p. (2011). MSC: 65C05 65F15 PDFBibTeX XMLCite \textit{B. F. Vajargah} and \textit{F. Mehrdoust}, Adv. Numer. Anal. 2011, Article ID 826376, 9 p. (2011; Zbl 1217.65005) Full Text: DOI EuDML
Stefanov, Stefan K. Particle Monte Carlo algorithms with small number of particles in grid cells. (English) Zbl 1317.65021 Dimov, Ivan (ed.) et al., Numerical methods and applications. 7th international conference, NMA 2010, Borovets, Bulgaria, August 20–24, 2010. Revised papers. Berlin: Springer (ISBN 978-3-642-18465-9/pbk). Lecture Notes in Computer Science 6046, 110-117 (2011). MSC: 65C05 76L05 76P05 PDFBibTeX XMLCite \textit{S. K. Stefanov}, Lect. Notes Comput. Sci. 6046, 110--117 (2011; Zbl 1317.65021) Full Text: DOI
Dimov, Ivan; Georgieva, Rayna Monte Carlo method for numerical integration based on Sobol’s sequences. (English) Zbl 1317.65007 Dimov, Ivan (ed.) et al., Numerical methods and applications. 7th international conference, NMA 2010, Borovets, Bulgaria, August 20–24, 2010. Revised papers. Berlin: Springer (ISBN 978-3-642-18465-9/pbk). Lecture Notes in Computer Science 6046, 50-59 (2011). MSC: 65C05 65C10 65D30 PDFBibTeX XMLCite \textit{I. Dimov} and \textit{R. Georgieva}, Lect. Notes Comput. Sci. 6046, 50--59 (2011; Zbl 1317.65007) Full Text: DOI
Sabelfeld, Karl Stochastic algorithms in linear algebra – beyond the Markov chains and von Neumann-Ulam scheme. (English) Zbl 1317.65020 Dimov, Ivan (ed.) et al., Numerical methods and applications. 7th international conference, NMA 2010, Borovets, Bulgaria, August 20–24, 2010. Revised papers. Berlin: Springer (ISBN 978-3-642-18465-9/pbk). Lecture Notes in Computer Science 6046, 14-28 (2011). MSC: 65C05 65C50 65F10 PDFBibTeX XMLCite \textit{K. Sabelfeld}, Lect. Notes Comput. Sci. 6046, 14--28 (2011; Zbl 1317.65020) Full Text: DOI
Morohosi, Hozumi Measuring the network robustness by Monte Carlo estimation of shortest path length distribution. (English) Zbl 1230.90051 Math. Comput. Simul. 81, No. 3, 551-559 (2010). MSC: 90B15 65C05 PDFBibTeX XMLCite \textit{H. Morohosi}, Math. Comput. Simul. 81, No. 3, 551--559 (2010; Zbl 1230.90051) Full Text: DOI
Srinivasan, A. Monte Carlo linear solvers with non-diagonal splitting. (English) Zbl 1190.65054 Math. Comput. Simul. 80, No. 6, 1133-1143 (2010). MSC: 65F10 65C05 PDFBibTeX XMLCite \textit{A. Srinivasan}, Math. Comput. Simul. 80, No. 6, 1133--1143 (2010; Zbl 1190.65054) Full Text: DOI