Monte Carlo Methods and Applications Short Title: Monte Carlo Methods Appl. Publisher: De Gruyter, Berlin ISSN: 0929-9629; 1569-3961/e Online: http://www.degruyter.com/view/j/mcma Comments: Journal; Indexed cover-to-cover Documents Indexed: 640 Publications (since 1995) References Indexed: 354 Publications with 6,704 References. all top 5 Latest Issues 30, No. 1 (2024) 29, No. 4 (2023) 29, No. 3 (2023) 29, No. 2 (2023) 29, No. 1 (2023) 28, No. 4 (2022) 28, No. 3 (2022) 28, No. 2 (2022) 28, No. 1 (2022) 27, No. 4 (2021) 27, No. 3 (2021) 27, No. 2 (2021) 27, No. 1 (2021) 26, No. 4 (2020) 26, No. 3 (2020) 26, No. 2 (2020) 26, No. 1 (2020) 25, No. 4 (2019) 25, No. 3 (2019) 25, No. 2 (2019) 25, No. 1 (2019) 24, No. 4 (2018) 24, No. 3 (2018) 24, No. 2 (2018) 24, No. 1 (2018) 23, No. 4 (2017) 23, No. 3 (2017) 23, No. 2 (2017) 23, No. 1 (2017) 22, No. 4 (2016) 22, No. 3 (2016) 22, No. 2 (2016) 22, No. 1 (2016) 21, No. 4 (2015) 21, No. 3 (2015) 21, No. 2 (2015) 21, No. 1 (2015) 20, No. 4 (2014) 20, No. 3 (2014) 20, No. 2 (2014) 20, No. 1 (2014) 19, No. 4 (2013) 19, No. 3 (2013) 19, No. 2 (2013) 19, No. 1 (2013) 18, No. 4 (2012) 18, No. 3 (2012) 18, No. 2 (2012) 18, No. 1 (2012) 17, No. 4 (2011) 17, No. 3 (2011) 17, No. 2 (2011) 17, No. 1 (2011) 16, No. 3-4 (2010) 16, No. 2 (2010) 16, No. 1 (2010) 15, No. 4 (2009) 15, No. 3 (2009) 15, No. 2 (2009) 15, No. 1 (2009) 14, No. 4 (2008) 14, No. 3 (2008) 14, No. 2 (2008) 14, No. 1 (2008) 13, No. 5-6 (2007) 13, No. 4 (2007) 13, No. 3 (2007) 13, No. 2 (2007) 13, No. 1 (2007) 12, No. 5-6 (2006) 12, No. 3-4 (2006) 12, No. 2 (2006) 12, No. 1 (2006) 11, No. 4 (2005) 11, No. 3 (2005) 11, No. 2 (2005) 11, No. 1 (2005) 10, No. 3-4 (2004) 10, No. 2 (2004) 10, No. 1 (2004) 9, No. 4 (2003) 9, No. 3 (2003) 9, No. 2 (2003) 9, No. 1 (2003) 8, No. 4 (2002) 8, No. 3 (2002) 8, No. 2 (2002) 8, No. 1 (2002) 7, No. 3-4 (2001) 7, No. 1-2 (2001) 6, No. 4 (2000) 6, No. 3 (2000) 6, No. 2 (2000) 6, No. 1 (2000) 5, No. 4 (1999) 5, No. 3 (1999) 5, No. 2 (1999) 5, No. 1 (1999) 4, No. 4 (1998) 4, No. 3 (1998) ...and 12 more Volumes all top 5 Authors 71 Sabelfeld, Karl Karlovich 21 Mascagni, Michael V. 16 Kurbanmuradov, Orazgeldi 13 Shalimova, Irina A. 11 Pagès, Gilles 11 Sobol’, Il’ya Meerovich 10 Kolyukhin, Dmitry Romanovich 8 Dimov, Ivan Todor 8 Levykin, Alexander I. 8 Mori, Makoto 8 Wagner, Wolfgang 7 Ermakov, Sergeĭ Mikhaĭlovich 7 Halidias, Nikolaos 7 Halton, John H. 7 Kolodko, Anastasya A. 7 Nasroallah, Abdelaziz 7 Ogawa, Shigeyoshi 7 Shukhman, Boris V. 7 Yamada, Toshihiro 6 Grecksch, Wilfried 6 Kozachenko, Yuriĭ Vasyl’ovych 6 Simonov, Nikolai A. 6 Voĭtishek, Anton Vaclavovich 5 Egorov, Aleksandr Dmitrievich 5 Gobet, Emmanuel 5 Grigoriu, Mircea Dan 5 Hiderah, Kamal 5 Lejay, Antoine 5 Maire, Sylvain 5 Nadarajah, Saralees 5 Ökten, Giray 5 Tempone, Raúl F. 5 Tuffin, Bruno 4 Jourdain, Benjamin 4 Karaivanova, Aneta 4 Kireeva, Anastasiya E. 4 Kraft, Markus 4 Lécot, Christian 4 Lelong, Jérôme 4 Minier, Jean-Pierre 4 Nedjalkov, Mihail 4 Printems, Jacques 4 Saleeby, Elias George 4 Sugita, Hiroshi 4 Takashima, Keizo 4 Zio, Enrico 3 Alaoui, Mohammed 3 Atanassov, Emanouil I. 3 Baliti, Jamal 3 Bally, Vlad 3 Borisov, N. M. 3 Bouazza, Abdelkader 3 Chi, Hongmei 3 Guiaş, Flavius 3 Hausenblas, Erika 3 Heinz, Stefan 3 Hin, Lin-Yee 3 Hssikou, Mohamed 3 Hwang, Chi-Ok 3 Kawai, Reiichiro 3 Lang, Annika 3 Li, Yaohang 3 Ourbih-Tari, Megdouda 3 Panin, M. P. 3 Pham, Huong Thi Thu 3 Platen, Eckhard 3 Rogasinsky, Sergey V. 3 Rowe, Daniel B. 3 Russo, Francesco 3 Sahoo, L. N. 3 Schoenmakers, John G. M. 3 Selberherr, Siegfried 3 Shkarupa, Elena V. 3 Smidts, O. F. 3 Tanré, Etienne 3 Tichy, Robert Franz 3 Uhl, Andreas 3 Warin, Xavier 3 Yaguchi, Hirotake 3 Zhuravlev, Konstantin S. 3 Zougab, Nabil 2 Aissani, Djamil 2 Aksyuk, Ivan 2 Albrecher, Hansjörg 2 Aloui, Abdelouhab 2 Alsolami, Maryam 2 Anh, Vo V. 2 Antipov, M. V. 2 Antyufeev, Victor S. 2 Arsham, Hossein 2 Averina, Tat’yana Aleksandrovna 2 Balvet, Guilhem 2 Benabdallah, Mohsine 2 Bishwal, Jaya P. N. 2 Bossy, Mireille 2 Boubalou, Meriem 2 Bouleau, Nicolas 2 Bounnite, Mohamed Yasser 2 Campillo, Fabien 2 Caramellino, Lucia ...and 663 more Authors all top 5 Fields 491 Numerical analysis (65-XX) 232 Probability theory and stochastic processes (60-XX) 113 Statistics (62-XX) 81 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 66 Fluid mechanics (76-XX) 64 Statistical mechanics, structure of matter (82-XX) 55 Number theory (11-XX) 53 Partial differential equations (35-XX) 24 Integral equations (45-XX) 20 Computer science (68-XX) 19 Ordinary differential equations (34-XX) 15 Dynamical systems and ergodic theory (37-XX) 13 Geophysics (86-XX) 13 Operations research, mathematical programming (90-XX) 13 Biology and other natural sciences (92-XX) 12 Quantum theory (81-XX) 12 Systems theory; control (93-XX) 7 General and overarching topics; collections (00-XX) 7 Optics, electromagnetic theory (78-XX) 6 Measure and integration (28-XX) 6 Calculus of variations and optimal control; optimization (49-XX) 6 Mechanics of deformable solids (74-XX) 5 Classical thermodynamics, heat transfer (80-XX) 5 Information and communication theory, circuits (94-XX) 4 Convex and discrete geometry (52-XX) 3 Real functions (26-XX) 3 Approximations and expansions (41-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Functional analysis (46-XX) 2 Astronomy and astrophysics (85-XX) 1 History and biography (01-XX) 1 Combinatorics (05-XX) 1 Algebraic geometry (14-XX) 1 Potential theory (31-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Operator theory (47-XX) 1 Differential geometry (53-XX) 1 Global analysis, analysis on manifolds (58-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 383 Publications have been cited 2,010 times in 1,485 Documents Cited by ▼ Year ▼ On the discretization schemes for the CIR (and Bessel squared) processes. Zbl 1100.65007 Alfonsi, Aurélien 88 2005 The law of the Euler scheme for stochastic differential equations. II: Convergence rate of the density. Zbl 0866.60049 Bally, Vlad; Talay, Denis 70 1996 Optimal quadratic quantization for numerics: the Gaussian case. Zbl 1029.65012 Pagés, Gilles; Printems, Jacques 56 2003 Balanced Milstein methods for ordinary SDEs. Zbl 1105.65009 Kahl, Christian; Schurz, Henri 43 2006 Functional quantization for numerics with an application to option pricing. Zbl 1161.91402 Pagès, Gilles; Printems, Jacques 40 2005 A general method for debiasing a Monte Carlo estimator. Zbl 1238.65004 McLeish, Don 34 2011 Adaptative Monte Carlo method, a variance reduction technique. Zbl 1063.65003 Arouna, Bouhari 29 2004 Random walk on spheres algorithm for solving transient drift-diffusion-reaction problems. Zbl 1375.65007 Sabelfeld, Karl K. 28 2017 A numerical algorithm for fully nonlinear HJB equations: an approach by control randomization. Zbl 1294.60085 Kharroubi, Idris; Langrené, Nicolas; Pham, Huyên 28 2014 On a Monte Carlo scheme for Smoluchowski’s coagulation equation. Zbl 0937.76058 Babovsky, Hans 25 1999 A mathematical formalization of the parallel replica dynamics. Zbl 1243.82045 Le Bris, Claude; Lelièvre, Tony; Luskin, Mitchell; Perez, Danny 24 2012 Exact simulation of one-dimensional stochastic differential equations involving the local time at zero of the unknown process. Zbl 1269.65007 Étoré, Pierre; Martinez, Miguel 23 2013 Random walk on spheres method for solving drift-diffusion problems. Zbl 1354.65265 Sabelfeld, Karl K. 22 2016 Implementation and analysis of an adaptive multilevel Monte Carlo algorithm. Zbl 1284.65011 Hoel, Håkon; von Schwerin, Erik; Szepessy, Anders; Tempone, Raúl 22 2014 A benchmark study of the Wigner Monte Carlo method. Zbl 1285.81044 Sellier, Jean Michel; Nedjalkov, Mihail; Dimov, Ivan; Selberherr, Siegfried 22 2014 Stable ROW-type weak scheme for stochastic differential equations. Zbl 0841.65146 Komori, Yoshio; Mitsui, Taketomo 21 1995 Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling. Zbl 1185.91091 Bardou, O.; Frikha, N.; Pagès, G. 21 2009 Nesting Monte Carlo for high-dimensional non-linear PDEs. Zbl 07008421 Warin, Xavier 20 2018 Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach. Zbl 1137.91425 Bally, Vlad; Caramellino, Lucia; Zanette, Antonino 19 2005 Fast simulation of Gaussian random fields. Zbl 1226.65008 Lang, Annika; Potthoff, Jürgen 19 2011 Numerical approximation of BSDEs using local polynomial drivers and branching processes. Zbl 1386.65012 Bouchard, Bruno; Tan, Xiaolu; Warin, Xavier; Zou, Yiyi 18 2017 Quasi-Monte Carlo methods for numerical integration: Comparison of different low discrepancy sequences. Zbl 0851.65015 Radović, Igor; Sobol’, Ilya M.; Tichy, Robert F. 18 1996 Monte Carlo estimators for small sensitivity indices. Zbl 1138.65004 Sobol’, I. M.; Myshetskaya, E. E. 18 2007 Edgeworth type expansions for Euler schemes for stochastic differential equations. Zbl 1028.65005 Konakov, Valentin; Mammen, Enno 17 2002 A stochastic quantization method for nonlinear problems. Zbl 1035.65008 Bally, Vlad; Pagès, Gilles; Printems, Jacques 16 2001 Exact discrete sampling of finite variation tempered stable Ornstein-Uhlenbeck processes. Zbl 1232.65016 Kawai, Reiichiro; Masuda, Hiroki 16 2011 Stochastic algorithms for solving Smolouchovsky coagulation equation and applications to aerosol growth simulation. Zbl 0848.65093 Sabelfeld, K. K.; Rogasinsky, S. V.; Kolodko, A. A.; Levykin, A. I. 15 1996 On the use of low discrepancy sequences in Monte Carlo methods. Zbl 0868.65010 Tuffin, Bruno 15 1996 Monte-Carlo algorithms for a forward Feynman-Kac-type representation for semilinear nonconservative partial differential equations. Zbl 1390.60211 Le Cavil, Anthony; Oudjane, Nadia; Russo, Francesco 14 2018 Upper bounds for Bermudan style derivatives. Zbl 1096.91027 Kolodko, A.; Schoenmakers, J. 14 2004 Special quasirandom structures: a selection approach for stochastic homogenization. Zbl 1334.35450 Le Bris, Claude; Legoll, Frédéric; Minvielle, William 14 2016 Minimal entropy approximations and optimal algorithms. Zbl 1018.65014 Crisan, Dan; Lyons, Terry 13 2002 A Monte Carlo approach to the Smoluchowski equations. Zbl 0890.65074 Guiaş, Flavius 13 1997 Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation. Zbl 1076.60060 Pham, Huyên; Runggaldier, Wolfgang; Sellami, Afef 13 2005 On global sensitivity analysis of quasi-Monte Carlo algorithms. Zbl 1072.65004 Sobol’, I. M.; Kucherenko, S. S. 13 2005 Stochastic spectral and Fourier-wavelet methods for vector Gaussian random fields. Zbl 1121.65013 Kurbanmuradov, O.; Sabelfeld, K. 13 2006 Weak rate of convergence for an Euler scheme of nonlinear SDE’s. Zbl 0890.65147 Kohatsu-Higa, Arturo; Ogawa, Shigeyoshi 12 1997 Simulating a diffusion on a graph. Application to reservoir engineering. Zbl 1072.76062 Lejay, Antoine 12 2003 A probabilistic result on the discrepancy of a hybrid-Monte Carlo sequence and applications. Zbl 0868.65011 Ökten, Giray 12 1996 A parallel algorithm for solving BSDEs. Zbl 1263.65005 Labart, Céline; Lelong, Jérôme 12 2013 Component-by-component construction of low-discrepancy point sets of small size. Zbl 1156.11030 Doerr, Benjamin; Gnewuch, Michael; Kritzer, Peter; Pillichshammer, Friedrich 12 2008 A partial sampling method applied to the Kusuoka approximation. Zbl 1046.65007 Ninomiya, Syoiti 11 2003 The \(\Theta\)-Maruyama scheme for stochastic functional differential equations with distributed memory term. Zbl 1071.65004 Buckwar, Evelyn 11 2004 Sparsified randomization algorithms for large systems of linear equations and a new version of the random walk on boundary method. Zbl 1180.65007 Sabelfeld, K.; Mozartova, N. 11 2009 Deviational particle Monte Carlo for the Boltzmann equation. Zbl 1158.82002 Wagner, Wolfgang 11 2008 Numerical solution of an inverse problem of coefficient recovering for a wave equation by a stochastic projection methods. Zbl 1323.65103 Kabanikhin, Sergey I.; Sabelfeld, Karl K.; Novikov, Nikita S.; Shishlenin, Maxim A. 10 2015 Functional quantization-based stratified sampling methods. Zbl 1310.65005 Corlay, Sylvain; Pagès, Gilles 10 2015 Constructing positivity preserving numerical schemes for the two-factor CIR model. Zbl 1329.60236 Halidias, Nikolaos 10 2015 Rate of weak convergence of the Euler approximation for diffusion processes with jumps. Zbl 0996.65003 Kubilius, Kestutis; Platen, Eckhard 10 2002 A third-order weak approximation of multidimensional Itô stochastic differential equations. Zbl 1418.60101 Naito, Riu; Yamada, Toshihiro 10 2019 Stochastic particle methods for Smoluchowski coagulation equation: Variance reduction and error estimations. Zbl 1052.76056 Kolodko, A.; Sabelfeld, K. 10 2003 Stochastic approximation with averaging innovation applied to finance. Zbl 1300.62059 Laruelle, Sophie; Pagès, Gilles 10 2012 Multi-step Richardson-Romberg extrapolation: remarks on variance control and complexity. Zbl 1119.65004 Pagès, Gilles 10 2007 A framework for adaptive Monte Carlo procedures. Zbl 1223.65003 Lapeyre, Bernard; Lelong, Jérôme 10 2011 Simulation of ruin probabilities for risk processes of Markovian type. Zbl 1014.91055 Albrecher, Hansjörg; Kantor, Josef 9 2002 Integral formulation of the boundary value problems and the method of random walk on spheres. Zbl 0824.65127 Sabelfeld, K. K.; Talay, D. 9 1995 Pseudo-random number generator by means of irrational rotation. Zbl 0827.65002 Sugita, Hiroshi 9 1995 Exact retrospective Monte Carlo computation of arithmetic average Asian options. Zbl 1192.91178 Jourdain, Benjamin; Sbai, Mohamed 9 2007 Adaptive weak approximation of reflected and stopped diffusions. Zbl 1196.65029 Bayer, Christian; Szepessy, Anders; Tempone, Raúl 9 2010 Fast generation of isotropic Gaussian random fields on the sphere. Zbl 1386.60180 Creasey, Peter E.; Lang, Annika 8 2018 Efficient schemes for the weak approximation of reflected diffusions. Zbl 0986.65002 Gobet, Emmanuel 8 2001 Monte Carlo difference schemes for the wave equation. Zbl 1002.65005 Ermakov, Sergej M.; Wagner, Wolfgang 8 2002 Monte Carlo methods for fissured porous media: a gridless approach. Zbl 1109.76378 Lejay, Antoine 8 2004 Comparison of a stochastic particle method and a finite volume deterministic method applied to Burgers equation. Zbl 0962.65075 Bossy, Mireille; Fezoui, Loula; Piperno, Serge 8 1997 Stochastic Lagrangian models for two-particle motion in turbulent flows. Numerical results. Zbl 0891.76048 Kurbanmuradov, O.; Sabelfeld, K.; Koluhin, D. 8 1997 A fractional stochastic evolution equation driven by fractional Brownian motion. Zbl 1049.60056 Anh, V. V.; Grecksch, W. 8 2003 Stochastic Lagrangian models for two-particle motion in turbulent flows. Zbl 0903.76040 Sabelfeld, K. K.; Kurbanmuradov, O. 8 1997 Stratified sampling and quasi-Monte Carlo simulation of Lévy processes. Zbl 1113.65004 Leobacher, G. 8 2006 Neural network regression for Bermudan option pricing. Zbl 1476.62205 Lapeyre, Bernard; Lelong, Jérôme 8 2021 Exact simulation of Bessel diffusions. Zbl 1206.65026 Makarov, Roman N.; Glew, Devin 8 2010 Stochastic iterative projection methods for large linear systems. Zbl 1206.65135 Sabelfeld, Karl; Loshchina, Nadja 8 2010 Monte Carlo approximations of the Neumann problem. Zbl 1279.65009 Maire, Sylvain; Tanré, Etienne 8 2013 Adaptive Monte Carlo variance reduction with two-time-scale stochastic approximation. Zbl 1128.65002 Kawai, Reiichiro 8 2007 Expansion of random boundary excitations for elliptic PDEs. Zbl 1158.60027 Sabelfeld, Karl 8 2007 Convergence rate for spherical processes with shifted centres. Zbl 1068.65004 Golyandina, N. 7 2004 An importance sampling method based on density transformation of Lévy processes. Zbl 1099.65005 Kawai, Reiichiro 7 2006 Direct simulation and mass flow stochastic algorithms to solve a sintering-coagulation equation. Zbl 1076.82028 Wells, Clive G.; Kraft, Markus 7 2005 Towards automatic global error control: Computable weak error expansion for the tau-leap method. Zbl 1241.65006 Karlsson, Jesper; Tempone, Raúl 7 2011 A numerical scheme based on semi-static hedging strategy. Zbl 1303.91190 Imamura, Yuri; Ishigaki, Yuta; Okumura, Toshiki 7 2014 Real-time scheme for the volatility estimation in the presence of microstructure noise. Zbl 1151.91529 Ogawa, Shigeyoshi 7 2008 An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers. Zbl 1335.60151 Dereudre, David; Mazzonetto, Sara; Roelly, Sylvie 7 2016 Weak first- and second-order numerical schemes for stochastic differential equations appearing in Lagrangian two-phase flow modeling. Zbl 1112.65305 Minier, Jean-Pierre; Peirano, Eric; Chibbaro, Sergio 7 2003 A new optimal Monte Carlo method for calculating integrals of smooth functions. Zbl 0945.65017 Atanassov, Emanouil I.; Dimov, Ivan T. 6 1999 Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process. Zbl 1351.60087 Benabdallah, Mohsine; Elkettani, Youssfi; Hiderah, Kamal 6 2016 Construction of two dimensional low discrepancy sequences. Zbl 1038.11045 Mori, Makoto 6 2002 Theoretical and numerical aspects of stochastic nonlinear Schrödinger equations. Zbl 0989.65002 de Bouard, A.; Debussche, A.; Di Menza, L. 6 2001 A theoretical view on transforming low-discrepancy sequences from a cube to a simplex. Zbl 1109.65305 Pillards, Tim; Cools, Ronald 6 2004 Quasi-probability. Why quasi-Monte-Carlo methods are statistically valid and how their errors can be estimated statistically. Zbl 1161.62307 Halton, John H. 6 2005 Preliminary control variates to improve empirical regression methods. Zbl 1392.62106 Ben Zineb, Tarik; Gobet, Emmanuel 6 2013 Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero. Zbl 07008422 Benabdallah, Mohsine; Hiderah, Kamal 6 2018 A random walk on small spheres method for solving transient anisotropic diffusion problems. Zbl 1495.65007 Shalimova, Irina; Sabelfeld, Karl K. 6 2019 On the dependence structure and quality of scrambled \((t,m,s)\)-nets. Zbl 1469.11248 Wiart, Jaspar; Lemieux, Christiane; Dong, Gracia Y. 6 2021 A genetic algorithm approach to estimate lower bounds of the star discrepancy. Zbl 1206.11098 Shah, Manan 6 2010 On a real-time scheme for the estimation of volatility. Zbl 1219.91160 Ogawa, Shigeyoshi; Wakayama, Koji 6 2007 Quasi-Monte Carlo algorithms for solving linear algebraic equations. Zbl 1121.65003 Ermakov, S. M.; Rukavishnikova, A. 6 2006 A new numerical scheme for the CIR process. Zbl 1335.60129 Halidias, Nikolaos 5 2015 One-particle stochastic Lagrangian model for turbulent dispersion in horizontally homogeneous turbulence. Zbl 0915.76038 Sabelfeld, K.; Kurbanmuradov, O. 5 1998 Low discrepancy sequences generated by piecewise linear maps. Zbl 0917.11034 Mori, Makoto 5 1998 A Monte Carlo method without grid for a fractured porous domain model. Zbl 1116.76445 Campillo, Fabien; Lejay, Antoine 5 2002 Strong approximation of reflecting Brownian motion using penalty method and its application to computer simulation. Zbl 0963.65005 Kanagawa, S.; Saisho, Y. 5 2000 Development and implementation of branching random walk on spheres algorithms for solving the 2D elastostatics Lamé equation. Zbl 1518.65008 Shalimova, Irina; Sabelfeld, Karl K. 2 2023 A time-step-robust algorithm to compute particle trajectories in 3-D unstructured meshes for Lagrangian stochastic methods. Zbl 1524.76325 Balvet, Guilhem; Minier, Jean-Pierre; Henry, Christophe; Roustan, Yelva; Ferrand, Martin 2 2023 Parameter least-squares estimation for time-inhomogeneous Ornstein-Uhlenbeck process. Zbl 07664803 Pramesti, Getut 1 2023 Two stochastic algorithms for solving elastostatics problems governed by the Lamé equation. Zbl 1515.65013 Kireeva, Anastasiya; Aksyuk, Ivan; Sabelfeld, Karl K. 1 2023 Carathéodory approximate solutions for a class of stochastic differential equations involving the local time at point zero with one-sided Lipschitz continuous drift coefficients. Zbl 1493.65020 Hiderah, Kamal 2 2022 On the practical point of view of option pricing. Zbl 1505.91380 Halidias, Nikolaos 1 2022 A random walk algorithm to estimate a lower bound of the star discrepancy. Zbl 1504.65001 Alsolami, Maryam; Mascagni, Michael 1 2022 A study of highly efficient stochastic sequences for multidimensional sensitivity analysis. Zbl 1489.65007 Dimov, Ivan; Todorov, Venelin; Sabelfeld, Karl 1 2022 Unbiased estimation of the gradient of the log-likelihood for a class of continuous-time state-space models. Zbl 1489.65006 Ballesio, Marco; Jasra, Ajay 1 2022 Neural network regression for Bermudan option pricing. Zbl 1476.62205 Lapeyre, Bernard; Lelong, Jérôme 8 2021 On the dependence structure and quality of scrambled \((t,m,s)\)-nets. Zbl 1469.11248 Wiart, Jaspar; Lemieux, Christiane; Dong, Gracia Y. 6 2021 A global random walk on grid algorithm for second order elliptic equations. Zbl 07419515 Sabelfeld, Karl K.; Smirnov, Dmitrii 4 2021 High order weak approximation for irregular functionals of time-inhomogeneous SDEs. Zbl 1489.60121 Yamada, Toshihiro 3 2021 Discretization and machine learning approximation of BSDEs with a constraint on the gains-process. Zbl 1469.65031 Kharroubi, Idris; Lim, Thomas; Warin, Xavier 2 2021 Optimal potential functions for the interacting particle system method. Zbl 1469.65012 Chraibi, Hassane; Dutfoy, Anne; Galtier, Thomas; Garnier, Josselin 2 2021 Estimating drift and minorization coefficients for Gibbs sampling algorithms. Zbl 1476.60030 Spade, David A. 1 2021 Body tail adaptive kernel density estimation for nonnegative heavy-tailed data. Zbl 1467.62059 Ziane, Yasmina; Zougab, Nabil; Adjabi, Smail 1 2021 Random walk on spheres algorithm for solving steady-state and transient diffusion-recombination problems. Zbl 1480.65012 Shalimova, Irina; Sabelfeld, Karl K. 1 2021 A global random walk on grid algorithm for second order elliptic equations. Zbl 1480.65011 Sabelfeld, Karl K.; Smirnov, Dmitry; Dimov, Ivan; Todorov, Venelin 1 2021 Global sensitivity analysis of statistical models by double randomization method. Zbl 1480.65008 Kolyukhin, Dmitriy 1 2021 A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems. Zbl 1480.60181 Izydorczyk, Lucas; Oudjane, Nadia; Russo, Francesco 1 2021 On intersection volumes of confidence hyper-ellipsoids and two geometric Monte Carlo methods. Zbl 1469.65017 Rabiei, Nima; Saleeby, Elias G. 1 2021 On a Monte Carlo scheme for some linear stochastic partial differential equations. Zbl 1486.65010 Nakagawa, Takuya; Tanaka, Akihiro 1 2021 Random walk on ellipsoids method for solving elliptic and parabolic equations. Zbl 1469.65018 Shalimova, Irina; Sabelfeld, Karl K. 4 2020 Unbiased estimation of the solution to Zakai’s equation. Zbl 07218632 Ruzayqat, Hamza M.; Jasra, Ajay 3 2020 Constructing a confidence interval for the ratio of normal distribution quantiles. Zbl 1466.62316 Malekzadeh, Ahad; Mahmoudi, Seyed Mahdi 2 2020 Multilevel Monte Carlo methods and lower-upper bounds in initial margin computations. Zbl 07218633 Bourgey, Florian; De Marco, Stefano; Gobet, Emmanuel; Zhou, Alexandre 2 2020 Describing the Pearson \(R\) distribution of aggregate data. Zbl 1436.62215 Torres, David J. 1 2020 A Bayesian procedure for bandwidth selection in circular kernel density estimation. Zbl 1436.62117 Bedouhene, Kahina; Zougab, Nabil 1 2020 Drift velocity in GaN semiconductors: Monte Carlo simulation and comparison with experimental measurements. Zbl 1469.65013 Kablukova, Evgenia; Sabelfeld, Karl; Protasov, Dmitrii Y.; Zhuravlev, Konstantin S. 1 2020 Gaussian variant of Freivalds’ algorithm for efficient and reliable matrix product verification. Zbl 1470.65087 Ji, Hao; Mascagni, Michael; Li, Yaohang 1 2020 On the density of lines and Santalo’s formula for computing geometric size measures. Zbl 1464.52004 El Khaldi, Khaldoun; Saleeby, Elias G. 1 2020 Multilevel Monte Carlo by using the Halton sequence. Zbl 1454.65003 Nagy, Shady Ahmed; El-Beltagy, Mohamed A.; Wafa, Mohamed 1 2020 Examining sharp restart in a Monte Carlo method for the linearized Poisson-Boltzmann equation. Zbl 1455.65011 Thrasher, W. John; Mascagni, Michael 1 2020 A third-order weak approximation of multidimensional Itô stochastic differential equations. Zbl 1418.60101 Naito, Riu; Yamada, Toshihiro 10 2019 A random walk on small spheres method for solving transient anisotropic diffusion problems. Zbl 1495.65007 Shalimova, Irina; Sabelfeld, Karl K. 6 2019 A global random walk on spheres algorithm for transient heat equation and some extensions. Zbl 07061111 Sabelfeld, Karl K. 4 2019 Geometry entrapment in walk-on-subdomains. Zbl 07165108 Hamlin, Preston; Thrasher, W. John; Keyrouz, Walid; Mascagni, Michael 4 2019 Recursive computation of the invariant distributions of Feller processes: revisited examples and new applications. Zbl 1428.60053 Pagès, Gilles; Rey, Clément 3 2019 A Monte Carlo method for backward stochastic differential equations with Hermite martingales. Zbl 07061108 Pelsser, Antoon; Gnameho, Kossi 3 2019 A control variate method for weak approximation of SDEs via discretization of numerical error of asymptotic expansion. Zbl 1425.60062 Okano, Yusuke; Yamada, Toshihiro 3 2019 Comparison of Sobol’ sequences in financial applications. Zbl 07061109 Harase, Shin 2 2019 Particle diffusion Monte Carlo (PDMC). Zbl 1416.65023 Zarezadeh, Zakarya; Costantini, Giovanni 2 2019 Random walk on rectangles and parallelepipeds algorithm for solving transient anisotropic drift-diffusion-reaction problems. Zbl 1416.65020 Sabelfeld, Karl K. 2 2019 On solving stochastic differential equations. Zbl 1475.65002 Ermakov, Sergej M.; Pogosian, Anna A. 2 2019 On the sample-mean method for computing hyper-volumes. Zbl 1420.52009 Rabiei, Nima; Saleeby, Elias G. 2 2019 Comparing M/G/1 queue estimators in Monte Carlo simulation through the tested generator “getRDS” and the proposed “getLHS” using variance reduction. Zbl 1418.90085 Boubalou, Meriem; Ourbih-Tari, Megdouda; Aloui, Abdelouhab; Zioui, Arezki 2 2019 An aspect of optimal regression design for LSMC. Zbl 07165104 Weiß, Christian; Nikolić, Zoran 2 2019 Analysis of a non-Markovian queueing model: Bayesian statistics and MCMC methods. Zbl 1421.62025 Braham, Hayette; Berdjoudj, Louiza; Boualem, Mohamed; Rahmania, Nadji 1 2019 Quasi-Monte Carlo method for solving Fredholm equations. Zbl 1495.65246 Sobol, I. M.; Shukhman, B. V. 1 2019 Equity-linked security pricing and greeks at arbitrary intermediate times using Brownian bridge. Zbl 1432.91138 Jang, Hanbyeol; Wang, Jian; Kim, Junseok 1 2019 A second-order discretization for forward-backward SDEs using local approximations with Malliavin calculus. Zbl 1444.60047 Naito, Riu; Yamada, Toshihiro 1 2019 Nesting Monte Carlo for high-dimensional non-linear PDEs. Zbl 07008421 Warin, Xavier 20 2018 Monte-Carlo algorithms for a forward Feynman-Kac-type representation for semilinear nonconservative partial differential equations. Zbl 1390.60211 Le Cavil, Anthony; Oudjane, Nadia; Russo, Francesco 14 2018 Fast generation of isotropic Gaussian random fields on the sphere. Zbl 1386.60180 Creasey, Peter E.; Lang, Annika 8 2018 Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero. Zbl 07008422 Benabdallah, Mohsine; Hiderah, Kamal 6 2018 A second-order weak approximation of SDEs using a Markov chain without Lévy area simulation. Zbl 1405.60107 Yamada, Toshihiro; Yamamoto, Kenta 5 2018 Probability distribution of the life time of a drift-diffusion-reaction process inside a sphere with applications to transient cathodoluminescence imaging. Zbl 1391.65012 Sabelfeld, Karl K.; Kireeva, Anastasiya 4 2018 Pricing barrier options in the Heston model using the Heath-Platen estimator. Zbl 1408.91232 Coskun, Sema; Korn, Ralf 4 2018 Random walk on spheres method for solving anisotropic drift-diffusion problems. Zbl 1386.65026 Shalimova, Irina; Sabelfeld, Karl K. 4 2018 The use of variance reduction, relative error and bias in testing the performance of M/G/1 retrial queues estimators in Monte Carlo simulation. Zbl 1497.65011 Tamiti, Kenza; Ourbih-Tari, Megdouda; Aloui, Abdelouhab; Idjis, Khelidja 4 2018 On the efficient simulation of the left-tail of the sum of correlated log-normal variates. Zbl 1391.65006 Alouini, Mohamed-Slim; Ben Rached, Nadhir; Kammoun, Abla; Tempone, Raul 3 2018 On the modeling of linear system input stochastic processes with given accuracy and reliability. Zbl 1391.60072 Rozora, Iryna; Lyzhechko, Mariia 3 2018 On average dimensions of particle transport estimators. Zbl 1499.65007 Sobol, Ilya M.; Shukhman, Boris V. 3 2018 A hybrid kinetic-thermodynamic Monte Carlo model for simulation of homogeneous burst nucleation. Zbl 1497.65009 Sabelfeld, Karl K.; Eremeev, Georgy 3 2018 Weather derivatives pricing using regime switching model. Zbl 1408.91212 Evarest, Emmanuel; Berntsson, Fredrik; Singull, Martin; Yang, Xiangfeng 2 2018 Simulation of generalized fractional Brownian motion in \(C([0,T])\). Zbl 1398.60057 Kozachenko, Yuriy; Pashko, Anatolii; Vasylyk, Olga 2 2018 On the implementation of multilevel Monte Carlo simulation of the stochastic volatility and interest rate model using multi-GPU clusters. Zbl 1405.65015 Lay, Harold A.; Colgin, Zane; Reshniak, Viktor; Khaliq, Abdul Q. M. 2 2018 A quasi-Monte Carlo implementation of the ziggurat method. Zbl 1436.11097 Nguyen, Nguyet; Xu, Linlin; Ökten, Giray 1 2018 Bayesian estimation of ordinary differential equation models when the likelihood has multiple local modes. Zbl 1392.62074 Liu, Baisen; Wang, Liangliang; Cao, Jiguo 1 2018 Remarks on randomization of quasi-random numbers. Zbl 1436.11096 Ermakov, Sergej M.; Leora, Svetlana N. 1 2018 A new hybrid Cuckoo search and firefly optimization. Zbl 1390.90620 Elkhechafi, Mariam; Hachimi, Hanaa; Elkettani, Youssfi 1 2018 Markov-chain Monte-Carlo methods and non-identifiabilities. Zbl 1497.65008 Müller, Christian; Weysser, Fabian; Mrziglod, Thomas; Schuppert, Andreas 1 2018 Understanding the contribution of energy and angular distribution in the morphology of thin films using Monte Carlo simulation. Zbl 1497.82019 Bouazza, Abdelkader; Settaouti, Abderrahmane 1 2018 Global sensitivity analysis for a stochastic flow problem. Zbl 07008423 Kolyukhin, Dmitriy 1 2018 Sampling from the \(\mathcal{G}_I^0\) distribution. Zbl 1407.94013 Chan, Debora; Rey, Andrea; Gambini, Juliana; Frery, Alejandro C. 1 2018 Random walk on spheres algorithm for solving transient drift-diffusion-reaction problems. Zbl 1375.65007 Sabelfeld, Karl K. 28 2017 Numerical approximation of BSDEs using local polynomial drivers and branching processes. Zbl 1386.65012 Bouchard, Bruno; Tan, Xiaolu; Warin, Xavier; Zou, Yiyi 18 2017 MCMC design-based non-parametric regression for rare event. application to nested risk computations. Zbl 1360.65024 Fort, Gersende; Gobet, Emmanuel; Moulines, Eric 4 2017 Limit theorems for weighted and regular multilevel estimators. Zbl 1360.65025 Giorgi, Daphné; Lemaire, Vincent; Pagès, Gilles 4 2017 Invariant density estimation for a reflected diffusion using an Euler scheme. Zbl 1370.60132 Cattiaux, Patrick; León, José R.; Prieur, Clémentine 3 2017 HMM with emission process resulting from a special combination of independent Markovian emissions. Zbl 1386.60253 Nasroallah, Abdelaziz; Elkimakh, Karima 2 2017 On the tangent model for the density of lines and a Monte Carlo method for computing hypersurface area. Zbl 1360.65071 El Khaldi, Khaldoun; Saleeby, Elias G. 2 2017 Simulation of Gaussian stationary Ornstein-Uhlenbeck process with given reliability and accuracy in space \(C([0,T])\). Zbl 1386.60133 Kozachenko, Yuriy; Petranova, Marina 1 2017 Monte Carlo algorithm for vector-valued Gaussian functions with preset component accuracies. Zbl 1395.60043 Grigoriu, Mircea 1 2017 Feistel-inspired scrambling improves the quality of linear congruential generators. Zbl 1364.65008 Aljahdali, Asia; Mascagni, Michael 1 2017 Stochastic mesh method for optimal stopping problems. Zbl 1364.65005 Kashtanov, Yuri 1 2017 Computing with bivariate COM-Poisson model under different copulas. Zbl 1364.65022 Mamode Khan, Naushad; Rumjaun, Wasseem; Sunecher, Yuvraj; Jowaheer, Vandna 1 2017 Random walk on spheres method for solving drift-diffusion problems. Zbl 1354.65265 Sabelfeld, Karl K. 22 2016 Special quasirandom structures: a selection approach for stochastic homogenization. Zbl 1334.35450 Le Bris, Claude; Legoll, Frédéric; Minvielle, William 14 2016 An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers. Zbl 1335.60151 Dereudre, David; Mazzonetto, Sara; Roelly, Sylvie 7 2016 Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process. Zbl 1351.60087 Benabdallah, Mohsine; Elkettani, Youssfi; Hiderah, Kamal 6 2016 Random walk on semi-cylinders for diffusion problems with mixed Dirichlet-Robin boundary conditions. Zbl 1338.65007 Sabelfeld, Karl K. 5 2016 Ninomiya-Victoir scheme: strong convergence, antithetic version and application to multilevel estimators. Zbl 1344.65013 Al Gerbi, Anis; Jourdain, Benjamin; Clément, Emmanuelle 4 2016 The acceptance-rejection method for low-discrepancy sequences. Zbl 1405.65013 Nguyen, Nguyet; Ökten, Giray 4 2016 Numerical computation for backward doubly SDEs with random terminal time. Zbl 1346.60107 Matoussi, Anis; Sabbagh, Wissal 3 2016 On the construction of boundary preserving numerical schemes. Zbl 1351.60072 Halidias, Nikolaos 2 2016 The planar Couette flow with slip and jump boundary conditions in a microchannel. Zbl 1404.76233 Hssikou, Mohamed; Baliti, Jamal; Alaoui, Mohammed 2 2016 A search for extensible low-WAFOM point sets. Zbl 1359.65006 Harase, Shin 2 2016 On the complexity of binary floating point pseudorandom generation. Zbl 1338.65009 Nekrutkin, Vladimir 2 2016 ...and 283 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 2,010 Authors 67 Sabelfeld, Karl Karlovich 49 Pagès, Gilles 24 Kawai, Reiichiro 19 Dimov, Ivan Todor 18 Jentzen, Arnulf 16 Tempone, Raúl F. 15 Wagner, Wolfgang 15 Yamada, Toshihiro 13 Gobet, Emmanuel 13 Lejay, Antoine 12 Jourdain, Benjamin 12 Maire, Sylvain 12 Ökten, Giray 12 Sellier, Jean Michel 12 Shalimova, Irina A. 11 Ermakov, Sergeĭ Mikhaĭlovich 11 Jasra, Ajay 11 Kraft, Markus 11 Pham, Huyên 10 Bossy, Mireille 10 Kohatsu-Higa, Arturo 10 Lelièvre, Tony 10 Luschgy, Harald 10 Oudjane, Nadia 10 Russo, Francesco 9 Dereich, Steffen 9 Kebaier, Ahmed 9 Mao, Xuerong 9 Schoenmakers, John G. M. 8 Barth, Andrea 8 Gan, Siqing 8 Gnewuch, Michael 8 Hutzenthaler, Martin 8 Lang, Annika 8 Mascagni, Michael V. 8 Warin, Xavier 7 Alfonsi, Aurélien 7 Crisan, Dan O. 7 Dick, Josef 7 Giles, Michael B. 7 Komori, Yoshio 7 L’Ecuyer, Pierre 7 Lelong, Jérôme 7 Lemaire, Vincent 7 Mackevičius, Vigirdas 7 Ogawa, Shigeyoshi 7 Pillichshammer, Friedrich 7 Talay, Denis 6 Alaya, Mohamed Ben 6 Bally, Vlad 6 Deaconu, Madalina 6 Halidias, Nikolaos 6 Hiderah, Kamal 6 Hosseini, Seyed Mohammad 6 Kharrat, Mohamed 6 Kolyukhin, Dmitry Romanovich 6 Kozachenko, Yuriĭ Vasyl’ovych 6 Kritzer, Peter 6 Kruse, Thomas 6 Kurbanmuradov, Orazgeldi 6 Law, Kody J. H. 6 McKibben, Mark Anthony 6 Menozzi, Stéphane 6 Nectoux, Boris 6 Panloup, Fabien 6 Ritter, Klaus 6 Sagna, Abass 6 Sobol’, Il’ya Meerovich 6 Zhao, Weidong 5 Bandini, Elena 5 Barczy, Mátyás 5 Bayer, Christian 5 Beck, Christian 5 Bender, Christian 5 Bréhier, Charles-Edouard 5 Buckwar, Evelyn 5 Burrage, Kevin 5 Callegaro, Giorgia 5 Caramellino, Lucia 5 Haji-Ali, Abdul-Lateef 5 Konakov, Valentin 5 Lécot, Christian 5 Legoll, Frédéric 5 Minier, Jean-Pierre 5 Mori, Makoto 5 Moulines, Eric 5 Nasroallah, Abdelaziz 5 Ngo, Hoang-Long 5 Nobile, Fabio 5 Ourbih-Tari, Megdouda 5 Prieur, Clémentine 5 Rásonyi, Miklós 5 Rey, Clément 5 Sabino, Piergiacomo 5 Shkarupa, Elena V. 5 Stamatiou, Ioannis S. 5 Sun, Yabing 5 Taguchi, Dai 5 Tan, Jianguo 5 Volkov, Vladimir T. ...and 1,910 more Authors all top 5 Cited in 316 Journals 149 Monte Carlo Methods and Applications 57 Journal of Computational Physics 55 Journal of Computational and Applied Mathematics 47 Stochastic Processes and their Applications 44 The Annals of Applied Probability 30 Mathematics and Computers in Simulation 28 Journal of Complexity 27 Quantitative Finance 25 Stochastic Analysis and Applications 24 Methodology and Computing in Applied Probability 19 Applied Numerical Mathematics 19 SIAM Journal on Scientific Computing 18 BIT 18 Bernoulli 16 Applied Mathematics and Computation 15 Vestnik St. Petersburg University. Mathematics 14 SIAM Journal on Numerical Analysis 14 SIAM Journal on Financial Mathematics 13 Mathematics of Computation 13 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 13 International Journal of Theoretical and Applied Finance 13 SIAM/ASA Journal on Uncertainty Quantification 12 Statistics and Computing 11 Annals of Operations Research 10 Computer Methods in Applied Mechanics and Engineering 10 Numerical Algorithms 10 Communications in Statistics. Simulation and Computation 9 Computers & Mathematics with Applications 9 Statistics & Probability Letters 9 Journal of Scientific Computing 9 International Journal of Computer Mathematics 9 Journal of Statistical Computation and Simulation 9 Finance and Stochastics 9 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 8 Journal of Statistical Planning and Inference 8 Numerische Mathematik 8 Insurance Mathematics & Economics 8 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 8 Applied Mathematical Finance 8 Discrete and Continuous Dynamical Systems. Series B 8 Electronic Journal of Statistics 7 Computer Physics Communications 7 Journal of Statistical Physics 7 The Annals of Statistics 7 Applied Mathematics and Optimization 7 Applied Mathematics Letters 7 Applied Mathematical Modelling 7 Communications in Statistics. Theory and Methods 7 European Journal of Operational Research 7 Mathematical Finance 7 Stochastics 7 Stochastic and Partial Differential Equations. Analysis and Computations 7 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 6 Advances in Applied Probability 6 Journal of Mathematical Analysis and Applications 6 Physica A 6 Journal of Applied Probability 6 Mathematics of Operations Research 6 Mathematical and Computer Modelling 6 Japan Journal of Industrial and Applied Mathematics 6 Computational Statistics 6 Electronic Journal of Probability 6 Journal of Physics A: Mathematical and Theoretical 6 Modern Stochastics. Theory and Applications 5 Lithuanian Mathematical Journal 5 Journal of Approximation Theory 5 Probability Theory and Related Fields 5 Journal of Theoretical Probability 5 Theory of Probability and Mathematical Statistics 5 Statistical Papers 5 Foundations of Computational Mathematics 5 Asia-Pacific Financial Markets 4 Computers and Fluids 4 Journal of Fluid Mechanics 4 Automatica 4 Journal of Econometrics 4 Operations Research 4 SIAM Journal on Control and Optimization 4 Physica D 4 Computational Mathematics and Mathematical Physics 4 Physics of Fluids 4 Journal of Mathematical Sciences (New York) 4 Journal of Inverse and Ill-Posed Problems 4 Advances in Computational Mathematics 4 Combustion Theory and Modelling 4 Stochastic Models 4 Comptes Rendus. Mathématique. Académie des Sciences, Paris 4 Acta Numerica 4 Statistical Methods and Applications 3 Zhurnal Vychislitel’noĭ Matematiki i Matematicheskoĭ Fiziki 3 Theory of Probability and its Applications 3 The Annals of Probability 3 Journal of Functional Analysis 3 Operations Research Letters 3 Statistical Science 3 Journal of Economic Dynamics & Control 3 Journal de Mathématiques Pures et Appliquées. Neuvième Série 3 Abstract and Applied Analysis 3 LMS Journal of Computation and Mathematics 3 Communications in Nonlinear Science and Numerical Simulation ...and 216 more Journals all top 5 Cited in 44 Fields 864 Numerical analysis (65-XX) 815 Probability theory and stochastic processes (60-XX) 288 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 266 Statistics (62-XX) 197 Partial differential equations (35-XX) 102 Statistical mechanics, structure of matter (82-XX) 81 Fluid mechanics (76-XX) 80 Systems theory; control (93-XX) 73 Ordinary differential equations (34-XX) 64 Number theory (11-XX) 64 Operations research, mathematical programming (90-XX) 54 Computer science (68-XX) 44 Biology and other natural sciences (92-XX) 34 Calculus of variations and optimal control; optimization (49-XX) 27 Quantum theory (81-XX) 23 Approximations and expansions (41-XX) 22 Integral equations (45-XX) 22 Mechanics of deformable solids (74-XX) 20 Dynamical systems and ergodic theory (37-XX) 17 Information and communication theory, circuits (94-XX) 16 Geophysics (86-XX) 13 Operator theory (47-XX) 11 Harmonic analysis on Euclidean spaces (42-XX) 10 Combinatorics (05-XX) 10 Classical thermodynamics, heat transfer (80-XX) 9 Special functions (33-XX) 9 Functional analysis (46-XX) 9 Global analysis, analysis on manifolds (58-XX) 8 Linear and multilinear algebra; matrix theory (15-XX) 8 Measure and integration (28-XX) 5 Mechanics of particles and systems (70-XX) 5 Optics, electromagnetic theory (78-XX) 4 General and overarching topics; collections (00-XX) 4 Convex and discrete geometry (52-XX) 3 Potential theory (31-XX) 2 Real functions (26-XX) 2 Difference and functional equations (39-XX) 2 Integral transforms, operational calculus (44-XX) 2 Astronomy and astrophysics (85-XX) 1 History and biography (01-XX) 1 Nonassociative rings and algebras (17-XX) 1 Group theory and generalizations (20-XX) 1 Algebraic topology (55-XX) 1 Mathematics education (97-XX) Citations by Year