Weighted Monte Carlo algorithms are extremely useful when direct simulation techniques are inappl...

The book includes random walk algorithms for solving multi-dimensional problems of mathematical p...

The book presents integral formulations for partial differential equations, with the focus on sph...

This monograph is devoted to random walk based stochastic algorithms for solving high-dimensional...

Frontmatter -- Contents -- List of Symbols -- Chapter 1. Introduction -- Chapter 2. Scalar second...

The book presents advanced stochastic models and simulation methods for random flows and transpor...

This is the proceedings of the '8th IMACS Seminar on Monte Carlo Methods' held from August 29 to ...