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Monte Carlo Methods and Applications

Managing Editor: Karl K. Sabelfeld
Editorial Board: Kurt Binder, Nicolas Bouleau, Alexandre J. Chorin, Ivan Dimov, Alain Dubus, Alexander D. Egorov, Sergei M. Ermakov, John H. Halton, Stefan Heinrich, Malvin H. Kalos, D. Lepingle, Roman Makarov, Michael Mascagni, Peter Mathe, Harald Niederreiter, Eckhard Platen, Brian R. Sawford, Wolfgang Ch. Schmid, John Schoenmakers, Ilya M. Sobol, Jerry Spanier and Denis Talay
Your benefits:
  • In-depth discussions crossing the boundaries of many disciplines
  • State-of-the-art research on theory and applications of Monte Carlo Methods
  • Rigorous peer-review
  • International and renowned editorial board

Monte Carlo Methods and Applications is a quarterly published journal that presents original articles on the theory and applications of Monte Carlo and Quasi-Monte Carlo methods. Launched in 1995 the journal covers all stochastic numerics topics with emphasis on the theory of Monte Carlo methods and new applications in all branches of science and technology. Stochastic models in all fields of applied sciences, in particular turbulence, rarefied gas dynamics and nanotechnology, bioscience, medicine, chemical kinetics and combustion, stochastic models in mathematical finance

  • Theory of Monte Carlo methods
  • Quasi-Monte Carlo methods
  • Integration
  • Boundary value problems for PDE's
  • Numerics of stochastic differential equations
  • Simulation of random variables, stochastic processes and fields

Article formats
Research articles

> Information on submission process

Journal Metrics

Cite Score
Mathematical Citation Quotient
SCImago Journal Rank
Source Normalized Impact per Paper

Abstracting & Indexing

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Supplementary Materials

You can easily submit your manuscript online. Simply go to...
...and you will be guided through the whole peer-reviewing and publishing process.

Your benefits of publishing with us
  • Rapid online publication ahead-of-print with short turnaround times
  • High quality manuscript processing through ScholarOne Manuscripts®
  • Optional open access publication
  • Accepted papers will be published online first as DOI-citable, forward-linked articles for quickest possible visibility for the scientific community
  • Every article easily discoverable because of SEO and comprehensive abstracting and indexing services
  • Convenient citation tracking via e-mail alert
  • Secure archiving by De Gruyter and the independent archiving service Portico
  • Professional sales and marketing support
Submission process
  • Submission of your paper via our submission management tool
  • Peer review process (you will be guided through every step)
  • Decision on your paper
  • If accepted: you have the option to publish it open access
  • Publication online and in print
Please note

We look forward to receiving your manuscript!

Hybrid Open Access

For complete details on hybrid open access publishing at De Gruyter please see: https://www.degruyter.com/page/560

Effective 1st January 2016, authors from an institution affiliated with either the Association of Dutch Universities (VSNU), the Consortium of Swiss Academic Libraries or some UK libraries participating in the Jisc Collections SMP may publish primary research and review articles open access in any of De Gruyter’s OnlineOpen journals at a discount of 90% of the APC price. For more information and to confirm whether your institution is eligible please see the following:

The Netherlands: https://www.degruyter.com/page/1461
The UK: https://www.degruyter.com/page/1462
Switzerland:  https://www.degruyter.com/page/1463

Managing Editor
Karl K. Sabelfeld

Institute of Computational Mathematics and Mathematical Geophysics
Academy of Sciences
Siberian Branch
Lavrentjeva 6
630090 Novosibirsk, Russia
E-mail: karl@osmf.sscc.ru, sabelfeld.karl@yahoo.de

Editorial Board
Kurt Binder

Institut für Physik
Johannes Gutenberg Universität Mainz
Staudinger Weg 7
55099 Mainz, Germany
E-mail: binder@chaplin.physik.uni-mainz.de

Nicolas Bouleau

Ecoles des Ponts
28 rue des Saints Peres
75007 Paris, France
E-mail: nb@enpc.fr

Alexandre J. Chorin
Department of Mathematics
University of California
Berkeley, CA 94720-3840, USA
E-mail: chorin@math.berkeley.edu

Ivan Dimov

Bulgarian Academy of Sciences
Acad. G. Bonchev St. 25A
1113 Sofia, Bulgaria
E-mail: ivdimov@bas.org

Alain Dubus

Service de Metrologie Nucleaire CP165/84
Université Libre de Bruxelles
Av. F.D. Roosevelt 50
1050 Brussels, Belgium
E-mail: adubus@ulb.ac.be

Alexander D. Egorov

Belarus Academy of Sciences
Surganova St. 11
Minsk 220072, Belarus
E-mail: egorov@im.bas-net.by

Sergei M. Ermakov

Department of Mathematics and Mechanics
St. Petersburg State University
Bibliotechnaya Sq. 2
198904 St. Petersburg, Russia
E-mail: sergej.ermakov@pobox.spbu.ru

John H. Halton

University of North Carolina
305 Sitterson Hall
C.B. 3175 Chapel Hill
NC 27599-3175, USA
E-mail: halton@cs.unc.edu

Stefan Heinrich

Universität Kaiserslautern
Postfach 3049
67653 Kaiserslautern, Germany
E-mail: heinrich@informatik.uni-kl.de

Malvin H. Kalos

Lawrence Livermore National Laboratory
Livermore, CA 94551, USA

Dmitry R., Kolyukhin
Trofimuk Institute of Petroleum Geology and Geophysics SB RAS,
3 Koptug ave.
630090 Novosibirsk, Russia
E-mail: KolyukhinDR@ipgg.sbras.ru

Dominique Lepingle

Department of Mathematics
University of Orléans
B.P. 6759
45067 Orléans cedex 2, France
E-mail: lepingle@labomath.univ-orleans.fr

Yaohang Li
Department of Computer Science
Old Dominion University
4700 Elkhorn Ave, Suite 3300
Norfolk, VA 23529-0162

Roman Makarov

Department of Mathematics
Wilfrid Laurier University
75 University Avenue West
Waterloo, Ontario N2L 3C5, Canada
E-mail: rmakarov@wlu.ca

Michael Mascagni
Department of Computer Science
Florida State University
203 Love Building
Tallahassee, FL 32306-4530, USA
E-mail: mascagni@cs.fsu.edu

Peter Mathé

Weierstraß-Institut für Angewandte Analysis und Stochastik
Mohrenstr. 39
10117 Berlin, Germany
E-mail: mathe@wias-berlin.de

Harald Niederreiter

Austrian Academy of Sciences
Dr. Ignaz Seipel-Platz 2
1010 Wien
E-mail: Harald.Niederreiter@oeaw.ac.at

Shigeyoshi Ogawa

Department of Mathematics
Ritsumeikan University
Kyoto, Japan
E-mail: ogawa-s@se.ritsumei.ac.jp

Giray Ökten

Department of Mathematics
Florida State University
Tallahassee, FL 32306-4510, USA
E-mail: okten@math.fsu.edu

Eckhard Platen

School of Finance and Economics
University of Technology, Sydney
PO Box 123
Broadway NSW 2007, Australia
E-mail: eckhard.platen@uts.edu.au

Brian R. Sawford

Department of Mechanical Engineering
Monash University
Building 33
Clayton Campus
Wellington Road
Clayton, VIC 3800, Australia
E-mail: brian.sawford@.eng.monash.au

Wolfgang C. Schmid

Department of Mathematics
University of Salzburg
Hellbrunnerstr. 34
5020 Salzburg, Austria
E-mail: wolfgang.schmid@sbg.ac.at

John Schoenmakers

Weierstraß-Institut für Angewandte Analysis und Stochastik
Mohrenstr. 39
10117 Berlin, Germany.
E-mail: schoenma@wias-berlin.de

Irina A. Shalimova
Institute of Computational Mathematics and Mathematical Geophysics,
Russian Acad.Sci,
6 Lavrentiev str.,
630090, Novosibirsk, Russia
E-mail: ias@osmf.sscc.ru

Ilya M. Sobol

Institute for Mathematical Modelling
Russian Academy of Sciences
Miusskaya Square 4
125047 Moscow, Russia
E-mail: sobol@ciam.ru

Jerry Spanier

Beckman Laser Institute & Medical Clinic
1002 Health Sciences Road East
Irvine, CA 92612, USA
E-mail: jerome.spanier@cgu.edu

Denis Talay

2004 Route des Lucioles
B.P. 109
06561 Valbonne cedex, France
E-mail: talay@sophia.inria.fr

Wolfgang Wagner

Weierstraß-Institut für Angewandte Analysis und Stochastik
Mohrenstr. 39
10117 Berlin, Germany
E-mail: wagner@wias-berlin.de

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Audience: researchers in the field of theory and applications of Monte Carlo and Quasi-Monte Carlo methods