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Monte Carlo Methods and Applications

Proceedings of the 8th IMACS Seminar on Monte Carlo Methods, August 29 – September 2, 2011, Borovets, Bulgaria

Edited by: Karl K. Sabelfeld and Ivan Dimov
With contributions of: Enrique Alba, Donka Angelova, Maria Angelova, Sergey Artemchuk, Emanouil Atanassov, Krassimir Atanassov, Lilija Atanassova, Vassia Atanassova, Fabian Bastin, Oskar Baumgartner, Aleksandr Burmistrov, Avishy Carmi, Panagiotis Chountas, Carlos Cotta, Dimitar Dimitrov, Ivan Dimov, Nina Dobrinkova, Rami El Haddad, Rana Fakhreddine, Antonio J. Fernández-Leiva, Stefka Fidanova, Lado Filipovic, Amadou Gning, Oleg Iliev, Sofiya Ivanovska, Dimitri Kanevsky, Mariya Korotchenko, Hans Kosina, Christian Lécot, Jan Mandel, Pencho Marinov, Mikhail Mayorov, Ilya N. Medvedev, Lyudmila Mihaylova, Tigran Nagapetyan, Mihail Nedjalkov, Florian Pausinger, Tania Pencheva, Nikolay Petrov, Ivan Popchev, Klaus Ritter, David Rodríguez Rueda, Olympia Roeva, Wolfgang Ch. Schmid, Philipp Schwaha, Siegfried Selberherr, Zlatan Stanojevic, Hidemaro Suwa, Synge Todo, Mario Ullrich and Paula A. Whitlock
This is the proceedings of the"8th IMACS Seminar on Monte Carlo Methods" held from August 29 to September 2, 2011 in Borovets, Bulgaria, and organized by the Institute of Information and Communication Technologies of the Bulgarian Academy of Sciences in cooperation with the International Association for Mathematics and Computers in Simulation (IMACS). Included are24 papers which cover all topics presented in the sessions of the seminar: stochastic computation and complexity of high dimensional problems, sensitivity analysis, high-performance computations for Monte Carlo applications, stochastic metaheuristics for optimization problems, sequential Monte Carlo methods for large-scale problems, semiconductor devices and nanostructures. The history of the IMACS Seminar on Monte Carlo Methods goes back to April 1997 when the first MCM Seminar was organized in Brussels: 1stIMACS Seminar, 1997, Brussels, Belgium2nd IMACS Seminar, 1999, Varna, Bulgaria 3rd IMACS Seminar, 2001, Salzburg, Austria 4th IMACS Seminar, 2003, Berlin, Germany 5th IMACS Seminar, 2005, Tallahassee, USA6th IMACS Seminar, 2007, Reading, UK7th IMACS Seminar, 2009, Brussels, Belgium8th IMACS Seminar, 2011, Borovets, Bulgaria

Author Information

Karl K. Sabelfeld, Institute of Computational Mathematics and Geophysics, Russian Acacemy of Sciences, Novosibirsk, Russia; Ivan Dimov, Institute of Information and Communication Technologies, Bulgarian Academy of Sciences, Sofia, Bulgaria.

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Audience: PhD Students, Researchers; Specialists in Different Fields using Monte Carlo Methods, e.g. Financial Mathematics, Transport of Particles, Semiconductor Simulation; Academic Libraries