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Monte Carlo Methods and Applications

Managing Editor: Sabelfeld, Karl K.

Editorial Board Member: Binder, Kurt / Bouleau, Nicolas / Chorin, Alexandre J. / Dimov, Ivan / Dubus, Alain / Egorov, Alexander D. / Ermakov, Sergei M. / Halton, John H. / Heinrich, Stefan / Kalos, Malvin H. / Lepingle, D. / Makarov, Roman / Mascagni, Michael / Mathe, Peter / Niederreiter, Harald / Platen, Eckhard / Sawford, Brian R. / Schmid, Wolfgang Ch. / Schoenmakers, John / Simonov, Nikolai A. / Sobol, Ilya M. / Spanier, Jerry / Talay, Denis

SCImago Journal Rank (SJR) 2015: 0.377
Source Normalized Impact per Paper (SNIP) 2015: 0.889
Impact per Publication (IPP) 2015: 0.650

Mathematical Citation Quotient (MCQ) 2015: 0.37

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    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

    Aims and Scope

    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


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

    Submission of Manuscripts

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    • Optional open access publication
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    • Convenient citation tracking via e-mail alert
    • Secure archiving by De Gruyter and the independent archiving service Portico
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    • Submission of your paper via our submission management tool
    • Peer review process (you will be guided through every step)
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    Abstracting & Indexing

    Monte Carlo Methods and Applications is covered by the following services:

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    Editorial Information

    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

    Dominique Lepingle

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

    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

    Nikolai A. Simonov

    Institute of Computational Mathematics and Mathematical Geophysics
    Academy of Sciences
    Siberian Branch
    Lavrentjeva 6
    630090 Novosibirsk, Russia.
    E-mail: nas@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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