Maintained by  Karl Entacher 

Accepted Contributed Papers

PDF-file (530K) containing the abstracts of all contributed talks (the document contains no figures, please contact the authors if you need detailed informations).

1. Prasana Venkatesh
   Stochastic Lagrangian Models of Inhomogeneous Turbulent Flow - a Comparison of the Path-Integration, Quasi-Monte Carlo, and Monte Carlo Approaches
2. T.M. Tovstik, I.A. Vinogradova, V.A. Myshenskaya
   Simulation of the isotropic homogeneous random field in R_3
3. Alfred I. Khisamutdinov
   On some general properties of monte carlo methods for nonlinear Boltzmann equation
4. Gerry Paul, Robert M. Ziff, H. Eugene Stanley
   How To Build Very Large Percolation Clusters with Very Little Computer Memory
5. G. Derflinger,J. Leydold,G. Tirler
   Automatic non-uniform random variate generation
6. Hozumi Morohosi, Masanori Fushimi
   Experimental studies for the error estimation methods of quasi-Monte Carlo integrations
7. Herbert Rief
   Light propagation modelling in biological tissue by advanced Monte Carlo methods
8. S.K. Kochuguev, V.V. Kunitsyn, D.Kh. Ofengeim, A.I. Zhmakin
   Optimization of a Ray Tracing Method for Radiative Heat Transfer Problems
9. Christoph Schlier
   A practitioners view on QMC integration
10. Ad Ridder
    Efficient simulation of a rare event in the infinite server queue
11. Makoto Matsumoto, Takuji Nishimura
    A non-empirical test on the weight of the pseudorandom number generators
12. Sylvain Maire
    A fast computation of L^2 approximations with Monte Carlo
13. Hansjoerg Albrecher, Reinhold Kainhofer, Robert F. Tichy
    Simulation methods in ruin models with non-linear dividend barriers
14. F. M. Bufler, A. Schenk, and W. Fichtner
    Proof of a Simple Time--Step Propagation Scheme for Monte Carlo Simulation
15. Hee Sun Hong, Fred J. Hickernell
    Distributions of the Discrepancy of Scrambled Digital $(\lambda t,m,s)$-Nets
16. Takuji Nishimura
    Defects of commonly used pseudorandom number generators
17. Alfred I. Khisamutdinov
    Simulation of one type pairs of random variables
18. Adam Kolkiewicz
    Pricing American Style Options Using Low Discrepancy Sequences
19. L. Shifren, David K. Ferry
    A particle Monte Carlo simulation for semiconductor devices based on the Wigner function distribution
20. S.M. Ramey, David K. Ferry
    Monte Carlo Modelling of quantum effects in semiconductor devices with effective potentials
21. E.V. Shkarupa
    The conditional optimization of the global solution of the radiative transfer equation
22. Wolfgang Hoermann and Guenter Tirler
    Using Kernel Density Estimation for Financial Simulation
23. Ikumasa Yoshida
    Non-Gaussian nonlinear damage detection by Monte Carlo filter
24. K. Kalna, A. Asenov
    Nonequilibrium and ballistic transport, and backscattering in decanano HEMTs: A Monte Carlo simulation study
25. Tim Langtry,L.C. Botten,R.C. McPhedran
    Monte Carlo and quasi-Monte Carlo modelling of photonic crystals
26. James Anderson
    Quantum Monte Carlo: Direct Calculation of Corrections to Trial Wave Functions and Their Energies
27. James Anderson, Lyle N. Long
    The Simulation of Detonations
28. James Anderson
    Monte Carlo Treatment of UV Light Imprisonment in Fluorescent Lamps
29. Hedley Morris, Giray Oekten, Ekarat Tantawichet
    A Quasi-Monte Carlo Implementation of the Least Mean Square Approach to Pricing American Options
30. Mats Hjelm, H.E. Nilsson
    A full band Monte Carlo simulator for cubic and hexagonal semiconductor materials and devices: an object oriented approach
31. Y. Li, H.M. Lu, T.W. Tang, S.M. Sze
    A novel parallel adaptive Monte Carlo method for nonlinear poisson equation in semiconductor devices
32. Pierre L'Ecuyer, Jacinthe Granger-Piche
    Combining Generators from Different Families
33. Marco Saraniti,Jinsong Tang,Stephen M. Goodnick,Shela J. Wigger
    Numerical challenges in particle-based approaches for the simulation of semiconductor devices
34. Christiane Lemieux, Pierre L'Ecuyer
    Polynomial Lattice Rules for Quasi-Monte Carlo
35. H.Kosina, M.Nedjalkov and S.Selberherr
    An Event Bias Technique for Monte Carlo Device Simulation
36. Hans-Erik Nilsson, Ervin Dubaric
    Monte Carlo simulation of the transient response of single photon absorption in X-ray pixel detectors
37. W. Mergenthaler,J. Fellner,B. Mauersberg
    Application of the Metropolis-algorithm tp problems of redundancy elimination in functional and parametric tests of Integrated Circuits
38. Chi-Ok Hwang, Michael Mascagni
    A Feynman-Kac Path-Integral Implementation for Poisson's Equation Using an h-conditioned Green's Function
39. Mateu Sbert
    Optimal gathering random walk absorption probabilities for radiosity in scenes with large area sources
40. I.M. Sobol,D.I. Asotsky
    One more experiment on estimating high-dimensional integrals by Quasi-Monte Carlo methods
41. Mary E. Flahive
    Figure of Merit for Digital Nets over Z_2
42. K. Schaber, S. Wegenkittl
    Conditional Entropy Measures for Pseudorandom Numbers
43. G. Leobacher, F. Pillichshammer
    Sampling from the hyperbolic distribution
44. R. Schuerer
    A Comparison Between Quasi-Monte Carlo and Cubature Rule Based Methods for Solving High-dimensional Integration Problems

Auspices: The International Association for Mathematics and Computers in Simulation