Speciality:
01.01.07 (Computing mathematics)
Phone: +7 (383) 330 77 21
Fax: +7 (383) 330 87 83
E-mail: ,
Website: https://osmf.sscc.ru/~smp,http://smp@http://osmf.sscc.ru Keywords: stochastic simulation, random processes and mathematical statistics, numerical analysis and computational sciences, simulation of random processes and fields, simulation of stochastic structure of geophysical fields (clouds, sea swell, porous media, etc.), Monte Carlo methods in radiation transfer problems, optimization and convergence of Monte Carlo estimators, numerical methods for stochastic differential equation.
UDC: 519.216.24, 519.6 MSC: 28A80, 62M10, 65C05
Subject:
Stochastic simulation, random processes and mathematical statistics, numerical analysis and computational sciences, simulation of random processes and fields, simulation of stochastic structure of geophysical fields (clouds, sea swell, porous media, etc.), Monte Carlo methods in radiation transfer problems, optimization and convergence of Monte Carlo estimators, numerical methods for stochastic differential equation.
Main publications:
S. M. Prigarin, Spectral Models of Random Fields in Monte Carlo Methods. VSP, Utrecht, 2001.
S. M. Prigarin, The Essentials of Stochastic Simulation in Optical Radiation Transfer. Novosibirsk Univ. Press, 2001, 82 p. [in Russian].
S. M. Prigarin, Numerical modeling of random processes and fields, ICM&MG Publisher, Novosibirsk, 2005, 259 p. [in Russian].
