Speciality:
01.01.07 (Computing mathematics)
Birth date:
06.03.1934
E-mail: ,
Website: http://www.sscc.ru/mikhailv/mikh Keywords: Monte Carlo methods,
probabilistic representations of solutions of differential and integral equations of the mathematical physics,
numerical modelling of random functions.
Subject:
The theory of optimization of weight Monte-Carlo methods is worked out on the basis of conjugate and special nonlinear equations using the minimax approach. The weight parametric estimates,in particular, for multiple parametric derivatives and, on this basis, for the main eigenvalues of linear operators are constructed. Effective methods of numerical simulation of random variables and functions are proposed. Stochastic algorithms for solution of some boundary value problems are constructed, including problems of atmospheric optics, laser sensing, admixture diffusion and nuclear reactors theory.
Main publications:
Mikhailov G. A., “Priblizhennye modeli sluchainykh protsessov i polei”, Zhurn. vychisl. matem. i matem. fiz., 23:3 (1983), 558–566
Mikhailov G. A., Optimization of weighted Monte Carlo methods, Springer Ser. Comput. Phys., Springer-Verlag, Berlin, 1992
Mikhailov G. A., “Reshenie zadachi Dirikhle dlya nelineinogo ellipticheskogo uravneniya metodom Monte-Karlo”, Sib. matem. zhurn., 35:5 (1994), 1085–1093
Mikhailov G. A., Makarov R. N., “Parametricheskoe differentsirovanie i otsenki sobstvennykh chisel metodom Monte-Karlo”, Sib. matem. zhurn., 39:4 (1998), 931–941
