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Stochastic Computational Methods and Experiment Design

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Abstract

The study presents a brief overview of key results of research conducted at the Statistical Modeling Department of St. Petersburg State University. These results include mathematical substantiation of the computer simulation of randomness, stochastic methods for solving equations, stochastic optimization, and study of the stochastic stability and parallelism of Monte Carlo algorithms. In terms of experiment design, special attention is given to regression experiments with nonlinear parameterization. The references list includes mainly monographs authored by faculty members of the department, with the exception of some articles containing results not included in those.

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REFERENCES

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ACKNOWLEDGMENTS

Faculty members of the department who have contributed to the development of the described research: Professor, Head of Department, S.M. Ermakov; Professor V.B. Melas; Docent Yu.N. Kashtanov; Docent V.V. Nekrutkin; Docent T.M Tovstik; Docent P.V. Shpilev; Senior lecturer N.M. Moskaleva.

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Authors and Affiliations

  1. St. Petersburg State University, 199034, St. Petersburg, Russia

    S. M. Ermakov & V. B. Melas

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  1. S. M. Ermakov
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  2. V. B. Melas
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Correspondence to S. M. Ermakov or V. B. Melas.

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Translated by A. Ovchinnikova

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Ermakov, S.M., Melas, V.B. Stochastic Computational Methods and Experiment Design. Vestnik St.Petersb. Univ.Math. 56, 135–142 (2023). https://doi.org/10.1134/S1063454123020048

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  • DOI: https://doi.org/10.1134/S1063454123020048

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