10th IMACS Seminar on Monte Carlo Methods (MCM) 2015 Linz

  • Conference Call
  • The Tenth IMACS Seminar on Monte Carlo Methods (MCM 2015) will take place at the Johannes Kepler Universität (JKU) Linz and the Radon Institute for Computational and Applied Mathematics (RICAM) in Linz, Austria on July 6 – 10, 2015.

    Plenary Speakers

    We proudly announce that

    all have agreed to give plenary lectures at MCM2015.

    Scientific Topics

    • Algorithms for high dimensional problems and complexity
    • Computational stochastic differential equations
    • Generation of random numbers
    • Low discrepancy point sets and sequences
    • Markov Chain Monte Carlo
    • Multilevel Monte Carlo

    Area of Applications

    • Biology
    • Chemical Engineering
    • Computational finance
    • Nanostructures
    • Particle physics
    • Semiconductor devices

    Special Sessions

    The following special sessions will be organized at MCM2015:

    • Applications in Finance (E.Gobet)
    • Information-​based complexity (A. Hinrichs, E. Novak)
    • Low-​discrepancy point sets (G. Larcher, H. Niederreiter)
    • Monte Carlo methods for PDEs (N. Touzi)
    • Multilevel Monte Carlo (M. Giles, M. Gnewuch)
    • Numerical methods for Levy driven SDEs (S. Dereich, C. Geiss)
    • Numerical methods for stochastic differential equations (C. Debrabant, A. Rössler)
    • (Pseudo-)random number generation (A. Topuzoglu, A. Winterhof)
    • Quasi-​Monte Carlo methods and Applications (M. Matsumoto, D. Nuyens)
    • Stochastic Computation and Complexity of High-​Dimensional problems (S. Heinrich, T. Müller-​Gronbach)
    • Stochastic models and algorithms for the nonlinear Smoluchowski equation, and related applications (K.K. Sabelfeld)
    • Stochastic partial differential equations (A. De Bouard, E. Hausenblas)


    The proceedings of the conference will be published in the peer-​reviewed journal Mathematics and Computers in Simulation.

    Program committee

    • E. Buckwar, Johannes Kepler Universität Linz, Austria
    • R. Cools, Katholieke Universiteit Leuven, Belgique
    • I. Dimov, Bulgarian Academy of Science, Bulgaria
    • A. Dubus, Université Libre de Bruxelles, Belgique
    • S. Geiss, Universität Innsbruck, Austria
    • M. Giles, University of Oxford, United Kingdom
    • S. Heinrich, Universität Kaiserslautern, Germany
    • P. Kritzer, Johannes Kepler Universität Linz, Austria
    • F. Kuo, University of New South Wales, Australia
    • G. Larcher, Johannes Kepler Universität Linz, Austria
    • C. Lécot, Université de Savoie, France
    • G. Leobacher, Johannes Kepler Universität Linz, Austria
    • P. L’Ecuyer, Université de Montréal, Canada
    • C. Lemieux, University of Waterloo, Canada
    • T. Müller-​Gronbach, Universität Passau, Germany
    • M. Matsumoto, Hiroshima University, Japan
    • H. Niederreiter, Österreichische Akademie der Wissenschaften, Austria
    • F. Pillichshammer, Johannes Kepler Universität Linz, Austria
    • K.K. Sabelfeld, Russian Academy of Science, Russia
    • W.Ch. Schmid, Universität Salzburg, Austria
    • R.F. Tichy, Technische Universität Graz, Austria
    • B. Tuffin, INRIA Rennes, France
    • W. Wagner, WIAS Berlin, Germany
    • P. Whitlock, City University of New York, USA
    • A. Winterhof, RICAM Linz, Austria
    • H. Wozniakowski, Columbia University & University of Warsaw, USA/​Poland

    Conference organizers

    starting: ending: 10.07.2015 Location: , Category:


    Conference START 10.07.2015 END

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