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.
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].
S. M. Prigarin, D. E. Mironova, “Monte Carlo simulation of wide-angle lidar signals”, Sib. Zh. Vychisl. Mat., 27:2 (2024), 233–243
2.
B. A. Kargin, E. G. Kablukova, Q. Mu, S. M. Prigarin, “Monte Carlo methods for numerical simulation of solar energy radiation transfer in crystal clouds”, Sib. Zh. Vychisl. Mat., 27:2 (2024), 173–187
2023
3.
E. G. Kablukova, V. G. Oshlakov, S. M. Prigarin, “Monte Carlo simulation of a laser navigation system signal”, Sib. Zh. Vychisl. Mat., 26:3 (2023), 253–261
2022
4.
S. M. Prigarin, D. E. Mironova, “Monte Carlo simulation of ring-shaped structures of
laser pulse radiation scattered in atmospheric clouds and water media”, Sib. Zh. Vychisl. Mat., 25:3 (2022), 303–313
K. V. Litvenko, S. M. Prigarin, “Convergence of numerical spectral models of the sea surface undulation”, Sib. Zh. Vychisl. Mat., 23:1 (2020), 53–67; Num. Anal. Appl., 13:1 (2020), 45–56
K. V. Litvenko, S. M. Prigarin, “Numerical stochastic models of the sea surface undulation and extreme ocean waves”, Sib. Zh. Vychisl. Mat., 17:4 (2014), 349–361; Num. Anal. Appl., 7:4 (2014), 293–303
S. M. Prigarin, K. Hahn, G. Winkler, “Estimation of fractal dimension of random fields on the basis of variance analysis of increments”, Sib. Zh. Vychisl. Mat., 14:1 (2011), 91–102; Num. Anal. Appl., 4:1 (2011), 71–80
V. A. Ogorodnikov, S. M. Prigarin, A. S. Rodionov, “Quasi-Gaussian model of network traffic”, Avtomat. i Telemekh., 2010, no. 3, 117–130; Autom. Remote Control, 71:3 (2010), 473–485
S. M. Prigarin, K. Hahn, G. Winkler, “Variational dimension of random sequences and its application”, Sib. Zh. Vychisl. Mat., 12:4 (2009), 435–448; Num. Anal. Appl., 2:4 (2009), 352–363
N. P. Eltsov, V. A. Ogorodnikov, S. M. Prigarin, “A study of bounded cascade models of random fields on a plane”, Sib. Zh. Vychisl. Mat., 11:4 (2008), 405–412; Num. Anal. Appl., 1:4 (2008), 332–338
S. M. Prigarin, A. L. Marshak, “Simulation of vector semi-binary homogeneous random fields and modeling of broken clouds”, Sib. Zh. Vychisl. Mat., 11:3 (2008), 347–356; Num. Anal. Appl., 1:3 (2008), 285–292
S. M. Prigarin, K. Hahn, G. Winkler, “Comparative analysis of two numerical methods to measure Hausdorff dimension of the fractional Brownian motion”, Sib. Zh. Vychisl. Mat., 11:2 (2008), 201–218; Num. Anal. Appl., 1:2 (2008), 163–178
S. M. Prigarin, N. V. Fedchenko, “Solution of boundary value problems for linear systems of stochastic differential equations”, Sib. Zh. Vychisl. Mat., 7:4 (2004), 345–361
14.
S. M. Prigarin, A. Martin, G. Winkler, “Numerical models of binary random fields on the basis of thresholds of Gaussian functions”, Sib. Zh. Vychisl. Mat., 7:2 (2004), 165–175
S. M. Prigarin, “Numerical solution of boundary value problems for linear systems of stochastic differential equations”, Zh. Vychisl. Mat. Mat. Fiz., 38:12 (1998), 1983–1988; Comput. Math. Math. Phys., 38:12 (1998), 1903–1908
S. M. Prigarin, “Weak convergence of probability measures in the spaces of continuously differentiable functions”, Sibirsk. Mat. Zh., 34:1 (1993), 140–144; Siberian Math. J., 34:1 (1993), 123–127
A. V. Voitishek, S. M. Prigarin, “The functional convergence of the limits and models in the Monte Carlo method”, Zh. Vychisl. Mat. Mat. Fiz., 32:10 (1992), 1641–1651; Comput. Math. Math. Phys., 32:10 (1992), 1471–1479
B. A. Kargin, S. V. Rogazinskii, S. S. Artem'ev, S. A. Uhinov, K. K. Sabelfeld, A. V. Voitishek, V. A. Ogorodnikov, S. M. Prigarin, V. S. Antyufeev, “On the anniversary of Gennadii Alekseevich Mikhailov”, Sib. Zh. Vychisl. Mat., 17:2 (2014), 105–109; Num. Anal. Appl., 7:2 (2014), 87–90
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