Background
Sobol, Ilya M. was born on August 15, 1926 in Panevezys, Lithuania. Arrived in Union of the Soviet Socialist Republics (now Russia), 1940. Son of Meyer D. and Rachel (Ya) Sobol.
(The Monte Carlo method is a numerical method of solving m...)
The Monte Carlo method is a numerical method of solving mathematical problems through random sampling. As a universal numerical technique, the method became possible only with the advent of computers, and its application continues to expand with each new computer generation. A Primer for the Monte Carlo Method demonstrates how practical problems in science, industry, and trade can be solved using this method. The book features the main schemes of the Monte Carlo method and presents various examples of its application, including queueing, quality and reliability estimations, neutron transport, astrophysics, and numerical analysis. The only prerequisite to using the book is an understanding of elementary calculus.
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Sobol, Ilya M. was born on August 15, 1926 in Panevezys, Lithuania. Arrived in Union of the Soviet Socialist Republics (now Russia), 1940. Son of Meyer D. and Rachel (Ya) Sobol.
Degree in mathematics with honors, Moscow State University, 1948. Candidate in physical-mathematics science, Russian Academy of Sciences, 1959. Doctor in Physical-Mathematics Sciences, Russian Academy of Sciences, 1977.
Senior engineer Geophysical Institute Russian Academy of Sciences, 1949-1953, researcher Institute Applied Mathematics, 1953-1961, senior researcher, 1961-1986, leading researcher, 1986-1990, principal researcher Institute of Mathematics Modelling, since 1990. Lecturer Moscow Engineering Physics Institute, Technology University, 1969-1980, professor, since 1980. Lecturer University Kaiserslautern, Germany, 1990, State University Ulyanovsk, Russia, 1993.
Guest professor Technology University Graz, Austria, 1996.
(The Monte Carlo method is a numerical method of solving m...)
Member Moscow Mathematics Society, New York Academy of Sciences.
Married Galina P. Portnova, April 15, 1945. 1 child, Alexander.