- Error estimation, computational complexity of Monte Carlo methods, and algorithm optimization
- Simulation of random variables, random and pseudorandom number generators
- Simulation of random processes and fields
- Integrals and integral equations
- Kinetic equations, Boltzmann equations
- Solution of boundary value problems in mathematical physics
- Radiation transport, atmospheric optics
- Stochastic optimization and artificial intelligence
- Stochastic methods in linear algebra
- Stochastic models of natural processes
- Solving stochastic differential equations, financial mathematics
- Applications in natural sciences
- Simulation modeling and queueing theory
- Quantum computing
- Applied software packages, supercomputing
- Metropolis method in statistical physics
- Statistical methods for solving inverse problems