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Ilya M. Sobol

Ilya M. Sobol
I.M.Sobol.jpg
Prof. Sobol at MCM2001, the third IMACS Seminar on Monte Carlo Methods, September 2001 in Salzburg.
Born Ilya Meyerovich Sobol
(1926-08-15)15 August 1926
Panevezhas, Lithuania
Known for
Awards USSR Medal for Labour Valour and the Order of the Honour Badge
Scientific career
Fields Mathematics
Influences Andrey Kolmogorov
Alexander Samarskii Vyacheslav Stepanov
Viktor Vladimirovich Nemytskii

Ilya Meyerovich Sobol (born 15 August 1926) (Russian: Илья Меерович Соболь) is a Russian mathematician of Jewish Lithuanian origin, known for his work on Monte Carlo methods. His research spanned several applications, from nuclear studies to astrophysics, and contributed significantly to the field of sensitivity analysis.

Ilya Meyerovich Sobol was born on August 15, 1926, in Panevėžys (Lithuania). When World War II reached Lithuania his family was evacuated to Izhevsk. Here Sobol attended high school which he finished in 1943 with distinction. Sobol then moved to Moscow at the Faculty of Mechanics and Mathematics of Moscow State University, where he graduated with distinction in 1948. Ilya Meyerovich Sobol recognizes Aleksandr Khinchin, Viktor Vladimirovich Nemytskii, and A. Kolmogorov as his teachers.

In 1949, Sobol joined a laboratory of the Geophysical Complex Expedition at the Institute of Geophysics of the USSR Academy of Sciences led by Andrey Nikolayevich Tikhonov. This laboratory was subsequently merged with the Institute of Applied Mathematics of the USSR Academy of Sciences.

He has been for many years professor at the Department of Mathematical Physics of the Moscow Engineering Physics Institute, and was an active contributor to the Journal of Computational Mathematics and Mathematical Physics.

I.M. Sobol has contributed to the scientific literature with about one hundred and seventy scientific papers and several textbooks.

In his student years, Sobol was actively engaged in solving various mathematical problems. His first scientific works concerning ordinary differential equations were published in renowned mathematical journals in 1948. Some of his subsequent studies were also devoted to this subject. During his years at the Institute of Applied Mathematics Sobol took part in the computations for the first Soviet atomic and hydrogen bombs. He also worked with on the computation of temperature waves.


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