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Related papers: Dosimetry, scattering theory, and Monte Carlo simu…

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Monte Carlo methods are state-of-the-art when it comes to dosimetric computations in radiotherapy. However, the execution time of these methods suffers in high-collisional regimes. We address this problem by introducing a kinetic-diffusion…

Quantitative Methods · Quantitative Biology 2025-08-22 Klaas Willems , Vince Maes , Zhirui Tang , Giovanni Samaey

The smoothing distribution is the conditional distribution of the diffusion process in the space of trajectories given noisy observations made continuously in time. It is generally difficult to sample from this distribution. We use the…

Probability · Mathematics 2025-03-07 Oskar Eklund , Annika Lang , Moritz Schauer

We show how the scattering-into-cones and flux-across-surfaces theorems in Quantum Mechanics have very intuitive pathwise probabilistic versions based on some results by Carlen about large time behaviour of paths of Nelson diffusions. The…

Mathematical Physics · Physics 2009-11-07 Andrea Posilicano , Stefania Ugolini

We generalize a simple Monte Carlo (MC) model for dilute gases to consider the transport behavior of positrons and electrons in Percus-Yevick model liquids under highly non-equilibrium conditions, accounting rigorously for coherent…

Computational Physics · Physics 2015-04-22 W. J. Tattersall , D. G. Cocks , G. J. Boyle , R. D. White

We introduce the Quantization Monte Carlo method to solve thermal radiative transport equations with possibly several collision regimes, ranging from few collisions to massive number of collisions per time unit. For each particle in a given…

Computational Physics · Physics 2024-09-13 Laetitia Laguzet , Gabriel Turinici

Monte Carlo simulations of diffusion processes often introduce bias in the final result, due to time discretization. Using an auxiliary Poisson process, it is possible to run simulations which are unbiased. In this article, we propose such…

Computational Finance · Quantitative Finance 2016-05-09 Louis Paulot

Electron transport within nanostructures can be important to varied engineering applications, such as thermoelectrics and nanoelectronics. In theoretical studies, electron Monte Carlo simulations are widely used as an alternative approach…

Applied Physics · Physics 2019-02-20 Qing Hao , Yue Xiao

Modelling the inelastic scattering of electrons in water is fundamental, given their crucial role in biological damage. In Monte Carlo track-structure codes used to assess biological damage, the energy loss function, from which cross…

Quantitative theory of interbilayer interactions is essential to interpret x-ray scattering data and to elucidate these interactions for biologically relevant systems. For this purpose Monte Carlo simulations have been performed to obtain…

Biological Physics · Physics 2009-10-31 Nikolai Gouliaev , John F. Nagle

Particles and fields are standard components in numerical simulations like transport simulations in nuclear physics and have very well understood dynamics. Still, a common problem is the interaction between particles and fields due to their…

High Energy Physics - Phenomenology · Physics 2015-04-16 Christian Wesp , Hendrik van Hees , Alex Meistrenko , Carsten Greiner

Markov Chain Monte Carlo (MCMC) methods have become a cornerstone of many modern scientific analyses by providing a straightforward approach to numerically estimate uncertainties in the parameters of a model using a sequence of random…

Other Statistics · Statistics 2020-03-10 Joshua S. Speagle

Discrepancies play an important role in the study of uniformity properties of point sets. Their probability distributions are a help in the analysis of the efficiency of the Quasi Monte Carlo method of numerical integration, which uses…

High Energy Physics - Phenomenology · Physics 2007-05-23 A. F. W. van Hameren

We present an exact Monte Carlo algorithm designed to sample theories where the energy is a sum of many couplings of decreasing strength. The algorithm avoids the computation of almost all non-leading terms. Its use is illustrated by…

High Energy Physics - Lattice · Physics 2009-10-31 T. Bakeyev , Ph. de Forcrand

Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in…

Computation · Statistics 2021-06-23 Jeremy Heng , Adrian N. Bishop , George Deligiannidis , Arnaud Doucet

A lattice gas model of adsorption inside cylindrical pores is evaluated with Monte Carlo simulations. The model incorporates two kinds of site: (a line of) ``axial'' sites and surrounding ``cylindrical shell'' sites, in ratio 1:7. The…

Statistical Mechanics · Physics 2009-11-10 Raluca A. Trasca , M. Mercedes Calbi , Milton W. Cole , Jose L. Riccardo

Scattering theory is a standard tool for the description of transport phenomena in mesoscopic systems. Here, we provide a detailed derivation of this method for nano-scale conductors that are driven by oscillating electric or magnetic…

Statistical Mechanics · Physics 2020-06-01 Kay Brandner

The Monte Carlo method is typically considered the gold standard for simulating reactor physics problems, as it does not require discretization of the phase space. This is not necessarily true though when simulating multigroup problems, as…

Computational Physics · Physics 2025-10-22 Parth Singh , Hunter Belanger

In this work, we introduce a simple modification of the Monte Carlo algorithm, which we call step Monte Carlo (sMC). The sMC approach allows to simulate processes far from equilibrium and obtain information about the dynamic properties of…

Other Condensed Matter · Physics 2023-12-15 Dariusz Sztenkiel

The behavior of a Lattice Monte Carlo algorithm (if it is designed correctly) must approach that of the continuum system that it is designed to simulate as the time step and the mesh step tend to zero. However, we show for an algorithm for…

Statistical Mechanics · Physics 2010-08-23 Mykyta V. Chubynsky , Gary W. Slater

We review efficient Monte Carlo methods for simulating quantum systems which couple to a dissipative environment. A brief introduction of the Caldeira-Leggett model and the Monte Carlo method will be followed by a detailed discussion of…

Statistical Mechanics · Physics 2009-11-11 Philipp Werner , Matthias Troyer