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Light propagation in turbid media is driven by the equation of radiative transfer. We give a formal probabilistic representation of its solution in the framework of biological tissues and we implement algorithms based on Monte Carlo methods…
We present a method to generate realistic, three-dimensional networks of crosslinked semiflexible polymers. The free energy of these networks is obtained from the force-extension characteristics of the individual polymers and their…
We present an algorithm for the simulation of the exact real-time dynamics of classical many-body systems with discrete energy levels. In the same spirit of kinetic Monte Carlo methods, a stochastic solution of the master equation is found,…
We revisit two basic Direct Simulation Monte Carlo Methods to model aggregation kinetics and extend them for aggregation processes with collisional fragmentation (shattering). We test the performance and accuracy of the extended methods and…
We present a Hamiltonian Monte Carlo algorithm to sample from multivariate Gaussian distributions in which the target space is constrained by linear and quadratic inequalities or products thereof. The Hamiltonian equations of motion can be…
We present an efficient Monte Carlo method to simulate reaction-diffusion processes with spatially varying particle annihilation or transformation rates as it occurs for instance in the context of motor-driven intracellular transport. Like…
We study some aspects of a Monte Carlo method invented by Maggs and Rossetto for simulating systems of charged particles. It has the feature that the discretized electric field is updated locally when charges move. Results of simulations of…
Competing phases or interactions in complex many-particle systems can result in free energy barriers that strongly suppress thermal equilibration. Here we discuss how extended ensemble Monte Carlo simulations can be used to study the…
We have developed a technique to accelerate the acquisition of effectively uncorrelated configurations for off-lattice models of dense polymer melts which makes use of both parallel tempering and large scale Monte Carlo moves. The method is…
We propose a novel stochastic algorithm that randomly samples entire rows and columns of the matrix as a way to approximate an arbitrary matrix function using the power series expansion. This contrasts with existing Monte Carlo methods,…
The Diffusion Monte Carlo method with constant number of walkers, also called Stochastic Reconfiguration as well as Sequential Monte Carlo, is a widely used Monte Carlo methodology for computing the ground-state energy and wave function of…
The histogram reweighting technique, widely used to analyze Monte Carlo data, is shown to be applicable to dynamic properties obtained from Molecular Dynamics simulations. The theory presented here is based on the fact that the correlation…
We implement a standard Monte Carlo algorithm to study the slow, equilibrium dynamics of a silica melt in a wide temperature regime, from 6100 K down to 2750 K. We find that the average dynamical behaviour of the system is in quantitative…
We present a Multi-Index Quasi-Monte Carlo method for the solution of elliptic partial differential equations with random coefficients. By combining the multi-index sampling idea with randomly shifted rank-1 lattice rules, the algorithm…
This paper addresses the challenges faced in large-volume trading, where executing substantial orders can result in significant market impact and slippage. To mitigate these effects, this study proposes a volatility-volume-based order…
Accelerated algorithms for simulating the morphological evolution of strained heteroeptiaxy based on a ball and spring lattice model in three dimensions are explained. We derive exact Green's function formalisms for boundary values in the…
A hybrid Monte Carlo (HMC) approach is employed to quantify the influence of inelastic deformation on the microstructural evolution of polycrystalline materials. This approach couples a time explicit material point method (MPM) for…
In this paper we introduce a simple Monte Carlo method for simulating the dynamics of a crowd. Within our model a collection of hard-disk agents is subjected to a series of two-stage steps, implying (i) the displacement of one specific…
A quantum Monte Carlo algorithm for the transverse Ising model with arbitrary short- or long-range interactions is presented. The algorithm is based on sampling the diagonal matrix elements of the power series expansion of the density…
We present a new efficient method for Monte Carlo simulations of diffusion-reaction processes. First introduced by us in [Phys. Rev. Lett., 97:230602, 2006], the new algorithm skips the traditional small diffusion hops and propagates the…