Related papers: Monte Carlo discretization of general relativistic…
A novel hybrid Monte Carlo transport scheme is demonstrated in a scene with solar illumination, scattering and absorbing 2D atmosphere, a textured reflecting mountain, and a small detector located in the sky (mounted on a satellite or a…
Monte Carlo approaches to radiation transport have several attractive properties such as simplicity of implementation, high accuracy, and good parallel scaling. Moreover, Monte Carlo methods can handle complicated geometries and are…
In recent years efficient algorithms have been developed for the numerical computation of relativistic single-particle path integrals in quantum field theory. Here, we adapt this "worldline Monte Carlo" approach to the standard problem of…
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…
We present a numerical method and computer code to calculate the radiative transfer and excitation of molecular lines. Formulating the Monte Carlo method from the viewpoint of cells rather than photons allows us to separate local and…
We present an extensive Monte Carlo study on light transport in optically thin slabs, addressing both axial and transverse propagation. We completely characterize the so-called ballistic-to-diffusive transition, notably in terms of the…
Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…
We present a hybrid method for time-dependent particle transport problems that combines Monte Carlo (MC) estimation with deterministic solutions based on discrete ordinates. For spatial discretizations, the MC algorithm computes a piecewise…
We report on a new capability added to our general relativistic radiation-magnetohydrodynamics code, Cosmos++: an implicit Monte Carlo (IMC) treatment for radiation transport. The method is based on a Fleck-type implicit discretization of…
We discuss the efficiency of Monte Carlo methods in solving continuum radiative transfer problems. The sampling of the radiation field and convergence of dust temperature calculations in the case of optically thick clouds are both studied.…
A discretization scheme for nonnegative diffusion processes is proposed and the convergence of the corresponding sequence of approximate processes is proved using the martingale problem framework. Motivations for this scheme come typically…
In this paper we propose and study a family of continuous wavelets on general domains, and a corresponding stochastic discretization that we call Monte Carlo wavelets. First, using tools from the theory of reproducing kernel Hilbert spaces…
Indirect imaging problems in biomedical optics generally require repeated evaluation of forward models of radiative transport, for which Monte Carlo is accurate yet computationally costly. We develop a novel approach to reduce this…
We introduce an efficient lattice regularization scheme for quantum Monte Carlo calculations of realistic electronic systems. The kinetic term is discretized by a finite difference Laplacian with two mesh sizes, a and a', where a'/a is an…
The Diffusion Monte Carlo method is devoted to the computation of electronic ground-state energies of molecules. In this paper, we focus on implementations of this method which consist in exploring the configuration space with a {\bf fixed}…
We present a hybrid method for time-dependent particle transport that combines Monte Carlo (MC) estimation with a deterministic discrete ordinates (\(S_N\)) solve, augmented by quasi-Monte Carlo (QMC) sampling. For spatial discretizations,…
In this paper, we present a neural path guiding method to aid with Monte Carlo (MC) integration in rendering. Existing neural methods utilize distribution representations that are either fast or expressive, but not both. We propose a…
In these lectures we provide a short introduction to the Monte Carlo integration method and its applications. We show how the origin of ultraviolet divergences if Field Theories is in the undefined formal product of distributions and how…
Monte Carlo sampling techniques have broad applications in machine learning, Bayesian posterior inference, and parameter estimation. Often the target distribution takes the form of a product distribution over a dataset with a large number…
We introduce a theoretical framework for the calculation of uncertainties affecting observables produced by Monte Carlo particle transport, which derive from uncertainties in physical parameters input into simulation. The theoretical…