Related papers: On the Modified Random Walk for Monte-Carlo Radiat…
This paper deals with a comparison of Fractional Derivative and Monte carlo approaches to the modelling of anomalous diffusion in the field of particle transport. The goal of this research is to provide a better insight on the behavior of…
We present an approach to interface branching random walks with Markov chain Monte Carlo sampling, and to switch seamlessly between the two. The approach is discussed in the context of auxiliary-field quantum Monte Carlo (AFQMC) but is…
In a recent paper [2] the author introduced and investigated a random walk model similar to a model introduced in [1]. In these models the increment of the random walk depends on the complete past of the process. In this note I will point…
We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…
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…
A Monte Carlo method for simulating a multi-dimensional diffusion process conditioned on hitting a fixed point at a fixed future time is developed. Proposals for such diffusion bridges are obtained by superimposing an additional guiding…
A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…
Supernova remnants are expected to contain braided (or stochastic) magnetic fields, which are in some regions directed mainly perpendicular to the shock normal. For particle acceleration due to repeated shock crossings, the transport in the…
We offer a new proposal for the Monte Carlo treatment of many-fermion systems in continuous space. It is based upon Diffusion Monte Carlo with significant modifications: correlated pairs of random walkers that carry opposite signs;…
We present computer simulations of anomalous diffusion, $< r^2(t) > \sim a t^{1-\delta}$, in two dimensions. The Monte Carlo calculations are in excellent agreement with previous renormalization group calculations. Interestingly, use of a…
We consider conservative cross-diffusion systems for two species where individual motion rates depend linearly on the local density of the other species. We develop duality estimates and obtain stability and approximation results. We first…
Radiative transfer simulation is an important tool that allows us to generate synthetic images of various astrophysical objects. In the case of complex three-dimensional geometries, a Monte Carlo-based method that simulates photon packages…
For certain materials science scenarios arising in rubber technology, one-dimensional moving boundary problems (MBPs) with kinetic boundary conditions are capable of unveiling the large-time behavior of the diffusants penetration front,…
The probability distribution p(l) of an atom to return to a step at distance l from the detachment site, with a random walk in between, is exactly enumerated. In particular, we study the dependence of p(l) on step roughness, presence of…
Continuous time random walk (CTRW) subdiffusion along with the associated fractional Fokker-Planck equation (FFPE) is traditionally based on the premise of random clock with divergent mean period. This work considers an alternative CTRW and…
In this paper, we propose and analyze a new stochastic homogenization method for diffusion equations with random and fast oscillatory coefficients. In the proposed method, the homogenized solutions are sought through a two-stage procedure.…
The random walk problem is studied in two and three dimensions in the presence of a random distribution of static traps. An efficient Monte Carlo method, based on a mapping onto a polymer model, is used to measure the survival probability…
High-energy physics simulations traditionally rely on classical Monte Carlo methods to model complex particle interactions, often incurring significant computational costs. In this paper, we introduce a novel quantum-enhanced simulation…
Daily, are reported systems in nature that present anomalous diffusion phenomena due to irregularities of medium, traps or reactions process. In this scenario, the diffusion with traps or localised--reactions emerge through various…
We survey recent results of normal and anomalous diffusion of two types of random motions with long memory in ${\Bbb R}^d$ or ${\Bbb Z}^d$. The first class consists of random walks on ${\Bbb Z}^d$ in divergence-free random drift field,…