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We investigate ways of accurately simulating the propagation of energetic charged particles over small times where the standard Monte Carlo approximation to diffusive transport breaks down. We find that a small-angle scattering procedure…

Astrophysics · Physics 2009-11-07 R. J. Protheroe , A. Meli , A. -C Donea

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.…

Astrophysics · Physics 2009-11-10 M. Juvela

In this paper we study the problem of the numerical calculation (by Monte Carlo Methods) of the effective diffusivity for a particle moving in a periodic divergent-free velocity filed, in the limit of vanishing molecular diffusion. In this…

Numerical Analysis · Mathematics 2009-11-13 G. A. Pavliotis , A. M. Stuart , K. C. Zygalakis

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…

Astrophysics · Physics 2007-05-23 Michiel R. Hogerheijde , Floris F. S. van der Tak

Chemical reactions inside cells are generally considered to happen within fixed-size compartments. Needless to say, cells and their compartments are highly dynamic. Thus, such stringent assumptions may not reflect biochemical reality, and…

Quantitative Methods · Quantitative Biology 2016-02-17 Atiyo Ghosh , Tatiana T. Marquez-Lago

We develop a new Monte Carlo method that solves hyperbolic transport equations with stiff terms, characterized by a (small) scaling parameter. In particular, we focus on systems which lead to a reduced problem of parabolic type in the limit…

Numerical Analysis · Mathematics 2017-08-01 G. Dimarco , L. Pareschi , G. Samaey

We recently demonstrated that standard fixed-time lattice random-walk models cannot be modified to properly represent biased diffusion processes in more than two dimensions. The origin of this fundamental limitation appears to be the fact…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Michel G. Gauthier , Gary W. Slater

Kinetic equations model distributions of particles in position-velocity phase space. Often, one is interested in studying the long-time behavior of particles in high-collisional regimes in which an approximate (advection)-diffusion model…

Numerical Analysis · Mathematics 2021-07-09 Emil Løvbak , Giovanni Samaey , Stefan Vandewalle

We develop an asynchronous event-driven First-Passage Kinetic Monte Carlo (FPKMC) algorithm for continuous time and space systems involving multiple diffusing and reacting species of spherical particles in two and three dimensions. The…

Materials Science · Physics 2015-05-13 A. Donev , V. V. Bulatov , T. Oppelstrup , G. H. Gilmer , B. Sadigh , M. H. Kalos

This paper introduces a class of Monte Carlo algorithms which are based upon the simulation of a Markov process whose quasi-stationary distribution coincides with a distribution of interest. This differs fundamentally from, say, current…

Methodology · Statistics 2020-04-14 Murray Pollock , Paul Fearnhead , Adam M. Johansen , Gareth O. Roberts

Elastic systems that are spatially heterogeneous in their mechanical response pose special challenges for molecular simulations. Standard methods for sampling thermal fluctuations of a system's size and shape proceed through a series of…

Materials Science · Physics 2015-05-13 Sander Pronk , Phillip L. Geissler

We introduce a theoretical approach to study the quantum-dissipative dynamics of electronic excitations in macromolecules, which enables to perform calculations in large systems and cover long time intervals. All the parameters of the…

Mesoscale and Nanoscale Physics · Physics 2016-07-20 S. A Beccara , F. Mascherpa , E. Schneider , P. Faccioli

We propose a multilevel Monte Carlo method for a particle-based asymptotic-preserving scheme for kinetic equations. Kinetic equations model transport and collision of particles in a position-velocity phase-space. With a diffusive scaling,…

Numerical Analysis · Mathematics 2020-05-21 Emil Løvbak , Giovanni Samaey , Stefan Vandewalle

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…

Computation · Statistics 2014-10-16 Laura Vinckenbosch , Céline Lacaux , Samy Tindel , Magalie Thomassin , Tiphaine Obara

We present an algorithm for rigid body diffusion Monte Carlo with importance sampling, which is based on a rigorous short-time expansion of the Green's function for rotational motion in three dimensions. We show that this short-time…

Computational Physics · Physics 2009-11-07 Alexandra Viel , Mehul V. Patel , Parhat Niyaz , K. Birgitta Whaley

We propose in this work a Monte Carlo method for three dimensional scalar radiative transfer equations with non-integrable, space-dependent scattering kernels. Such kernels typically account for long-range statistical features, and arise…

Numerical Analysis · Mathematics 2023-07-19 Christophe Gomez , Olivier Pinaud

Sequential Monte Carlo techniques are useful for state estimation in non-linear, non-Gaussian dynamic models. These methods allow us to approximate the joint posterior distribution using sequential importance sampling. In this framework,…

Computation · Statistics 2012-07-09 Mike Klaas , Nando de Freitas , Arnaud Doucet

Aims. Numerical test-particle simulations are a reliable and frequently used tool to test analytical transport theories and to predict mean-free paths. The comparison between solutions of the diffusion equation and the particle flux is used…

High Energy Astrophysical Phenomena · Physics 2016-02-17 R. C. Tautz , J. Bolte , A. Shalchi

The aim of this paper is to introduce a new Monte Carlo method based on importance sampling techniques for the simulation of stochastic differential equations. The main idea is to combine random walk on squares or rectangles methods with…

Probability · Mathematics 2010-10-22 Madalina Deaconu , Antoine Lejay

Back-diffusion is the phenomenon by which random walkers revisit binding sites on a lattice. This phenomenon must occur on interstellar dust particles, slowing down dust-grain reactions, but it is not accounted for by standard rate-equation…

Astrophysics of Galaxies · Physics 2018-09-12 Eric R. Willis , Robin T. Garrod