Related papers: 2D anisotropic scattering pattern fitting using a …
We describe and analyze some Monte Carlo methods for manifolds in Euclidean space defined by equality and inequality constraints. First, we give an MCMC sampler for probability distributions defined by un-normalized densities on such…
A procedure for unfolding the true distribution from experimental data is presented. Machine learning methods are applied for simultaneous identification of an apparatus function and solving of an inverse problem. A priori information about…
The Multilevel Monte Carlo method is an efficient variance reduction technique. It uses a sequence of coarse approximations to reduce the computational cost in uncertainty quantification applications. The method is nowadays often considered…
The most common way to sample from a probability distribution is to use Monte-Carlo methods. For distributions on a continuous state space, one can find diffusions with the target distribution as equilibrium measure, so that the state of…
This paper develops an efficient numerical method for the inverse scattering problem of a time-harmonic plane wave incident on a perfectly reflecting random periodic structure. The method is based on a novel combination of the Monte Carlo…
Monte Carlo sampling techniques are used to estimate high-dimensional integrals that model the physics of light transport in virtual scenes for computer graphics applications. These methods rely on the law of large numbers to estimate…
An implementation of the Reverse Monte Carlo algorithm is presented for the study of amorphous tetrahedral semiconductors. By taking into account a number of constraints that describe the tetrahedral bonding geometry along with the radial…
Motivated by the unexpected Monte Carlo results as well as the theoretical proposal of a large correction to scaling for the critical theory of the 2-d staggered-dimer spin-1/2 Heisenberg model on the square lattice, we study the phase…
We present a method that optimizes the aspect ratio of a spatially anisotropic quantum lattice model during the quantum Monte Carlo simulation, and realizes the virtually isotropic lattice automatically. The anisotropy is removed by using…
In this paper, we propose a new technique for two-dimensional phase unwrapping. The unwrapped phase is found as the solution of an inverse problem that consists in the minimization of an energy functional. The latter includes a weighted…
In this article we consider a Monte Carlo-based method to filter partially observed diffusions observed at regular and discrete times. Given access only to Euler discretizations of the diffusion process, we present a new procedure which can…
Monte Carlo integration is a commonly used technique to compute intractable integrals and is typically thought to perform poorly for very high-dimensional integrals. To show that this is not always the case, we examine Monte Carlo…
Sampling from multimodal distributions is a challenging task in scientific computing. When a distribution has an exact symmetry between the modes, direct jumps among them can accelerate the samplings significantly. However, the…
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}…
This is the second paper in a series on light scattering from optically anisotropic scatterers embedded in an isotropic medium. The apparently complex T-matrix theory involving mixing of angular momentum components turns out to be an…
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…
Ladder polymers, known for their rigid, ladder-like structures, exhibit exceptional thermal stability and mechanical strength, positioning them as candidates for advanced applications. However, accurately determining their structure from…
Two different Reverse Monte Carlo strategies, 'RMC++' and 'RMCPOW', have been compared for determining the microscopic structure of some liquid and amorphous solid systems on the basis of neutron diffraction measurements. The first, '$g(r)$…
In 2002 Biskup et al. [Europhys. Lett. 60, 21 (2002)] sketched a rigorous proof for the behavior of the 2D Ising lattice gas, at a finite volume and a fixed excess \delta M of particles (spins) above the ambient gas density (spontaneous…
This paper presents an in-depth mathematical analysis of the Monte Carlo replica method, commonly used in global fitting studies within the high-energy physics theory field. For the first time, we offer a rigorous derivation of the…