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We propose a method of simulation that is based on the averaging of formal solutions of the transfer equation by taking the integral by the Monte Carlo method. This method is used to compute two models, which correspond to the limiting…

Astrophysics · Physics 2007-05-23 Maxim A. Voronkov

We consider light propagation through a twisted nematic liquid crystal. At first, an expression for light transmission is obtained using a rather intuitive approach. Secondly, an accurate solution for light transmission based on Maxwell's…

Optics · Physics 2017-05-09 Nadina Gheorghiu , George Y. Panasyuk

We propose a neural approach for estimating spatially varying light selection distributions to improve importance sampling in Monte Carlo rendering, particularly for complex scenes with many light sources. Our method uses a neural network…

Graphics · Computer Science 2025-05-20 Pedro Figueiredo , Qihao He , Steve Bako , Nima Khademi Kalantari

Although Monte Carlo path tracing is a simple and effective algorithm to synthesize photo-realistic images, it is often very slow to converge to noise-free results when involving complex global illumination. One of the most successful…

We briefly review the principles, mathematical bases, numerical shortcuts and applications of fast random walk (FRW) algorithms. This Monte Carlo technique allows one to simulate individual trajectories of diffusing particles in order to…

Computational Physics · Physics 2013-05-01 Denis Grebenkov

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…

Computational Physics · Physics 2020-07-10 Callum M. Macdonald , Simon Arridge , Samuel Powell

Monte Carlo statistical ray-tracing methods are commonly employed to simulate carrier transport in nanostructured materials. In the case of a large degree of nanostructuring and under linear response (small driving fields), these…

Mesoscale and Nanoscale Physics · Physics 2023-02-09 Pankaj Priyadarshi , Neophytos Neophytou

The transfer-matrix method is a standard approach to wave propagation in stratified media. With the advent of cold-atom-based quantum and photonic technologies, several experiments and many proposals consider light propagation in…

Atomic Physics · Physics 2026-01-22 Igor M. Sokolov , William Guerin

We developed a Monte Carlo simulation method to calculate incoherent Thomson scattering spectra in high temperature plasmas. The basic idea is to treat the entire scattering process as the superposition of individual photon-electron…

Plasma Physics · Physics 2026-01-13 Kentaro Sakai , Kentaro Tomita , Takeo Hoshi , Ryo Yasuhara

One of the big challenges in astrophysics is the comparison of complex simulations to observations. As many codes do not directly generate observables (e.g. hydrodynamic simulations), the last step in the modelling process is often a…

Instrumentation and Methods for Astrophysics · Physics 2018-05-08 Frederik Beaujean , Hans C. Eggers , Wolfgang E. Kerzendorf

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…

Mathematical Physics · Physics 2015-05-28 Guillaume Bal , Anthony Davis , Ian Langmore

Monte Carlo techniques based on indivisible energy packets are described for computing light curves and spectra for 3-D supernovae. The radiative transfer is time-dependent and includes all effects of O(v/c). Monte Carlo quantization is…

Astrophysics · Physics 2009-11-10 L. B. Lucy

Bayesian inference for nonlinear diffusions, observed at discrete times, is a challenging task that has prompted the development of a number of algorithms, mainly within the computational statistics community. We propose a new direction,…

Computation · Statistics 2022-01-11 Matthew M. Graham , Alexandre H. Thiery , Alexandros Beskos

The behavior of the one-dimensional random-force-driven Burgers equation is investigated in the path integral formalism on a discrete space-time lattice. We show that by means of Monte Carlo methods one may evaluate observables, such as…

High Energy Physics - Lattice · Physics 2010-11-05 P. Düben , D. Homeier , K. Jansen , D. Mesterhazy , G. Münster

In light transport simulation, Markov chain Monte Carlo methods are particularly effective at exploring regions with complex lighting characteristics. However, estimator variance is a central concern across Monte Carlo methods in general.…

Computational Engineering, Finance, and Science · Computer Science 2026-05-12 Sascha Holl , Gurprit Singh , Hans-Peter Seidel

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…

Statistics Theory · Mathematics 2024-12-09 Michel Caffarel , Pierre del Moral , Luc de Montella

Min et al. (2009) presented two complementary techniques that use the diffusion approximation to allow efficient Monte-Carlo radiation transfer in very optically thick regions: a modified random walk and a partial diffusion approximation.…

Instrumentation and Methods for Astrophysics · Physics 2015-05-20 Thomas P. Robitaille

The correspondence between the telegraph random process and transport within a binary stochastic Markovian mixture is established. This equivalence is used to derive the distribution function for the transit length, defined as the distance…

Mathematical Physics · Physics 2024-12-30 Brian C. Kiedrowski , Emily H. Vu

We present a new Monte Carlo muon propagation algorithm MUM (MUons+Medium) which possesses some advantages over analogous algorithms presently in use. The most important features of algorithm are described. Results on the test for accuracy…

High Energy Physics - Phenomenology · Physics 2014-11-17 I. A. Sokalski , E. V. Bugaev , S. I. Klimushin

Smoothing in state-space models amounts to computing the conditional distribution of the latent state trajectory, given observations, or expectations of functionals of the state trajectory with respect to this distributions. For models that…

Computation · Statistics 2010-11-10 Jimmy Olsson , Tobias Rydén