Related papers: Monte Carlo methods for light propagation in biolo…
In this paper, we propose and analyze an accurate numerical approach to simulate the Helmholtz problem in a bounded region with a random refractive index, where the random refractive index is denoted using an infinite series parameterized…
Conventional Monte Carlo simulations are stochastic in the sense that the acceptance of a trial move is decided by comparing a computed acceptance probability with a random number, uniformly distributed between 0 and 1. Here we consider the…
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…
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.…
Light diffusion is usually associated with thick, opaque media. Indeed, multiple scattering is necessary for the onset of the diffusive regime and such condition is generally not met in almost transparent media. Nonetheless, at long enough…
We present an efficient Monte Carlo algorithm for determining the density of states which is based on the statistics of transition probabilities between states. By measuring the infinite temperature transition probabilities--that is, the…
Radiative processes such as synchrotron radiation and Compton scattering play an important role in astrophysics. Radiative processes are fundamentally stochastic in nature, and the best tools currently used for resolving these processes…
Using a multi-plane lensing method that we have developed, we follow the evolution of light beams as they propagate through inhomogeneous universes. We use a P3M code to simulate the formation and evolution of large-scale structure. The…
Monte Carlo (MC) simulations of transport in random porous networks indicate that for high variances of the log-normal permeability distribution, the transport of a passive tracer is non-Fickian. Here we model this non-Fickian dispersion in…
In this paper, we suggest a novel sampling method for Monte Carlo molecular simulations. In order to perform efficient sampling of molecular systems, it is advantageous to avoid extremely high energy configurations while also retaining the…
Aims. We present an implementation of an algorithm for 3D time-dependent Monte Carlo radiative transfer. It allows one to simulate temperature distributions as well as images and spectral energy distributions of the scattered light and…
A simple Monte Carlo procedure is described for simulating the multiple scattering and absorption of electrons with the incident energy in the range 1-50 keV moving through a slab of uniformly distributed material of given atomic number,…
We study the combined effect of delayed Raman response and bit pattern randomness on pulse propagation in massive multichannel optical fiber communication systems. The propagation is described by a perturbed stochastic nonlinear…
Understanding the interaction of light with a highly scattering material is essential for optical microscopy of optically thick and heterogeneous biological tissues. Ensemble-averaged analytic solutions cannot provide more than general…
This series of six lectures is an introduction to using the Monte Carlo method to carry out nonperturbative studies in quantum field theories. Path integrals in quantum field theory are reviewed, and their evaluation by the Monte Carlo…
Monte Carlo simulations are widely used in many areas including particle accelerators. In this lecture, after a short introduction and reviewing of some statistical backgrounds, we will discuss methods such as direct inversion, rejection…
The macroscopic quantizations of matter into macro-atoms and radiant and thermal energies into r- and k-energy packets initiated in Paper I is completed with the definition of transition probabilities governing energy flows to and from the…
We show that a probabilistic version of the classical forward-stepwise variable inclusion procedure can serve as a general data-augmentation scheme for model space distributions in (generalized) linear models. This latent variable…
X-ray dose constantly gains interest in the interventional suite. With dose being generally difficult to monitor reliably, fast computational methods are desirable. A major drawback of the gold standard based on Monte Carlo (MC) methods is…
One of the most demanding calculations is to generate random samples from a specified probability distribution (usually with an unknown normalizing prefactor) in a high-dimensional configuration space. One often has to resort to using a…