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A high-accuracy solution of the diffraction problem has become necessary for the treatment of certain special questions of statistical physics. This article reports the creation of a computer program that serves as an instrumental method of…

Optics · Physics 2013-08-30 Vladimir V. Savukov , Igor V. Golubenko

Several organelles in eukaryotic cells, including mitochondria and the endoplasmic reticulum, form interconnected tubule networks extending throughout the cell. These tubular networks host many biochemical pathways that rely on proteins…

We derive a Markov Chain Monte Carlo sampler based on following ray paths in a medium where the refractive index $n(x)$ is a function of the desired likelihood $\mathcal{L}(x)$. The sampling method propagates rays at constant speed through…

Instrumentation and Methods for Astrophysics · Physics 2025-10-31 Peter Behroozi

Computing systems interacting with real-world processes must safely and reliably process uncertain data. The Monte Carlo method is a popular approach for computing with such uncertain values. This article introduces a framework for…

A Monte Carlo simulation of chemotactic bacteria is developed on the basis of the kinetic model and is applied to a one-dimensional traveling population wave in a microchannel. In this simulation, the Monte Carlo method, which calculates…

Biological Physics · Physics 2017-01-10 Shugo Yasuda

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

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

Monte Carlo methods are widely used importance sampling techniques for studying complex physical systems. Integrating these methods with deep learning has significantly improved efficiency and accuracy in high-dimensional problems and…

Disordered Systems and Neural Networks · Physics 2024-12-24 Yixiong Ren , Jianhui Zhou

A new computational method for finite-temperature properties of strongly correlated electrons is proposed by extending the variational Monte Carlo method originally developed for the ground state. The method is based on the path integral in…

Strongly Correlated Electrons · Physics 2016-06-10 Kensaku Takai , Kota Ido , Takahiro Misawa , Youhei Yamaji , Masatoshi Imada

Monte Carlo simulation was carried out to understand the influence of morphological inhomogeneity on carrier diffusion in organic thin films. The morphological inhomogeneity was considered in the simulation by incorporating the regions of…

Materials Science · Physics 2013-10-28 S. Raj Mohan , Manoranjan P. Singh , M. P. Joshi , L. M. Kukreja

The Monte Carlo method is a powerful tool for performing radiative equilibrium calculations, even in complex geometries. The main drawback of the standard Monte Carlo radiative equilibrium methods is that they require iteration, which makes…

We present a Monte Carlo algorithm that allows the simultaneous determination of a few extremal eigenpairs of a very large matrix without the need to compute the inner product of two vectors or store all the components of any one vector.…

Computational Physics · Physics 2015-05-13 T. E. Booth , J. E. Gubernatis

We present a probabilistic theory of random walks in turbid media with non-scattering regions. It is shown that important characteristics such as diffusion constants, average step lengths, crossing statistics and void spacings can be…

Disordered Systems and Neural Networks · Physics 2013-02-18 Tomas Svensson , Kevin Vynck , Marco Grisi , Romolo Savo , Matteo Burresi , Diederik S. Wiersma

Markov cohort state-transition models have been the standard approach for simulating the prognosis of patients or, more generally, the life trajectories of individuals over a time period. Current approaches for estimating the variance of a…

Applications · Statistics 2022-04-07 Rowan Iskandar , Cassandra Berns

We study lithium systems over a range of number of atoms, e.g., atomic anion, dimer, metallic cluster, and body-centered cubic crystal by the diffusion Monte Carlo method. The calculations include both core and valence electrons in order to…

Computational Physics · Physics 2015-07-29 Kevin Rasch , Lubos Mitas

The behaviour of the one--dimensional random--forced Burgers equation is investigated in the path integral formalism, using 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 2009-01-14 P. Düben , D. Homeier , K. Jansen , D. Mesterhazy , G. Münster , C. Urbach

Diffusion of ions through a fluctuating polymeric host is studied both by Monte Carlo simulation of the complete system dynamics and by dynamic bond percolation (DBP) theory. Comparison of both methods suggests a multiscale-like approach…

Condensed Matter · Physics 2007-05-23 O. Durr , W. Dieterich , A. Nitzan

The high computational expense of simulating light through ray-tracing in large, sparsely instrumented particle detectors such as IceCube and Antares is a critical outstanding problem in particle physics. When the detector is sparsely…

High Energy Physics - Experiment · Physics 2018-11-13 Gabriel H. Collin

In this paper, we present a neural path guiding method to aid with Monte Carlo (MC) integration in rendering. Existing neural methods utilize distribution representations that are either fast or expressive, but not both. We propose a…

Graphics · Computer Science 2025-06-06 Pedro Figueiredo , Qihao He , Nima Khademi Kalantari

This is a short review of Monte Carlo methods for approximating filter distributions in state space models. The basic algorithm and different strategies to reduce imbalance of the weights are discussed. Finally, methods for more difficult…

Statistics Theory · Mathematics 2013-10-01 Hans R. Künsch