Related papers: Finding the Force -- Consistent Particle Seeding f…
"Particle methods" are sequential Monte Carlo algorithms, typically involving importance sampling, that are used to estimate and sample from joint and marginal densities from a collection of a, presumably increasing, number of random…
An efficient Path Integral Monte Carlo procedure is proposed to simulate the behavior of quantum many-body dissipative systems described within the framework of the influence functional. Thermodynamic observables are obtained by Monte Carlo…
When underlying probability density functions of nonlinear dynamic systems are unknown, the filtering problem is known to be a challenging problem. This paper attempts to make progress on this problem by proposing a new class of filtering…
Recent years have seen a growing interest in the thermodynamic cost of dissipative structures formed by active particles. Given the strong finite-size effects of such systems, it is essential to develop efficient numerical approaches that…
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…
We have developed a novel Monte Carlo method for simulating the dynamical evolution of stellar systems in arbitrary geometry. The orbits of stars are followed in a smooth potential represented by a basis-set expansion and perturbed after…
The self-healing diffusion Monte Carlo algorithm (SHDMC) [Reboredo, Hood and Kent, Phys. Rev. B {\bf 79}, 195117 (2009); Reboredo, {\it ibid.} {\bf 80}, 125110 (2009)] is extended to study the ground and excited states of magnetic and…
In Monte Carlo radiation transport calculations, Woodcock-delta tracking is a common alternative to the more popular surface tracking technique. In this work we introduce a delta-tracking algorithm that tallies fluxes to a structured…
A modern approach to the evolution of a mixed (stars and gas) self-gravitating system is the fully Lagrangian particle approach. The gaseous (particle) phase differs from the compact because the mutual force is given by the sum of gravity…
State-space models are commonly used to describe different forms of ecological data. We consider the case of count data with observation errors. For such data the system process is typically multi-dimensional consisting of coupled Markov…
A novel phase-space source implementation has been designed for GPU-based Monte Carlo dose calculation engines. Due to the parallelized nature of GPU hardware, it is essential to simultaneously transport particles of the same type and…
We describe a method to track particles undergoing large displacements. Starting with a list of particle positions sampled at different time points, we assign particle identities by minimizing the sum across all particles of the trace of…
Large particle systems are often described by high-dimensional (linear) kinetic equations that are simulated using Monte Carlo methods for which the asymptotic convergence rate is independent of the dimensionality. Even though the…
Monte Carlo Application Toolkit (MCATK) commonly uses surface tracking on a structured mesh to compute scalar fluxes. In this mode, higher fidelity requires more mesh cells and isotopes and thus more computational overhead -- since every…
We consider the problem of how to determine the force laws in an amorphous system of interacting particles. Given the positions of the centers of mass of the constituent particles we propose a new algorithm to determine the inter-particle…
Patchy particles is the name given to a large class of systems of mesoscopic particles characterized by a repulsive core and a discrete number of short-range and highly directional interaction sites. Numerical simulations have contributed…
This paper concerns numerical assessment of Monte Carlo error in particle filters. We show that by keeping track of certain key features of the genealogical structure arising from resampling operations, it is possible to estimate variances…
Cosmic Ray transport in curved background magnetic fields is investigated using numerical Monte-Carlo simulation techniques. Special emphasis is laid on the Solar system, where the curvature of the magnetic field can be described in terms…
We present a method for parametric modelling of the physical components of the Galaxy's magnetised interstellar medium, simulating the observables, and mapping out the likelihood space using a Markov Chain Monte-Carlo analysis. We then…
A new hybrid approach to air shower simulations is described. At highest energies, each particle is followed individually using the traditional Monte Carlo method; this initializes a system of cascade equations which are applicable for…