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We describe a hybrid Direct Simulation Monte Carlo (DSMC) code for simultaneously solving the collisional Boltzmann equation for gas and the collisionless Boltzmann equation for stars and dark matter for problems important to galaxy…
The Direct Simulation Monte Carlo (DSMC) method is widely employed for simulating rarefied nonequilibrium gas flows. With advances in aerospace engineering and micro/nano-scale technologies, gas flows exhibit the coexistence of rarefied and…
A new code for evaluation of light absorption and scattering by interstellar dust grains is presented. The radiative transfer problem is solved using ray-tracing algorithm in a self-consistent and highly efficient way. The code demonstrates…
Recently, Giles et al. [14] proved that the efficiency of the Multilevel Monte Carlo (MLMC) method for evaluating Down-and-Out barrier options for a diffusion process $(X_t)_{t\in[0,T]}$ with globally Lipschitz coefficients, can be improved…
We present the Incremental Generative Monte Carlo (IGMC) method, designed to measure uncertainty in deep neural networks using deep generative approaches. IGMC iteratively trains generative models, adding their output to the dataset, to…
We have applied the diffusion quantum Monte Carlo (DMC) method to calculate the cohesive energy and the structural parameters of the binary oxides CaO, SrO, BaO, Sc2O3, Y2O3 and La2O3. The aim of our calculations is to systematically…
A new method, based on the simulated annealing algorithm and aimed at the inverse problem in the analysis of intergalactic (interstellar) complex spectra of hydrogen and metal lines, is presented. We consider the process of line formation…
We present a scalable Bayesian framework for the analysis of confocal fluorescence spectroscopy data, addressing key limitations in traditional fluorescence correlation spectroscopy methods. Our framework captures molecular motion,…
Irreversible and rejection-free Monte Carlo methods, recently developed in Physics under the name Event-Chain and known in Statistics as Piecewise Deterministic Monte Carlo (PDMC), have proven to produce clear acceleration over standard…
Computational color constancy is a preprocessing step used in many camera systems. The main aim is to discount the effect of the illumination on the colors in the scene and restore the original colors of the objects. Recently, several deep…
On the base of Diffusion Monte-Carlo method it is developed a new Complex Diffusion Monte-Carlo (CDMC) method allowing to simulate the quantum systems with complex wave function. There are no approximations on the calculation of modulus and…
We present a diagrammatic Monte Carlo method for quantum impurity problems with general interactions and general hybridization functions. Our method uses a recursive determinant scheme to sample diagrams for the scattering amplitude. Unlike…
A modulation classification (MC) scheme based on Independent Component Analysis (ICA) in conjunction with either maximum likelihood (ML) or Support Vector Machines (SVM) is proposed for MIMO-OFDM signals over frequency selective, time…
Solving the continuum radiative transfer equation in high opacity media requires sophisticated numerical tools. In order to test the reliability of such tools, we present a benchmark of radiative transfer codes in a 2D disc configuration.…
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…
Density matrix quantum Monte Carlo (DMQMC) is a recently-developed method for stochastically sampling the $N$-particle thermal density matrix to obtain exact-on-average energies for model and \emph{ab initio} systems. We report a systematic…
Four-dimensional computed tomography (4DCT) is essential for medical imaging applications like radiotherapy, which demand precise respiratory motion representation. Traditional methods for reconstructing 4DCT data suffer from artifacts and…
In image processing, solving inverse problems is the task of finding plausible reconstructions of an image that was corrupted by some (usually known) degradation operator. Commonly, this process is done using a generative image model that…
Efficient uncertainty quantification algorithms are key to understand the propagation of uncertainty -- from uncertain input parameters to uncertain output quantities -- in high resolution mathematical models of brain physiology. Advanced…
We report developments of the kinetic Monte Carlo (KMC) method with improved accuracy and increased versatility for the description of atomic diffusivity on metal surfaces. The on-lattice constraint built into our recently proposed…