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Discrete diffusion models are a class of generative models that produce samples from an approximated data distribution within a discrete state space. Often, there is a need to target specific regions of the data distribution. Current…
Recent work incorporating geometric ideas in Markov chain Monte Carlo is reviewed in order to highlight these advances and their possible application in a range of domains beyond Statistics. A full exposition of Markov chains and their use…
While the absorption of light is ubiquitous in nature and in applications, the question remains how absorption modifies the transmission channels in random media. We present a numerical study on the effects of optical absorption on the…
Anomalous diffusion has recently turned out to be almost ubiquitous in transport problems. When the physical properties of the medium where the transport process takes place are stationary and constant at each spatial location, anomalous…
We develop exact Markov chain Monte Carlo methods for discretely-sampled, directly and indirectly observed diffusions. The qualification "exact" refers to the fact that the invariant and limiting distribution of the Markov chains is the…
We introduce a theoretical framework for the calculation of uncertainties affecting observables produced by Monte Carlo particle transport, which derive from uncertainties in physical parameters input into simulation. The theoretical…
We generalize a simple Monte Carlo (MC) model for dilute gases to consider the transport behavior of positrons and electrons in Percus-Yevick model liquids under highly non-equilibrium conditions, accounting rigorously for coherent…
We present results of a Monte Carlo study of temperature-programmed desorption in a model system with attractive lateral interactions. It is shown that even for weak interactions there are large shifts of the peak maximum temperatures with…
In Bayesian applications, there is a huge interest in rapid and accurate estimation of the posterior distribution, particularly for high dimensional or hierarchical models. In this article, we propose to use optimization to solve for a…
The light scattering in the periodic dielectric cylinder array is studied. We analytically calculate the diffusive-ballistic transport crossover and find the weak localization superimposing on it. Possible experimental observations are…
We put forward a simple procedure for extracting dynamical information from Monte Carlo simulations, by appropriate matching of the short-time diffusion tensor with its infinite-dilution limit counterpart, which is supposed to be known.…
The principle and the efficiency of the Monte Carlo transfer-matrix algorithm are discussed. Enhancements of this algorithm are illustrated by applications to several phase transitions in lattice spin models. We demonstrate how the…
Importance sampling is a widely used technique to reduce the variance of a Monte Carlo estimator by an appropriate change of measure. In this work, we study importance sam- pling in the framework of diffusion process and consider the change…
The microphysics of electron and photon propagation in liquid argon is a key component of detector design and calibrations needed to construct and perform measurements within a wide range of particle physics experiments. As experiments grow…
This paper develops and analyzes an efficient numerical method for solving elliptic partial differential equations, where the diffusion coefficients are random perturbations of deterministic diffusion coefficients. The method is based upon…
We investigate the transport of electrons in disordered and pristine graphene devices. Fano shot noise, a standard metric to assess the mechanism for electronic transport in mesoscopic devices, has been shown to produce almost the same…
Employing a classical density-functional description of liquid environments, we introduce a rigorous method for the diffusion quantum Monte Carlo calculation of free energies and thermodynamic averages of solvated systems that requires…
We develop a straightforward analytical framework for the propagation of spatial light modes through a turbulent atmosphere. Built upon the split-step approach with the mode-based optical field representation, it directly assesses how…
Nanoparticles grown in reactive plasmas and nanodusty plasmas gain high interest from basic science and technology. One of the great challenges of nanodusty plasmas is the in-situ diagnostic of the nanoparticle size and refractive index.…
Tailored time-dependent variations of the transverse profile together with longitudinal phase shifts of laser beams are studied. It is shown theoretically that a standing wave setup and real-time beam forming techniques (e.g. by…