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Computer simulations of photon transport through an absorbing and/or scattering medium form an important research tool in astrophysics. Nearly all software codes performing such simulations for three-dimensional geometries employ the Monte…

Instrumentation and Methods for Astrophysics · Physics 2018-07-25 Peter Camps , Maarten Baes

Radiative transfer simulation is an important tool that allows us to generate synthetic images of various astrophysical objects. In the case of complex three-dimensional geometries, a Monte Carlo-based method that simulates photon packages…

Instrumentation and Methods for Astrophysics · Physics 2021-01-27 A. Krieger , S. Wolf

Radiative transfer describes the propagation of electromagnetic radiation through an interacting medium. This process is often simulated by the use of the Monte Carlo method, which involves the probabilistic determination and tracking of…

Instrumentation and Methods for Astrophysics · Physics 2020-03-31 A. Krieger , S. Wolf

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…

Instrumentation and Methods for Astrophysics · Physics 2018-05-08 Frederik Beaujean , Hans C. Eggers , Wolfgang E. Kerzendorf

We discuss the efficiency of Monte Carlo methods in solving continuum radiative transfer problems. The sampling of the radiation field and convergence of dust temperature calculations in the case of optically thick clouds are both studied.…

Astrophysics · Physics 2009-11-10 M. Juvela

Quantitative photoacoustic tomography aims at estimating optical parameters from photoacoustic images that are formed utilizing the photoacoustic effect caused by the absorption of an externally introduced light pulse. This optical…

Medical Physics · Physics 2020-10-02 Aleksi Leino , Tuomas Lunttila , Meghdoot Mozumder , Aki Pulkkinen , Tanja Tarvainen

Indirect imaging problems in biomedical optics generally require repeated evaluation of forward models of radiative transport, for which Monte Carlo is accurate yet computationally costly. We develop a novel approach to reduce this…

Computational Physics · Physics 2020-07-10 Callum M. Macdonald , Simon Arridge , Samuel Powell

Population control is an essential component of any projector Monte Carlo algorithm. This control mechanism usually introduces a bias in the sampled quantities that is inversely proportional to the population size. In this paper, we…

Computational Physics · Physics 2021-04-28 Khaldoon Ghanem , Niklas Liebermann , Ali Alavi

Monte Carlo simulations are an essential tool in particle physics data analysis. Events are typically generated alongside weights that redistribute the cross section of the simulated process across the phase space. These weights can be…

High Energy Physics - Phenomenology · Physics 2026-05-13 Benjamin Nachman , Dennis Noll

Importance sampling is a Monte Carlo method which designs estimators of expectations under a target distribution using weighted samples from a proposal distribution. When the target distribution is complex, such as multimodal distributions…

Methodology · Statistics 2026-02-04 Anas Cherradi , Yazid Janati , Alain Durmus , Sylvain Le Corff , Yohan Petetin , Julien Stoehr

We describe an efficient Monte Carlo algorithm for a restricted class of scattering problems in radiation transfer. This class includes many astrophysically interesting problems, including the scattering of ultraviolet and visible light by…

Astrophysics · Physics 2007-05-23 Alan M. Watson , William J. Henney

The sign problem is a notorious problem, which occurs in Monte Carlo simulations of a system with a partition function whose integrand is not positive. One way to simulate such a system is to use the factorization method where one enforces…

High Energy Physics - Lattice · Physics 2012-11-08 Konstantinos N. Anagnostopoulos , Takehiro Azuma , Jun Nishimura

Adaptive importance sampling is a widely spread Monte Carlo technique that uses a re-weighting strategy to iteratively estimate the so-called target distribution. A major drawback of adaptive importance sampling is the large variance of the…

Statistics Theory · Mathematics 2021-11-01 Anna Korba , François Portier

Discrepancies play an important role in the study of uniformity properties of point sets. Their probability distributions are a help in the analysis of the efficiency of the Quasi Monte Carlo method of numerical integration, which uses…

High Energy Physics - Phenomenology · Physics 2007-05-23 A. F. W. van Hameren

Biological tissues are complex structures composed of many elements which make light-based tissue diagnostics challenging. Over the past decades, Monte Carlo technique has been used as a fundamental and versatile approach toward modeling…

Optics · Physics 2024-05-17 Maryam Ghahremani

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…

In this paper, we present the Monte-Carlo Compressive Optimization algorithm, a new method to solve a combinatorial optimization problem that is assumed compressible. The method relies on random queries to the objective function in order to…

Optimization and Control · Mathematics 2025-10-30 Baptiste Chevalier , Shimpei Yamaguchi , Wojciech Roga , Masahiro Takeoka

Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use…

Computation · Statistics 2022-01-21 L. Martino , V. Elvira , D. Luengo , J. Corander

Monte Carlo simulations of diffusion processes often introduce bias in the final result, due to time discretization. Using an auxiliary Poisson process, it is possible to run simulations which are unbiased. In this article, we propose such…

Computational Finance · Quantitative Finance 2016-05-09 Louis Paulot

Fast and accurate predictions of uncertainties in the computed dose are crucial for the determination of robust treatment plans in radiation therapy. This requires the solution of particle transport problems with uncertain parameters or…

Medical Physics · Physics 2022-11-09 Pia Stammer , Lucas Burigo , Oliver Jäkel , Martin Frank , Niklas Wahl
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