Related papers: On the accuracy of simulating mixing by random-wal…

Using accurate multi-component diffusion treatment in numerical combustion studies remains formidable due to the computational cost associated with solving for diffusion velocities. To obtain the diffusion velocities, for low density gases,…

Transport and acceleration of charged particles in turbulent media is a topic of great interest in space physics and interstellar astrophysics. These processes are dominated by the scattering of particles off magnetic irregularities. The…

In dealing with thermal transport in composite systems, high contrast materials pose a special problem for numerical simulation: the time scale or step size in the high conductivity material must be much smaller than in the low conductivity…

Reaction-diffusion processes are the foundational model for a diverse range of complex systems, ranging from biochemical reactions to social agent-based phenomena. The underlying dynamics of these systems occur at the individual…

This paper concerns the use of the expectation-maximisation (EM) algorithm for inference in partially observed diffusion processes. In this context, a well known problem is that all except a few diffusion processes lack closed-form…

Chemical reactions inside cells are generally considered to happen within fixed-size compartments. Needless to say, cells and their compartments are highly dynamic. Thus, such stringent assumptions may not reflect biochemical reality, and…

We describe computational tools that have been developed to simulate dynamical mass transfer in semi-detached, polytropic binaries that are initially executing synchronous rotation upon circular orbits. Initial equilibrium models are…

Random walk based distributed algorithms make use of a token that circulates in the system according to a random walk scheme to achieve their goal. To study their efficiency and compare it to one of the deterministic solutions, one is led…

We present an efficient algorithm for recent generalizations of optimal mass transport theory to matrix-valued and vector-valued densities. These generalizations lead to several applications including diffusion tensor imaging, color images…

We present a novel, real-time algorithm to track the trajectory of each pedestrian in moderately dense crowded scenes. Our formulation is based on an adaptive particle-filtering scheme that uses a combination of various multi-agent…

A standard approach to approximate inference in state-space models isto apply a particle filter, e.g., the Condensation Algorithm.However, the performance of particle filters often varies significantlydue to their stochastic nature.We…

We introduce a path sampling method for the computation of rate constants for systems with a highly diffusive character. Based on the recently developed algorithm of transition interface sampling (TIS) this procedure increases the…

We describe recent progress in developing practical ab initio methods for which the computer effort is proportional to the number of atoms: linear scaling or O(N) methods. It is shown that the locality property of the density matrix gives a…

We analyze the time dependent response of strongly scattering media (SSM) to ultra-short pulses of light. A random walk technique is used to model the optical scattering of ultra-short pulses of light propagating through media with random…

Recently, it has been shown that one-dimensional quantum walks can mix more quickly than classical random walks, suggesting that quantum Monte Carlo algorithms can outperform their classical counterparts. We study two quantum walks on the…

Radiative transfer calculations are essential for modeling planetary atmospheres. However, standard methods are computationally demanding and impose accuracy-speed trade-offs. High computational costs force numerical simplifications in…

The implicit particle filter is a sequential Monte Carlo method for data assimilation that guides the particles to the high-probability regions via a sequence of steps that includes minimizations. We present a new and more general…

Monte Carlo methods are state-of-the-art when it comes to dosimetric computations in radiotherapy. However, the execution time of these methods suffers in high-collisional regimes. We address this problem by introducing a kinetic-diffusion…

We created an efficient algorithm suitable for graphics processing units (GPUs) to perform Monte Carlo simulations of a subset of reaction-diffusion models. The algorithm uses techniques that are specific to GPU programming, and combines…

We develop a transfer matrix formalism for four-flux radiative transfer models, which is ideally suited for studying transport through multiple scattering layers. The model, derived for spherical particles within the diffusion…