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We consider anomalous diffusion for molecular communication with a passive receiver. We first consider the probability density function of molecules' location at a given time in a space of arbitrary dimension. The expected number of…

Information Theory · Computer Science 2021-07-09 Dung Phuong Trinh , Youngmin Jeong , Sang-Hyo Kim

Many problems require to approximate an expected value by some kind of Monte Carlo (MC) sampling, e.g. molecular dynamics (MD) or simulation of stochastic reaction models (also termed kinetic Monte Carlo (kMC)). Often, we are furthermore…

Numerical Analysis · Mathematics 2019-02-18 Sandra Döpking , Sebastian Matera

Recently-proposed particle MCMC methods provide a flexible way of performing Bayesian inference for parameters governing stochastic kinetic models defined as Markov (jump) processes (MJPs). Each iteration of the scheme requires an estimate…

Computation · Statistics 2014-05-19 Andrew Golightly , Daniel A. Henderson , Chris Sherlock

Discrete diffusion models have become highly effective across various domains. However, real-world applications often require the generative process to adhere to certain constraints. To this end, we propose a Sequential Monte Carlo (SMC)…

Machine Learning · Computer Science 2026-03-17 Zijing Ou , Chinmay Pani , Yingzhen Li

We present a novel, generally applicable Monte Carlo algorithm for the simulation of fluid systems. Geometric transformations are used to identify clusters of particles in such a manner that every cluster move is accepted, irrespective of…

Statistical Mechanics · Physics 2016-08-31 Jiwen Liu , Erik Luijten

In diffusion-based molecular communication, information transport is governed by diffusion through a fluid medium. The achievable data rates for these channels are very low compared to the radio-based communication system, since diffusion…

Emerging Technologies · Computer Science 2016-03-15 Bon-Hong Koo , Changmin Lee , H. Birkan Yilmaz , Nariman Farsad , Andrew Eckford , Chan-Byoung Chae

Monte Carlo (MC) methods have become very popular in signal processing during the past decades. The adaptive rejection sampling (ARS) algorithms are well-known MC technique which draw efficiently independent samples from univariate target…

Computation · Statistics 2017-10-16 Luca Martino

Hamiltonian Monte Carlo is a prominent Markov Chain Monte Carlo algorithm, which employs symplectic integrators to sample from high dimensional target distributions in many applications, such as statistical mechanics, Bayesian statistics…

Numerical Analysis · Mathematics 2025-02-13 Geoffrey McGregor , Andy T. S. Wan

In this paper, we perform receiver design for a diffusive molecular communication environment. Our model includes flow in any direction, sources of information molecules in addition to the transmitter, and enzymes in the propagation…

Information Theory · Computer Science 2014-10-17 Adam Noel , Karen C. Cheung , Robert Schober

An accurate algorithm is proposed to improve the prediction of a particle in collision with a moving wall within the direct simulation Monte Carlo (DSMC) framework for the simulation of unsteady rarefied flows. This algorithm is able to…

Computational Physics · Physics 2021-09-29 He Zhang , Fanli Shan , Hong Fang , Xing Zhang , Jun Zhang , Jinghua Sun

Monte Carlo statistical ray-tracing methods are commonly employed to simulate carrier transport in nanostructured materials. In the case of a large degree of nanostructuring and under linear response (small driving fields), these…

Mesoscale and Nanoscale Physics · Physics 2023-02-09 Pankaj Priyadarshi , Neophytos Neophytou

We investigate the properties of the Hybrid Monte-Carlo algorithm (HMC) in high dimensions. HMC develops a Markov chain reversible w.r.t. a given target distribution $\Pi$ by using separable Hamiltonian dynamics with potential $-\log\Pi$.…

In this paper, we propose a novel concept for engineered molecular communication (MC) systems inspired by animal olfaction. We focus on a multi-user scenario where transmitters employ unique mixtures of different types of signaling…

Information Theory · Computer Science 2022-04-19 Vahid Jamali , Helene M. Loos , Andrea Buettner , Robert Schober , H. Vincent Poor

We design iterative receiver schemes for a generic wireless communication system by treating channel estimation and information decoding as an inference problem in graphical models. We introduce a recently proposed inference framework that…

We present a new efficient method for Monte Carlo simulations of diffusion-reaction processes. First introduced by us in [Phys. Rev. Lett., 97:230602, 2006], the new algorithm skips the traditional small diffusion hops and propagates the…

Materials Science · Physics 2013-05-29 T. Oppelstrup , V. V. Bulatov , A. Donev , M. H. Kalos , G. H. Gilmer , B. Sadigh

The advancement of Rydberg atoms in quantum sensing is driving a paradigm shift from classical receivers to atomic receivers. Capitalizing on the extreme sensitivity of Rydberg atoms to external disturbance, atomic receivers can measure…

Information Theory · Computer Science 2024-09-13 Mingyao Cui , Qunsong Zeng , Kaibin Huang

We present an adaptive multilevel Monte Carlo (AMLMC) algorithm for approximating deterministic, real-valued, bounded linear functionals that depend on the solution of a linear elliptic PDE with a lognormal diffusivity coefficient and…

Numerical Analysis · Mathematics 2022-12-07 Joakim Beck , Yang Liu , Erik von Schwerin , Raúl Tempone

We describe collective-move Monte Carlo algorithms designed to approximate the overdamped dynamics of self-assembling nanoscale components equipped with strong, short-ranged and anisotropic interactions. Conventional Monte Carlo simulations…

Statistical Mechanics · Physics 2012-04-16 Stephen Whitelam

We have implemented a Monte Carlo algorithm to model and predict the response of various kinds of CCDs to X-ray photons and minimally-ionizing particles and have applied this model to the CCDs in the Chandra X-ray Observatory's Advanced CCD…

Astrophysics · Physics 2015-06-24 L. K. Townsley , P. S. Broos , G. Chartas , E. Moskalenko , J. A. Nousek , G. G. Pavlov

Sequential Monte Carlo (SMC) methods, also known as particle filters, constitute a class of algorithms used to approximate expectations with respect to a sequence of probability distributions as well as the normalising constants of those…

Computation · Statistics 2026-01-14 Axel Finke , Arnaud Doucet , Adam M. Johansen
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