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We describe a novel adaptive ray tracing scheme to solve the equation of radiative transfer around point sources in hydrodynamical simulations. The angular resolution adapts to the local hydrodynamical resolution and hence is of use for…

Astrophysics · Physics 2009-11-07 Tom Abel , Benjamin D. Wandelt

This paper introduces open-source computational fluid dynamics software named open computational fluid dynamic code for scientific computation with graphics processing unit (GPU) system (OpenCFD-SCU), developed by the authors for direct…

Fluid Dynamics · Physics 2022-12-21 Guanlin Dang , Shiwei Liu , Tongbiao Guo , Junyi Duan , Xinliang Li

This article presents differential equations and solution methods for the functions of the form $Q(x) = F^{-1}(G(x))$, where $F$ and $G$ are cumulative distribution functions. Such functions allow the direct recycling of Monte Carlo samples…

Computational Finance · Quantitative Finance 2011-12-08 William T. Shaw , Thomas Luu , Nick Brickman

Monte Carlo methods are widely used in particle physics to integrate and sample probability distributions (differential cross sections or decay rates) on multi-dimensional phase spaces. We present a Neural Network (NN) algorithm optimized…

High Energy Physics - Phenomenology · Physics 2020-10-21 Matthew D. Klimek , Maxim Perelstein

We present an efficient Monte Carlo method to simulate reaction-diffusion processes with spatially varying particle annihilation or transformation rates as it occurs for instance in the context of motor-driven intracellular transport. Like…

Statistical Mechanics · Physics 2013-05-20 Karsten Schwarz , Heiko Rieger

Monte Carlo (MC) neutron transport provides detailed estimates of radiological quantities within fission reactors. This involves tracking individual neutrons through a computational geometry. CPU-based MC codes use multiple polymorphic…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-10-01 Elliott Biondo , Thomas Evans , Seth Johnson , Steven Hamilton

We present MadFlow, a first general multi-purpose framework for Monte Carlo (MC) event simulation of particle physics processes designed to take full advantage of hardware accelerators, in particular, graphics processing units (GPUs). The…

Computational Physics · Physics 2021-08-18 Stefano Carrazza , Juan Cruz-Martinez , Marco Rossi , Marco Zaro

In plasma edge simulations, kinetic Monte Carlo (MC) is often used to simulate neutral particles and estimate source terms. For large-sized reactors, like ITER and DEMO, high particle collision rates lead to a substantial computational cost…

Computational Engineering, Finance, and Science · Computer Science 2025-09-16 Zhirui Tang , Emil Løvbak , Julian Koellermeier , Giovanni Samaey

Monte Carlo simulations are commonly used to calculate photon reflectance, absorptance, and transmittance of multi-layer scattering and absorbing media, but they can quickly become prohibitively expensive as the number of layers increases.…

Optics · Physics 2025-09-30 Daniel Carne , Ziqi Guo , Xiulin Ruan

We develop a parallel rejection algorithm to tackle the problem of low acceptance in Monte Carlo methods, and apply it to the simulation of the hopping conduction in Coulomb glasses using Graphics Processing Units, for which we also…

Disordered Systems and Neural Networks · Physics 2014-08-19 Ezequiel E. Ferrero , Alejandro B. Kolton , Matteo Palassini

We consider an alternative to the Monte Carlo method for dust continuous radiative transfer simulations: the Quasi-Monte Carlo method. We briefly discuss what it is, its history, and possible implementations. We compare the Monte Carlo…

Solar and Stellar Astrophysics · Physics 2024-06-25 S. G. Shulman

The massive hot stars play crucial role in the dynamics of galaxies. These stars influence their surroundings through strong winds which are highly structured processes. The theoretical study of the non-symmetric phenomena of the stellar…

Solar and Stellar Astrophysics · Physics 2026-01-30 Jakub Fišák , Jiří Kubát , Nicolas Moens , Brankica Kubátová

The Kinetic-Diffusion Monte Carlo (KDMC) method is a powerful tool for simulating neutral particles in fusion reactors. It is a hybrid fluid-kinetic method that is significantly faster than pure kinetic methods at the cost of a small bias…

Numerical Analysis · Mathematics 2025-09-05 Thijs Steel , Vince Maes , Giovanni Samaey

A new flow solver scalable on multiple Graphics Processing Units (GPUs) for direct numerical simulation of wall-bounded incompressible flow is presented. This solver utilizes a previously reported work (J. Comp. Physics, vol. 352 (2018),…

Computational Physics · Physics 2018-12-05 Sanghyun Ha , Junshin Park , Donghyun You

We propose a method of simulation that is based on the averaging of formal solutions of the transfer equation by taking the integral by the Monte Carlo method. This method is used to compute two models, which correspond to the limiting…

Astrophysics · Physics 2007-05-23 Maxim A. Voronkov

We use a graphics processing unit (GPU) for fast computations of Monte Carlo integrations. Two widely used Monte Carlo integration programs, VEGAS and BASES, are parallelized on GPU. By using $W^{+}$ plus multi-gluon production processes at…

Computational Physics · Physics 2011-03-03 J. Kanzaki

We introduce the Quantization Monte Carlo method to solve thermal radiative transport equations with possibly several collision regimes, ranging from few collisions to massive number of collisions per time unit. For each particle in a given…

Computational Physics · Physics 2024-09-13 Laetitia Laguzet , Gabriel Turinici

Aims. We present an implementation of an algorithm for 3D time-dependent Monte Carlo radiative transfer. It allows one to simulate temperature distributions as well as images and spectral energy distributions of the scattered light and…

Instrumentation and Methods for Astrophysics · Physics 2022-12-14 A. Bensberg , S. Wolf

Monte Carlo simulation is one of the most important tools in the study of diffusion processes. For constant diffusion coefficients, an appropriate Gaussian distribution of particle's steplengths can generate exact results, when compared…

Computational Physics · Physics 2015-06-12 V. Ruiz Barlett , M. Hoyuelos , H. O. Mártin

In this paper, we present a very fast Monte Carlo scheme for additive processes: the computational time is of the same order of magnitude of standard algorithms for Brownian motions. We analyze in detail numerical error sources and propose…

Computational Finance · Quantitative Finance 2023-07-17 Michele Azzone , Roberto Baviera