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Context: There is increasing need for good algorithms for modeling the aggregation and fragmentation of solid particles (dust grains, dust aggregates, boulders) in various astrophysical settings, including protoplanetary disks, planetary-…

Astrophysics · Physics 2009-11-13 A. Zsom , C. P. Dullemond

Determinantal points processes are a promising but relatively under-developed tool in machine learning and statistical modelling, being the canonical statistical example of distributions with repulsion. While their mathematical formulation…

Machine Learning · Computer Science 2022-03-31 Nicholas P Baskerville

This article is devoted to the design of importance sampling method for the Monte Carlo simulation of a linear transport equation. This model is of great importance in the simulation of inertial confinement fusion experiments. Our method is…

Numerical Analysis · Mathematics 2018-04-18 X Blanc , C Bordin , G Kluth , G Samba

Markov chain Monte Carlo methods have become standard tools in statistics to sample from complex probability measures. Many available techniques rely on discrete-time reversible Markov chains whose transition kernels build up over the…

Methodology · Statistics 2017-02-21 Alexandre Bouchard-Côté , Sebastian J. Vollmer , Arnaud Doucet

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

Monte Carlo methods are essential tools for Bayesian inference. Gibbs sampling is a well-known Markov chain Monte Carlo (MCMC) algorithm, extensively used in signal processing, machine learning, and statistics, employed to draw samples from…

Computation · Statistics 2017-12-21 Luca Martino , Victor Elvira , Gustau Camps-Valls

Monte Carlo radiative transfer (MCRT) simulations are a powerful tool for determining the appearance of astrophysical objects, analyzing the prevalent physical conditions within them, and inferring their properties on the basis of real…

Instrumentation and Methods for Astrophysics · Physics 2023-12-13 Anton Krieger , Sebastian Wolf

The implementation and reliability of a quadratic diffusion Monte Carlo method for the study of ground-state properties of atoms are discussed. We show in the simple yet non-trivial calculation of the binding energy of the Li atom that the…

Condensed Matter · Physics 2009-11-07 A. Sarsa , J. Boronat , J. Casulleras

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

Monte Carlo sampling techniques are used to estimate high-dimensional integrals that model the physics of light transport in virtual scenes for computer graphics applications. These methods rely on the law of large numbers to estimate…

Graphics · Computer Science 2020-02-18 Alexandros D. Keros , Divakaran Divakaran , Kartic Subr

In this work, we develop a novel Monte Carlo method for solving the electromagnetic scattering problem. The method is based on a formal solution of the scattering problem as a modified Born series whose coefficients are found by a conformal…

Computational Physics · Physics 2022-05-25 Hector Lopez-Menchon , Juan M. Rius , Alexander Heldring , Eduard Ubeda

A fast and simple Monte Carlo program is presented that simulates single Bremsstrahlung in Bhabha scattering, e+e- --> e+e-gamma, without constraints on scattering angles. This allows the study of this process at arbitrarily small, or even…

High Energy Physics - Phenomenology · Physics 2009-10-28 R. Kleiss , H. Burkhardt

The simulation of diffusion-based molecular communication systems with absorbing receivers often requires a high computational complexity to produce accurate results. In this work, a new a priori Monte Carlo (APMC) algorithm is proposed to…

Emerging Technologies · Computer Science 2018-03-14 Yiran Wang , Adam Noel , Nan Yang

In this work, we present an extensive computational study on the Ziff-Gulari-Barshad (ZGB) model extended in order to include the spatial diffusion of oxygen atoms and carbon monoxide molecules, both adsorbed on the surface. In our…

Statistical Mechanics · Physics 2018-08-01 Roberto da Silva , Henrique Almeida Fernandes

Several models for the Monte Carlo simulation of Compton scattering on electrons are quantitatively evaluated with respect to a large collection of experimental data retrieved from the literature. Some of these models are currently…

Despite more than 40 years of research in condensed-matter physics, state-of-the-art approaches for simulating the radial distribution function (RDF) g(r) still rely on binning pair-separations into a histogram. Such methods suffer from…

Materials Science · Physics 2016-09-05 Thomas W. Rosch , Paul N. Patrone

Closed-form stochastic filtering equations can be derived in a general setting where probability distributions are replaced by some specific outer measures. In this article, we study how the principles of the sequential Monte Carlo method…

Methodology · Statistics 2018-05-07 Jeremie Houssineau , Branko Ristic

Radiative transfer (RT) simulations are a powerful tool that enables the calculation of synthetic images of a wide range of astrophysical objects. These simulations are often based on the Monte Carlo (MC) method, as it provides the needed…

Instrumentation and Methods for Astrophysics · Physics 2023-11-23 Anton Krieger , Sebastian Wolf

Hybrid Monte Carlo is a powerful Markov Chain Monte Carlo method for sampling from complex continuous distributions. However, a major limitation of HMC is its inability to be applied to discrete domains due to the lack of gradient signal.…

Machine Learning · Computer Science 2021-03-02 Priyank Jaini , Didrik Nielsen , Max Welling

In a random ray method of neutral particle transport simulation, each iteration begins by sampling a set of rays before proceeding to solve the characteristic transport equation along the linear paths the rays follow. Historically,…

Computational Physics · Physics 2025-01-13 Samuel Pasmann , John Tramm