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This paper investigates a novel a-posteriori variance reduction approach in Monte Carlo image synthesis. Unlike most established methods based on lateral filtering in the image space, our proposition is to produce the best possible estimate…

Graphics · Computer Science 2019-06-04 Oskar Elek , Manu M. Thomas , Angus Forbes

In this paper, a Monte Carlo based approach for the quantification of the importance of the scattering input parameters with respect to the failure probability is presented. Using the basic idea of the alpha-factors of the First Order…

Computation · Statistics 2024-08-14 Thomas Most

We present a numerically efficient method for the characterisation of a quantum process subject to dissipation and noise. The master equation evolution of a maximally entangled state of the quantum system and a non-evolving ancilla system…

Quantum Physics · Physics 2013-12-04 Jake Gulliksen , D. D. Bhaktavatsala Rao , Klaus Mølmer

Phenomena involving multiple scattering, despite having attracted considerable attention in physics for decades, continue to generate unexpected and counterintuitive behaviours prompting further studies. For optical scattering, the memory…

Renewal models are widely used in statistical epidemiology as semi-mechanistic models of disease transmission. While primarily used for estimating the instantaneous reproduction number, they can also be used for generating projections,…

Methodology · Statistics 2025-09-25 Nicholas Steyn , Kris V. Parag , Robin N. Thompson , Christl A. Donnelly

Synthesizing realistic images involves computing high-dimensional light-transport integrals. In practice, these integrals are numerically estimated via Monte Carlo integration. The error of this estimation manifests itself as conspicuous…

Graphics · Computer Science 2022-04-06 Vassillen Chizhov , Iliyan Georgiev , Karol Myszkowski , Gurprit Singh

The derivation of a quantum Markovian model for an opto-mechanical system consisting of a quantum mechanical mirror interacting with quantum optical input fields via radiation pressure is difficult problem which ultimately involves the…

Quantum Physics · Physics 2015-01-14 John E. Gough

The aim of this paper is to introduce a new Monte Carlo method based on importance sampling techniques for the simulation of stochastic differential equations. The main idea is to combine random walk on squares or rectangles methods with…

Probability · Mathematics 2010-10-22 Madalina Deaconu , Antoine Lejay

We derive analytical expressions to describe how light is frequency-shifted when interacting with ultrasound within scattering media, due to the modulation of the refractive index induced by the ultrasound pressure waves. The model is…

Optics · Physics 2024-10-16 Adam Kinos

Disordered nanostructures with correlations on the scale of visible wavelengths can show angle-independent structural colors. These materials could replace dyes in some applications because the color is tunable and resists photobleaching.…

Quantum scattering at zero energy is studied with stochastic methods. A path integral representation for the scattering cross section is developed. It is demonstrated that Monte Carlo simulation can be used to compare effective potentials…

Nuclear Theory · Physics 2007-05-23 Stefan Lenz

Multiple scattering of waves presents challenges for imaging complex media but offers potential for their characterization. Its onset is actually governed by the scattering mean free path $\ell_s$ that provides crucial information on the…

We carry out theoretical analysis, Monte Carlo simulations and Machine Learning analysis to quantify microscopic rearrangements of dilute dispersions of spherical colloidal particles from coherent scattering intensity. Both monodisperse and…

Soft Condensed Matter · Physics 2025-05-23 Lijie Ding , Yihao Chen , Changwoo Do

Scattering can rapidly degrade our ability to form an optical image, to the point where only speckle-like patterns can be measured. Truly non-invasive imaging through a strongly scattering obstacle is difficult, and usually reliant on a…

Optics · Physics 2022-10-26 Y. Jauregui-Sánchez , Harry Penketh , Jacopo Bertolotti

Precision theoretical predictions for high multiplicity scattering rely on the evaluation of increasingly complicated scattering amplitudes which come with an extremely high CPU cost. For state-of-the-art processes this can cause technical…

High Energy Physics - Phenomenology · Physics 2020-07-15 Simon Badger , Joseph Bullock

The following electromagnetism (EM) inverse problem is addressed. It consists in estimating local radioelectric properties of materials recovering an object from global EM scattering measurements, at various incidences and wave frequencies.…

Applications · Statistics 2015-06-12 François Giraud , Pierre Minvielle , Pierre Del Moral

We present a method which extends Monte Carlo studies to situations that require a large dynamic range in particle number. The underlying idea is that, in order to calculate the collisional evolution of a system, some particle interactions…

Astrophysics · Physics 2009-11-13 C. W. Ormel , M. Spaans

This is the third article in a series of three dealing with the exploitation of speckle for imaging purposes. In complex media, a fundamental limit is the multiple scattering phenomenon that completely blurs the imaging process in depth.…

Applied Physics · Physics 2026-02-06 Elsa Giraudat , Flavien Bureau , William Lambert , Mathias Fink , Alexandre Aubry

Due to manufacturing defects or wear and tear, industrial components may have uncertainties. In order to evaluate the performance of machined components, it is crucial to quantify the uncertainty of the scattering surface. This brings up an…

Numerical Analysis · Mathematics 2025-04-28 Yi Wang , Lei Lin , Junliang Lv

In the last decade, sequential Monte-Carlo methods (SMC) emerged as a key tool in computational statistics. These algorithms approximate a sequence of distributions by a sequence of weighted empirical measures associated to a weighted…

Statistics Theory · Mathematics 2007-06-13 R. Douc , France E. Moulines