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For the rendering of multiple scattering effects in participating media, methods based on the diffusion approximation are an extremely efficient alternative to Monte Carlo path tracing. However, in sufficiently transparent regions,…

Graphics · Computer Science 2014-04-01 David Koerner , Jamie Portsmouth , Filip Sadlo , Thomas Ertl , Bernd Eberhardt

This paper introduces a class of Monte Carlo algorithms which are based upon the simulation of a Markov process whose quasi-stationary distribution coincides with a distribution of interest. This differs fundamentally from, say, current…

Methodology · Statistics 2020-04-14 Murray Pollock , Paul Fearnhead , Adam M. Johansen , Gareth O. Roberts

Monte Carlo evaluation is used to calculate heavy-ion elastic scattering including the center-of-mass correction and the Coulomb interaction.Angular distributions are presented for a number of nuclear pairs over a wide energy range using…

Nuclear Theory · Physics 2015-06-04 W. R. Gibbs , Jean-Pierre Dedonder

In this work, we address the systematic biases and random errors stemming from finite step sizes encountered in diffusion simulations. We introduce the Effective Geometry Monte Carlo (EG-MC) simulation algorithm which modifies the geometry…

Emerging Technologies · Computer Science 2019-06-26 Fatih Dinc , Leander Thiele , Bayram Cevdet Akdeniz

Equilibrium sampling of the configuration space in disordered systems requires algorithms that bypass the glassy slowing down of the physical dynamics. Irreversible Monte Carlo algorithms breaking detailed balance successfully accelerate…

Disordered Systems and Neural Networks · Physics 2024-07-15 Federico Ghimenti , Ludovic Berthier , Frédéric van Wijland

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 propose an efficient Monte Carlo algorithm for simulating a ``hardly-relaxing" system, in which many replicas with different temperatures are simultaneously simulated and a virtual process exchanging configurations of these replica is…

Condensed Matter · Physics 2009-10-28 Koji Hukushima , Koji Nemoto

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

A diffusion Monte Carlo algorithm is introduced that can determine the correct nodal structure of the wave function of a few-fermion system and its ground-state energy without an uncontrolled bias. This is achieved by confining signed…

Computational Physics · Physics 2020-02-05 Alexander A. Kunitsa , So Hirata

We present a novel hybrid computational method to simulate accurately dendritic solidification in the low undercooling limit where the dendrite tip radius is one or more orders of magnitude smaller than the characteristic spatial scale of…

Materials Science · Physics 2009-10-31 Mathis Plapp , Alain Karma

Context: The Monte Carlo method is the most widely used method to solve radiative transfer problems in astronomy, especially in a fully general 3D geometry. A crucial concept in any Monte Carlo radiative transfer code is the random…

Astrophysics of Galaxies · Physics 2019-09-25 Maarten Baes , Christian Peest , Peter Camps , Ralf Siebenmorgen

A class of Monte Carlo algorithms which incorporate absorbing Markov chains is presented. In a particular limit, the lowest-order of these algorithms reduces to the $n$-fold way algorithm. These algorithms are applied to study the escape…

Condensed Matter · Physics 2009-10-22 M. A. Novotny

A new unbiased Monte Carlo technique called Tensor Network Monte Carlo (TNMC) is introduced based on sampling all possible renormalizations (or course-grainings) of tensor networks, in this case matrix-product states. Tensor networks are a…

Statistical Mechanics · Physics 2015-07-06 Andrew J. Ferris

Computational codes based on the Diffusion Monte Carlo method can be used to determine the quantum state of two-electron systems confined by external potentials of various nature and geometry. In this work, we show how the application of…

Chemical Physics · Physics 2021-02-24 Gaia Micca Longo , Carla Maria Coppola , Domenico Giordano , Savino Longo

Monte-Carlo (MC) methods, based on random updates and the trial-and-error principle, are well suited to retrieve particle size distributions from small-angle scattering patterns of dilute solutions of scatterers. The size sensitivity of…

Data Analysis, Statistics and Probability · Physics 2013-03-19 Brian Richard Pauw , Jan-Skov Pedersen , Samuel Tardif , Masaki Takata , Bo Brummersted Iversen

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

We describe and analyze some Monte Carlo methods for manifolds in Euclidean space defined by equality and inequality constraints. First, we give an MCMC sampler for probability distributions defined by un-normalized densities on such…

Numerical Analysis · Mathematics 2017-09-21 Emilio Zappa , Miranda Holmes-Cerfon , Jonathan Goodman

Multiple scattering of waves in disordered media is a nightmare whether it be for detection or imaging purposes. The best approach so far to get rid of multiple scattering is optical coherence tomography. It basically combines confocal…

When underlying probability density functions of nonlinear dynamic systems are unknown, the filtering problem is known to be a challenging problem. This paper attempts to make progress on this problem by proposing a new class of filtering…

Statistics Theory · Mathematics 2016-06-17 Zhiguo Wang , Xiaojing Shen , Yunmin Zhu , Jianxin Pan

Dynamic scattering remains a significant challenge to the practical deployment of anti-scattering imaging. Existing methods, such as transmission matrix measurements, iterative wavefront shaping, and optical phase conjugation, depend on a…