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This paper extends the Multilevel Monte Carlo variance reduction technique to nonlinear filtering. In particular, Multilevel Monte Carlo is applied to a certain variant of the particle filter, the Ensemble Transform Particle Filter. A key…

Numerical Analysis · Mathematics 2016-02-24 Alastair Gregory , Colin Cotter , Sebastian Reich

Electron transport within nanostructures can be important to varied engineering applications, such as thermoelectrics and nanoelectronics. In theoretical studies, electron Monte Carlo simulations are widely used as an alternative approach…

Applied Physics · Physics 2019-02-20 Qing Hao , Yue Xiao

We introduce a theoretical approach to study the quantum-dissipative dynamics of electronic excitations in macromolecules, which enables to perform calculations in large systems and cover long time intervals. All the parameters of the…

Mesoscale and Nanoscale Physics · Physics 2016-07-20 S. A Beccara , F. Mascherpa , E. Schneider , P. Faccioli

A survey of atomic binding energies used by general purpose Monte Carlo systems is reported. Various compilations of these parameters have been evaluated; their accuracy is estimated with respect to experimental data. Their effects on…

Computational Physics · Physics 2011-09-29 Maria Grazia Pia , Hee Seo , Matej Batic , Marcia Begalli , Chan Hyeong Kim , Lina Quintieri , Paolo Saracco

In the study of phase transitions a very few models are accessible to exact solution. In the most cases analytical simplifications have to be done or some numerical technique has to be used to get insight about their critical properties.…

Statistical Mechanics · Physics 2017-05-24 B. V. Costa , L. A. S. Mól , J. C. S. Rocha

Biological tissues are complex structures composed of many elements which make light-based tissue diagnostics challenging. Over the past decades, Monte Carlo technique has been used as a fundamental and versatile approach toward modeling…

Optics · Physics 2024-05-17 Maryam Ghahremani

An improved real-time quantum Monte Carlo procedure is presented and applied to describe the electronic transfer dynamics along molecular chains. The model consists of discrete electronic sites coupled to a thermal environment which is…

Chemical Physics · Physics 2009-11-10 L. Muehlbacher , J. Ankerhold , C. Escher

Accurate particle simulations are essential for the next generation of experiments in astroparticle physics. The Monte Carlo simulation library PROPOSAL is a flexible tool to efficiently propagate high-energy leptons and photons through…

A new next-to-leading order Monte Carlo program for the calculation of fully differential jet cross sections in photoproduction is described. The contributions from both resolved and direct components are included. A comparison between the…

High Energy Physics - Phenomenology · Physics 2007-05-23 B. W. Harris , J. F. Owens

We present a novel technique to incorporate precision calculations from quantum chromodynamics into fully differential particle-level Monte-Carlo simulations. By minimizing an information-theoretic quantity subject to constraints, our…

High Energy Physics - Phenomenology · Physics 2025-09-19 Benoît Assi , Stefan Höche , Kyle Lee , Jesse Thaler

The electrostatic potential in the neighborhood of a biomolecule can be computed thanks to the non-linear divergence-form elliptic Poisson-Boltzmann PDE. Dedicated Monte-Carlo methods have been developed to solve its linearized version (see…

Numerical Analysis · Mathematics 2016-11-15 Mireille Bossy , Nicolas Champagnat , Helene Leman , Sylvain Maire , Laurent Violeau , Mariette Yvinec

A scientometric analysis of Monte Carlo simulation and Monte Carlo codes has been performed over a set of representative scholarly journals related to radiation physics. The results of this study are reported and discussed. They document…

Computational Physics · Physics 2010-12-16 Maria Grazia Pia , Tullio Basaglia , Zane W. Bell , Paul V. Dressendorfer

Population Monte Carlo (PMC) sampling methods are powerful tools for approximating distributions of static unknowns given a set of observations. These methods are iterative in nature: at each step they generate samples from a proposal…

Computation · Statistics 2022-01-17 Víctor Elvira , Luca Martino , David Luengo , Mónica F. Bugallo

We analyze here in some detail, the derivation of the Particle and Monte Carlo methods of plasma simulation, such as Particle in Cell (PIC), Monte Carlo (MC) and Particle in Cell / Monte Carlo (PIC/MC) from formal manipulation of transport…

Plasma Physics · Physics 2008-05-21 Savino Longo

A simple Monte Carlo (MC) algorithm for the simulation of the passage of low-energy gamma rays and electrons through any material medium is presented. The algorithm includes several approximations that accelerate the simulation while…

Accelerator Physics · Physics 2023-10-25 Víctor Moya , Jaime Rosado , Fernando Arqueros

Obtaining the physical mechanism of photoelectric transfer in quantum-dot (QD) photocells may be one strategy to boost the photovoltaic conversion efficiency. In this work, we attempted to formulate a novel theoretical approach to evaluate…

Mesoscale and Nanoscale Physics · Physics 2024-03-12 Sheng-Nan Zhu , Shun-Cai Zhao , Lin-Jie Chen

The Diffusion Monte Carlo method is devoted to the computation of electronic ground-state energies of molecules. In this paper, we focus on implementations of this method which consist in exploring the configuration space with a {\bf fixed}…

Numerical Analysis · Mathematics 2007-05-23 Tony Lelievre , Mohamed El Makrini , Benjamin Jourdain

We discuss models for total cross-sections, show their predictions for photon-photon collisions and compare them with the recent LEP measurements. We show that the extrapolations to high center of mass energies within various models differ…

High Energy Physics - Phenomenology · Physics 2007-05-23 R. M. Godbole , A. Grau , G. Pancheri

A newly developed method for systematically improving the convergence of path integrals for transition amplitudes, introduced in Phys. Rev. Lett. 94 (2005) 180403, Phys. Rev. B 72 (2005) 064302, Phys. Lett. A 344 (2005) 84, and expectation…

Statistical Mechanics · Physics 2011-08-08 Danica Stojiljkovic , Aleksandar Bogojevic , Antun Balaz