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Modelling random dynamical systems in continuous time, diffusion processes are a powerful tool in many areas of science. Model parameters can be estimated from time-discretely observed processes using Markov chain Monte Carlo (MCMC) methods…

Computation · Statistics 2020-10-12 Susanne Pieschner , Christiane Fuchs

We recently demonstrated that standard fixed-time lattice random-walk models cannot be modified to properly represent biased diffusion processes in more than two dimensions. The origin of this fundamental limitation appears to be the fact…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Michel G. Gauthier , Gary W. Slater

We consider the application of multilevel Monte Carlo methods to steady state Darcy flow in a random porous medium, described mathematically by elliptic partial differential equations with random coefficients. The levels in the multilevel…

Numerical Analysis · Mathematics 2015-06-16 Minho Park , Aretha Teckentrup

A recent reformulation [1] of the problem of Coulomb gases in the presence of a dynamical dielectric medium showed that finite temperature simulations of such systems can be accomplished on the basis of completely local Hamiltonians on a…

Soft Condensed Matter · Physics 2009-11-11 A. Duncan , R. D. Sedgewick

We explore the application of Monte Carlo transport methods to solving coupled radiation-hydrodynamics problems. We use a time-dependent, frequency-dependent, 3-dimensional radiation transport code, that is special relativistic and includes…

Instrumentation and Methods for Astrophysics · Physics 2015-06-19 Nathaniel Roth , Daniel Kasen

This work demonstrates algorithms to accurately compute solutions to thermal radiation transport problems using a reduced floating-point precision implementation of the Implicit Monte Carlo method. Several techniques falling into the…

Computational Physics · Physics 2025-10-27 Simon Butson , Mathew Cleveland , Alex Long , Todd Palmer

We develop a transfer matrix formalism for four-flux radiative transfer models, which is ideally suited for studying transport through multiple scattering layers. The model, derived for spherical particles within the diffusion…

Optics · Physics 2018-05-23 Brian Slovick , Zachary Flom , Lucas Zipp , Srini Krishnamurthy

In this work we present a novel 3D Monte Carlo photon transport program for simulation of multiple refractive scattering based on the refractive properties of X-rays in highly scattering media, like lung tissue. Multiple scattering reduces…

Medical Physics · Physics 2010-02-03 A. N. Khromova , L. Rigon , F. Arfelli , R. H. Menk , H. J. Besch , H. Plothow-Besch

This paper is part of a series investigating the observational appearance of planets accreting from their nascent protoplanetary disk (PPD). We evaluate the differences between gas temperature distributions determined in our radiation…

Earth and Planetary Astrophysics · Physics 2025-02-06 Anton Krieger , Hubert Klahr , Julio David Melon Fuksman , Sebastian Wolf

We present simulations of Far Infrared (FIR) emission by dust in spiral galaxies, based on the Monte Carlo radiative transfer code of Bianchi, Ferrara & Giovanardi (1996). The radiative transfer is carried out at several wavelength in the…

Astrophysics · Physics 2007-05-23 S. Bianchi , J. I. Davies , P. B. Alton

Kinetic equations model the position-velocity distribution of particles subject to transport and collision effects. Under a diffusive scaling, these combined effects converge to a diffusion equation for the position density in the limit of…

Numerical Analysis · Mathematics 2023-07-26 Emil Løvbak , Giovanni Samaey

Wrong Monte-Carlo computations are used to study the propagation of light in low pressure gas of nebulae. We recall that the incoherent interactions required for Monte Carlo calculations and hindering coherent interactions are due to…

General Physics · Physics 2011-10-04 Jacques Moret-Bailly

In 1992 the Far-Ultraviolet Space Telescope (FAUST) provided measurements of the ultraviolet (140-180nm) diffuse sky background at high, medium, and low Galactic latitudes. A significant fraction of the detected radiation was found to be of…

Astrophysics · Physics 2009-10-30 Adolf N. Witt , Brian C. Friedmann , Timothy P. Sasseen

Monte Carlo methods are state-of-the-art when it comes to dosimetric computations in radiotherapy. However, the execution time of these methods suffers in high-collisional regimes. We address this problem by introducing a kinetic-diffusion…

Quantitative Methods · Quantitative Biology 2025-08-22 Klaas Willems , Vince Maes , Zhirui Tang , Giovanni Samaey

Ionising feedback from massive stars dramatically affects the interstellar medium local to star forming regions. Numerical simulations are now starting to include enough complexity to produce morphologies and gas properties that are not too…

Instrumentation and Methods for Astrophysics · Physics 2015-12-23 D. A. Hubber , B. Ercolano , J. Dale

We present analytical approximations for calculating the scattering, absorption and escape of nonionizing photons from a spherically symmetric two-phase clumpy medium, with either a central point source of isotropic radiation, a uniform…

Astrophysics · Physics 2009-10-31 Frank Varosi , Eli Dwek

Context: Remote light scattering and thermal infrared observations provide clues about the physical properties of cometary and interplanetary dust particles. Identifying these properties will lead to a better understanding of the formation…

Earth and Planetary Astrophysics · Physics 2020-02-05 Johannes Markkanen , Jessica Agarwal

Purpose: This work advances a Monte Carlo (MC) method to combine ionizing radiation physics with optical physics, in a manner which was implicitly designed for deployment with the most widely accessible parallelization and portability…

Medical Physics · Physics 2020-05-05 Ethan P. M. LaRochelle , Pedro Arce , Brian W. Pogue

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

Discrete diffusion models are a class of generative models that produce samples from an approximated data distribution within a discrete state space. Often, there is a need to target specific regions of the data distribution. Current…

Machine Learning · Computer Science 2025-09-03 Cheuk Kit Lee , Paul Jeha , Jes Frellsen , Pietro Lio , Michael Samuel Albergo , Francisco Vargas