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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…
This paper concerns the use of sequential Monte Carlo methods (SMC) for smoothing in general state space models. A well-known problem when applying the standard SMC technique in the smoothing mode is that the resampling mechanism introduces…
The investigation of freezing transitions of single polymers is computationally demanding, since surface effects dominate the nucleation process. In recent studies we have systematically shown that the freezing properties of flexible,…
We present a new Monte Carlo scheme for the efficient simulation of multi-polymer systems. The method permits chains to be inserted into the system using a biased growth technique. The growth proceeds via the use of a retractable feeler,…
Context. The interpretation of polarised radiation emerging from a planetary atmosphere must rely on solutions to the vector Radiative Transport Equation (vRTE). Monte Carlo integration of the vRTE is a valuable approach for its flexible…
Sequential Monte Carlo techniques are useful for state estimation in non-linear, non-Gaussian dynamic models. These methods allow us to approximate the joint posterior distribution using sequential importance sampling. In this framework,…
We analyze the line radiative transfer in protoplanetary disks using several approximate methods and a well-tested Accelerated Monte Carlo code. A low-mass flaring disk model with uniform as well as stratified molecular abundances is…
The number of resident space objects is rising at an alarming rate. Mega-constellations and breakup events are proliferating in most orbital regimes, and safe navigation is becoming increasingly problematic. It is important to be able to…
An algorithm for creating synthetic telescope images of Smoothed Particle Hydrodynamics (SPH) density fields is presented, which utilises the adaptive nature of the SPH formalism in full. The imaging process uses Monte Carlo Radiative…
Exploiting an approach similar to the R-matrix theory, the diffusion Monte Carlo method is employed to compute phase shifts and threshold cross sections for the elastic scattering of o-positronium off light atoms. Results are obtained for…
We review the basic outline of the highly successful diffusion Monte Carlo technique commonly used in contexts ranging from electronic structure calculations to rare event simulation and data assimilation, and propose a new class of…
We demonstrate a strategy for simulating wide-range X-ray scattering patterns, which spans the small- and wide scattering angles as well as the scattering angles typically used for Pair Distribution Function (PDF) analysis. Such simulated…
Direct imaging has paved the way for atmospheric characterization of young and self-luminous gas giants. Scattering in a horizontally-inhomogeneous atmosphere causes the disk-integrated polarization of the thermal radiation to be linearly…
Rendering algorithms typically integrate light paths over path space. However, integrating over this one unified space is not necessarily the most efficient approach, and we show that partitioning path space and integrating each of these…
The circular polarization of light scattered by biological tissues provides valuable information and has been considered as a powerful tool for the diagnosis of tumor tissue. We propose a non-staining, non-invasive and in-vivo cancer…
Multiple light scattering hampers imaging objects in complex scattering media. Approaches used in real practices mainly aim to filter out multiple scattering obscuring the ballistic waves that travel straight through the scattering medium.…
The problem of electron-proton scattering is handed over both the elastic and inelastic scattering. Two models are presented in this sense. The first, depends on the multi photon exchange ladder diagram, where the transition matrix is…
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…
Inverse rendering methods have achieved remarkable performance in reconstructing high-fidelity 3D objects with disentangled geometries, materials, and environmental light. However, they still face huge challenges in reflective surface…
We investigate ways of accurately simulating the propagation of energetic charged particles over small times where the standard Monte Carlo approximation to diffusive transport breaks down. We find that a small-angle scattering procedure…