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Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…

Probability · Mathematics 2012-05-24 Amarjit Budhiraja , Jiang Chen , Sylvain Rubenthaler

Anomalous radiative transfer (ART) theory is a generalization of classical radiative transfer theory. The present tutorial wants to show how Monte Carlo (MC) codes describing photons transport in anomalous media can be implemented. It is…

Computational Physics · Physics 2022-06-02 Tiziano Binzoni , Fabizio Martelli

Multiple optical scattering occurs when light propagates in a non-uniform medium. During the multiple scattering, images were distorted and the spatial information they carried became scrambled. However, the image information is not lost…

Computer Vision and Pattern Recognition · Computer Science 2021-07-30 Xinyu Gao , Yi Li , Yanqing Qiu , Bangning Mao , Miaogen Chen , Yanlong Meng , Chunliu Zhao , Juan Kang , Yong Guo , Changyu Shen

For high precision measurements of K decays, the presence of radiated photons cannot be neglected. The Monte Carlo simulations must include the radiative corrections in order to compute the correct event counting and efficiency…

High Energy Physics - Phenomenology · Physics 2009-01-07 C. Gatti

Recent advances in differentiable rendering have enabled high-quality reconstruction of 3D scenes from multi-view images. Most methods rely on simple rendering algorithms: pre-filtered direct lighting or learned representations of…

Graphics · Computer Science 2022-10-05 Jon Hasselgren , Nikolai Hofmann , Jacob Munkberg

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

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

Although histogram methods have been extremely effective for analyzing data from Monte Carlo simulations, they do have certain limitations, including the range over which they are valid and the difficulties of combining data from…

Statistical Mechanics · Physics 2015-06-25 Robert H. Swendsen , Jian-Sheng Wang , Shing-Te Li , Brian Diggs , Christopher Genovese , Joseph B. Kadane

Monte Carlo methods are now a definitively well established methods for studying the transport of charges in semiconductors. A lot of drawbacks are however present about the correct reconstruction of the distribution function, which has to…

Mesoscale and Nanoscale Physics · Physics 2021-01-01 Marco Coco

A new Monte-Carlo algorithm for calculating time-dependent radiative-transfer under the assumption of LTE is presented. Unlike flux-limited diffusion the method is polychromatic, includes scattering, and is able to treat the optically thick…

Solar and Stellar Astrophysics · Physics 2015-05-28 Tim J. Harries

Rendering highly scattering participating media using brute force path tracing is a challenge. The diffusion approximation reduces the problem to solving a simple linear partial differential equation. Flux-limited diffusion introduces…

Graphics · Computer Science 2018-07-03 David Koerner , Jamie Portsmouth , Wenzel Jakob

Monte Carlo (MC) simulations allowing to describe photons propagation in statistical mixtures represent an interest that goes way beyond the domain of optics, and can cover, e.g., nuclear reactor physics, image analysis or life science just…

Statistical Mechanics · Physics 2023-06-21 Tiziano Binzoni , Alain Mazzolo

This work introduces two Monte Carlo (MC)-based sampling methods, known as line sampling and subset simulation, to improve the performance of standard MC analyses in the context of asteroid impact risk assessment. Both techniques sample the…

Earth and Planetary Astrophysics · Physics 2020-09-28 Matteo Romano , Matteo Losacco , Camilla Colombo , Pierluigi Di Lizia

The use of sequential Monte Carlo within simulation for path-dependent option pricing is proposed and evaluated. Recently, it was shown that explicit solutions and importance sampling are valuable for efficient simulation of spot price and…

Computational Finance · Quantitative Finance 2019-11-13 Michael A. Kouritzin , Anne MacKay

We study the multi-dimensional radiative transfer phenomena using the ISMC scheme, in both gray and multi-frequency problems. Implicit Monte-Carlo (IMC) schemes have been in use for five decades. The basic algorithm yields teleportation…

Computational Physics · Physics 2022-01-06 Elad Steinberg , Shay I. Heizler

Monte Carlo methods provide detailed and accurate results for radiation transport simulations. Unfortunately, the high computational cost of these methods limits its usage in real-time applications. Moreover, existing computer codes do not…

Computational Physics · Physics 2021-06-21 V. Giménez-Alventosa , V. Giménez Gómez , S. Oliver Gil

A fast and simple Monte Carlo program is presented that simulates single Bremsstrahlung in Bhabha scattering, e+e- --> e+e-gamma, without constraints on scattering angles. This allows the study of this process at arbitrarily small, or even…

High Energy Physics - Phenomenology · Physics 2009-10-28 R. Kleiss , H. Burkhardt

We present benchmark problems and solutions for the continuum radiative transfer (RT) in a 2D disk configuration. The reliability of three Monte-Carlo and two grid-based codes is tested by comparing their results for a set of well-defined…

Astrophysics · Physics 2009-11-10 I. Pascucci , S. Wolf , J. Steinacker , C. P. Dullemond , Th. Henning , G. Niccolini , P. Woitke , B. Lopez

When integrating the radiative transfer equation for polarized light, the necessity of high-order numerical methods is well known. In fact, well-performing high-order formal solvers enable higher accuracy and the use of coarser spatial…

Solar and Stellar Astrophysics · Physics 2017-09-06 Gioele Janett , Oskar Steiner , Luca Belluzzi

This paper describes the Monte Carlo simulation developed specifically for the VCS experiments below pion threshold that have been performed at MAMI and JLab. This simulation generates events according to the (Bethe-Heitler + Born) cross…