Related papers: A New Fast Monte Carlo Code for Solving Radiative …
Recently, experiments have been reported where researchers were able to perform high dynamic range (HDR) tomography in a heuristic fashion, by fusing multiple tomographic projections. This approach to HDR tomography has been inspired by HDR…
Inspired by the latest developments in multilevel Monte Carlo (MLMC) methods and randomised sketching for linear algebra problems we propose a MLMC estimator for real-time processing of matrix structured random data. Our algorithm is…
Aims. Monte Carlo Radiative Transfer (MCRT) simulations are a powerful tool for understanding the role of dust in astrophysical systems and its influence on observations. However, due to the strong coupling of the radiation field and medium…
Training data are usually limited or heterogeneous in many chemical and biological applications. Existing machine learning models for chemistry and materials science fail to consider generalizing beyond training domains. In this article, we…
Ab initio quantum Monte Carlo (QMC) is a stochastic approach for solving the many-body Schr\"odinger equation without resorting to one-body approximations. QMC algorithms are readily parallelizable via ensembles of $N_w$ walkers, making…
We present a new approach based on real time domain Feynman path integrals (RTPI) for electronic structure calculations and quantum dynamics, which includes correlations between particles exactly but within the numerical accuracy. We…
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…
In this study, we give an extension of Montanaro's arXiv/archive:1504.06987 quantum Monte Carlo method, tailored for computing expected values of random variables that exhibit infinite variance. This addresses a challenge in analyzing…
We introduce a recent symplectic integration scheme derived for solving physically motivated systems with non-separable Hamiltonians. We show its relevance to Riemannian manifold Hamiltonian Monte Carlo (RMHMC) and provide an alternative to…
Recently, a Monte Carlo approach was proposed for processing highly redundant continuous frames. In this paper we present and analyze applications of this new theory. The computational complexity of the Monte Carlo method relies on the…
Recently, a multi-channel self-reset analog-to-digital converter (ADC) system with complex-valued moduli has been proposed. This system enables the recovery of high dynamic range complex-valued bandlimited signals at low sampling rates via…
The Strictly Correlated Electrons (SCE) limit of the Levy-Lieb functional in Density Functional Theory (DFT) gives rise to a symmetric multi-marginal optimal transport problem with Coulomb cost, where the number of marginal laws is equal to…
We present MCRaT, a Monte Carlo Radiation Transfer code for self-consistently computing the light curves and spectra of the photospheric emission from relativistic, unmagnetized jets. We apply MCRaT to a relativistic hydrodynamic simulation…
Recently, iterative Quasi-Monte Carlo (iQMC) was introduced as a new method of neutron transport which combines deterministic iterative methods and quasi-Monte Carlo simulation for more efficient solutions to the neutron transport equation.…
Neutrinos have an unique quantum feature as flavor conversions. Recent studies suggested that collective neutrino oscillations play important roles in high-energy astrophysical phenomena. Quantum kinetic equation (QKE) is capable of…
A novel algorithm for computing the action of a matrix exponential over a vector is proposed. The algorithm is based on a multilevel Monte Carlo method, and the vector solution is computed probabilistically generating suitable random paths…
We examine a wide class of stochastic approximation algorithms for solving (stochastic) nonlinear problems on Riemannian manifolds. Such algorithms arise naturally in the study of Riemannian optimization, game theory and optimal transport,…
This paper presents two novel ensemble domain decomposition methods for fast-solving the Stokes-Darcy coupled models with random hydraulic conductivity and body force. To address such random systems, we employ the Monte Carlo (MC) method to…
This work presents a fully integrated tree-based combined exploration-planning algorithm: Exploration-RRT (ERRT). The algorithm is focused on providing real-time solutions for local exploration in a fully unknown and unstructured…
Projected gradient descent and its Riemannian variant belong to a typical class of methods for low-rank matrix estimation. This paper proposes a new Nesterov's Accelerated Riemannian Gradient algorithm by efficient orthographic retraction…