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A general synthetic iterative scheme is proposed to solve the Enskog equation within a Monte Carlo framework. The method demonstrates rapid convergence by reducing intermediate Monte Carlo evolution and preserves the asymptotic-preserving…

Fluid Dynamics · Physics 2025-09-26 Bin Hu , Liyan Luo , Lei Wu

On the base of the diffusion Monte-Carlo method we develop the method allowing to simulate the quantum systems with complex wave function. The method is exact and there are no approximations on the simulations of the module and the phase of…

Condensed Matter · Physics 2007-05-23 B. Abdullaev , M. Musakhanov , A. Nakamura

In recent years the Swap Monte Carlo algorithm has led to remarkable progress in equilibrating supercooled model liquids at low temperatures. Applications have so far been limited to systems composed of spherical particles, however, whereas…

Soft Condensed Matter · Physics 2025-09-05 Till Böhmer , Jeppe C. Dyre , Lorenzo Costigliola

The Markov chain Monte Carlo (MCMC) method is the computational workhorse for Bayesian inverse problems. However, MCMC struggles in high-dimensional parameter spaces, since its iterates must sequentially explore the high-dimensional space.…

Numerical Analysis · Mathematics 2016-09-06 Paul G. Constantine , Carson Kent , Tan Bui-Thanh

We present an extensive Monte Carlo study on light transport in optically thin slabs, addressing both axial and transverse propagation. We completely characterize the so-called ballistic-to-diffusive transition, notably in terms of the…

AlfaMC is a Monte Carlo simulation code for the transport of alpha particles. The code is based on the Continuous Slowing Down Approximation and uses the NIST/ASTAR stopping-power database. The code uses a powerful geometrical package…

Computational Physics · Physics 2017-11-07 Luis Peralta , Alina Louro

Estimating high-quality images while also quantifying their uncertainty are two desired features in an image reconstruction algorithm for solving ill-posed inverse problems. In this paper, we propose plug-and-play Monte Carlo (PMC) as a…

Image and Video Processing · Electrical Eng. & Systems 2024-08-29 Yu Sun , Zihui Wu , Yifan Chen , Berthy T. Feng , Katherine L. Bouman

We consider the radiative transfer problem in a plane-parallel slab of thermal electrons in the presence of an overcritical magnetic field. Under such conditions, the magnetic field behaves as a birefringent medium for the propagating…

High Energy Astrophysical Phenomena · Physics 2019-08-19 C. Ceccobello , R. Farinelli , L. Titarchuk

Markov chain Monte Carlo (MCMC) algorithms are indispensable when sampling from a complex, high-dimensional distribution by a conventional method is intractable. Even though MCMC is a powerful tool, it is also hard to control and tune in…

Graphics · Computer Science 2025-10-14 Sascha Holl , Gurprit Singh , Hans-Peter Seidel

New implicit and implicit-explicit time-stepping methods for the wave equation in second-order form are described with application to two and three-dimensional problems discretized on overset grids. The implicit schemes are single step,…

Numerical Analysis · Mathematics 2024-04-24 Allison M. Carson , Jeffrey W. Banks , William D. Henshaw , Donald W. Schwendeman

We engineer a new probabilistic Monte-Carlo algorithm for isomorphism testing. Most notably, as opposed to all other solvers, it implicitly exploits the presence of symmetries without explicitly computing them. We provide extensive…

Data Structures and Algorithms · Computer Science 2020-11-19 Markus Anders , Pascal Schweitzer

We present a new Monte-Carlo radiative transfer code, which we have used to model the cyclotron line features in the environment of a variable magnetic field and plasma density. The code accepts an input continuum and performs only the line…

High Energy Astrophysical Phenomena · Physics 2022-07-20 Sandeep Kumar , Suman Bala , Dipankar Bhattacharya

We introduce interacting particle Markov chain Monte Carlo (iPMCMC), a PMCMC method based on an interacting pool of standard and conditional sequential Monte Carlo samplers. Like related methods, iPMCMC is a Markov chain Monte Carlo sampler…

We develop a new relativistic radiation hydrodynamics code based on the Monte-Carlo algorithm. In this code, we implement a new scheme to achieve the second-order accuracy in time in the limit of a large packet number for solving the…

High Energy Astrophysical Phenomena · Physics 2023-02-15 Kyohei Kawaguchi , Sho Fujibayashi , Masaru Shibata

In the presence of strong heterogeneities, it is well known that the use of explicit schemes for the transport of species in a porous medium suffers from severe restrictions on the time step. This has led to the development of implicit…

Numerical Analysis · Mathematics 2023-04-10 Franciane F. Rocha , Fabricio S. Sousa , Roberto F. Ausas , Gustavo C. Buscaglia , Felipe Pereira

Direct sampling of multi-dimensional systems with quantum Monte Carlo methods allows exact account of many-body effects or particle correlations. The most straightforward approach to solve the Schr\"odinger equation, Diffusion Monte Carlo,…

Quantum Physics · Physics 2017-09-07 Ilkka Ruokosenmäki , Tapio T. Rantala

The density matrix quantum Monte Carlo (DMQMC) set of methods stochastically samples the exact $N$-body density matrix for interacting electrons at finite temperature. We introduce a simple modification to the interaction picture DMQMC…

Chemical Physics · Physics 2022-05-25 William Van Benschoten , James J. Shepherd

Stochastic partial differential equations (SPDEs) are often difficult to solve numerically due to their low regularity and high dimensionality. These challenges limit the practical use of computer-aided studies and pose significant barriers…

Numerical Analysis · Mathematics 2025-02-04 Abdul-Lateef Haji-Ali , Håkon Hoel , Andreas Petersson

We describe an efficient Monte Carlo algorithm for a restricted class of scattering problems in radiation transfer. This class includes many astrophysically interesting problems, including the scattering of ultraviolet and visible light by…

Astrophysics · Physics 2007-05-23 Alan M. Watson , William J. Henney

In this article, a complete radiative transfer approach for estimating incident photon flux density by actinometry is presented that opens the door to investigation of large-scale intensified photoreactors. The approach is based on an…