Related papers: A New Discrete Implicit Monte Carlo Scheme for Sim…
We present a new Monte Carlo muon propagation algorithm MUM (MUons+Medium) which possesses some advantages over analogous algorithms presently in use. The most important features of algorithm are described. Results on the test for accuracy…
In plasma edge simulations, kinetic Monte Carlo (MC) is often used to simulate neutral particles and estimate source terms. For large-sized reactors, like ITER and DEMO, high particle collision rates lead to a substantial computational cost…
Recently there have been exciting developments in Monte Carlo methods, with the development of new MCMC and sequential Monte Carlo (SMC) algorithms which are based on continuous-time, rather than discrete-time, Markov processes. This has…
We develop a novel multilevel asymptotic-preserving Monte Carlo method, called Multilevel Kinetic-Diffusion Monte Carlo (ML-KDMC), for simulating the kinetic Boltzmann transport equation with a Bhatnagar-Gross-Krook (BGK) collision…
Population Monte Carlo (PMC) sampling methods are powerful tools for approximating distributions of static unknowns given a set of observations. These methods are iterative in nature: at each step they generate samples from a proposal…
Radiation is crucial not only for observing astrophysical objects, but also for transporting energy and momentum. However, accurate on-the-fly radiation transport in astrophysical simulations is challenging and computationally expensive.…
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…
The Diffusion Monte Carlo (DMC) method is applied to the water monomer, dimer, and hexamer, using q-TIP4P/F, one of the most simple, empirical water models with flexible monomers. The bias in the time step ($\Delta\tau$) and population size…
This work describes a new 1D hybrid approach for modeling atmospheric pressure discharges featuring complex chemistry. In this approach electrons are described fully kinetically using Particle-In-Cell/Monte-Carlo (PIC/MCC) scheme, whereas…
We propose a novel sequential Monte Carlo (SMC) method for sampling from unnormalized target distributions based on a reverse denoising diffusion process. While recent diffusion-based samplers simulate the reverse diffusion using…
Differentiable programming has emerged as a key programming paradigm empowering rapid developments of deep learning while its applications to important computational methods such as Monte Carlo remain largely unexplored. Here we present the…
This article reviews the basic computational techniques for carrying out multi-scale simulations using statistical methods, with the focus on simulations of epitaxial growth. First, the statistical-physics background behind Monte Carlo…
We introduce a Hamiltonian Monte Carlo (HMC) methodology based on a randomized selection of integration times, referred to as eHMC, where "e" stands for empirical. The approach relies on an offline calibration phase that leverages…
A new code for evaluation of light absorption and scattering by interstellar dust grains is presented. The radiative transfer problem is solved using ray-tracing algorithm in a self-consistent and highly efficient way. The code demonstrates…
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…
The theory and numerical modelling of radiation processes and radiative transfer play a key role in astrophysics: they provide the link between the physical properties of an object and the radiation it emits. In the modern era of…
A revised and greatly improved version of the 3D continuum radiative transfer code MC3D is presented. It is based on the Monte-Carlo method and solves the radiative transfer problem self-consistently. It is designed for the simulation of…
We present a new approach to path integral Monte Carlo (PIMC) simulations based on the worm algorithm, originally developed for lattice models and extended here to continuous-space many-body systems. The scheme allows for efficient…
Hamiltonian Monte Carlo is a prominent Markov Chain Monte Carlo algorithm, which employs symplectic integrators to sample from high dimensional target distributions in many applications, such as statistical mechanics, Bayesian statistics…
To better understand the capture process by a nanopore, we introduce an efficient Kinetic Monte Carlo (KMC) algorithm that can simulate long times and large system sizes by mapping the dynamic of a point-like particle in a 3D spherically…