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Markov chain Monte Carlo (MCMC) methods have existed for a long time and the field is well-explored. The purpose of MCMC methods is to approximate a distribution through repeated sampling; most MCMC algorithms exhibit asymptotically optimal…

Computation · Statistics 2023-07-13 Fareed Sheriff

We present a new continuum 3D radiative transfer code, MCFOST, based on a Monte-Carlo method. MCFOST can be used to calculate (i) monochromatic images in scattered light and/or thermal emission, (ii) polarisation maps, (iii) interferometric…

Astrophysics · Physics 2009-11-11 Christophe Pinte , Francois Menard , Gaspard Duchene , Pierre Bastien

This is a concise mathematical introduction to Monte Carlo methods, a rich family of algorithms with far-reaching applications in science and engineering. Monte Carlo methods are an exciting subject for mathematical statisticians and…

Computation · Statistics 2024-05-28 Daniel Sanz-Alonso , Omar Al-Ghattas

We develop a new Monte Carlo method that solves hyperbolic transport equations with stiff terms, characterized by a (small) scaling parameter. In particular, we focus on systems which lead to a reduced problem of parabolic type in the limit…

Numerical Analysis · Mathematics 2017-08-01 G. Dimarco , L. Pareschi , G. Samaey

The last decade has seen applications of Adaptive Mesh Refinement (AMR) methods for a wide range of problems from space physics to cosmology. With the advent of these methods, in which space is discretized into a mesh of many individual…

Astrophysics · Physics 2010-11-11 Argyro Tasitsiomi

The motion of contaminant particles through complex environments such as fractured rocks or porous sediments is often characterized by anomalous diffusion: the spread of the transported quantity is found to grow sublinearly in time due to…

Statistical Mechanics · Physics 2009-11-13 M. Marseguerra , A. Zoia

In this review, we detail the commonality of mathematical intuitions that underlie three numerical methods used for the quantitative description of electron swarms propagating in a gas under the effect of externally applied electric and/or…

Plasma Physics · Physics 2024-01-02 Luca Vialetto , Hirotake Sugawara , Savino Longo

We introduce a Diagrammatic Monte Carlo (DiagMC) approach to angular momentum properties of quantum many-particle systems possessing a macroscopic number of degrees of freedom. The treatment is based on a diagrammatic expansion that merges…

Quantum Gases · Physics 2018-10-24 G. Bighin , T. V. Tscherbul , M. Lemeshko

In Monte Carlo particle transport codes, it is often important to adjust reaction cross sections to reduce the variance of calculations of relatively rare events, in a technique known as non-analogous Monte Carlo. We present the theory and…

Computational Physics · Physics 2011-12-09 Marcus H. Mendenhall , Robert A. Weller

We present a code for generating synthetic SEDs and intensity maps from Smoothed Particle Hydrodynamics simulation snapshots. The code is based on the Lucy (1999) Monte Carlo Radiative Transfer method, i.e. it follows discrete luminosity…

Instrumentation and Methods for Astrophysics · Physics 2016-08-03 O. Lomax , A. P. Whitworth

Neutral particle transport problems are fundamental in the modeling of energy transfer by radiation (photons) and by neutrons with many important applications. In this work, the novel ANN-MoC method for solving unidimensional neutral…

Numerical Analysis · Mathematics 2023-07-19 P. H. A. Konzen

The simulation of diffusion-based molecular communication systems with absorbing receivers often requires a high computational complexity to produce accurate results. In this work, a new a priori Monte Carlo (APMC) algorithm is proposed to…

Emerging Technologies · Computer Science 2018-03-14 Yiran Wang , Adam Noel , Nan Yang

Significance: Monte Carlo radiation transfer (MCRT) is the gold standard of modeling light transport in turbid media. Typical MCRT models use voxels or meshes to approximate experimental geometry. A voxel based geometry does not allow for…

Graphics · Computer Science 2022-11-23 Lewis McMillan , Graham D. Bruce , Kishan Dholakia

General relativistic radiation hydrodynamics simulations are necessary to accurately model a number of astrophysical systems involving black holes and neutron stars. Photon transport plays a crucial role in radiatively dominated accretion…

High Energy Astrophysical Phenomena · Physics 2018-01-31 Francois Foucart

To maximize the accuracy of background simulation and event reconstruction, high-energy neutrino telescopes require detailed knowledge of light propagation over a large volume of detection medium. If light scattering and absorption leng ths…

Computational Physics · Physics 2007-05-23 Predrag Miocinovic , Peter Niessen

We explore the application of Monte Carlo transport methods to solving coupled radiation-hydrodynamics problems. We use a time-dependent, frequency-dependent, 3-dimensional radiation transport code, that is special relativistic and includes…

Instrumentation and Methods for Astrophysics · Physics 2015-06-19 Nathaniel Roth , Daniel Kasen

Uncertainty propagation in a phaseless magnetic resonance-based electric properties tomography technique is investigated using the Monte Carlo method. The studied inverse method, which recovers the electric properties distribution at…

Medical Physics · Physics 2019-11-11 Alessandro Arduino , Oriano Bottauscio , Mario Chiampi , Luca Zilberti

We use a numerically exact real-time path integral Monte Carlo scheme to compute electron transfer dynamics between two redox sites within a spin-boson approach. The case of asymmetric reactions is studied in detail in the least understood…

Condensed Matter · Physics 2009-11-10 L. Muehlbacher , R. Egger

This paper examines the use of Monte Carlo simulations to understand statistical concepts in A/B testing and Randomized Controlled Trials (RCTs). We discuss the applicability of simulations in understanding false positive rates and estimate…

Applications · Statistics 2024-11-12 Márton Trencséni

Despite the frequent appearance in the radiation heat transfer literature of articles describing Monte Carlo ray-trace (MCRT) applications to two-dimensional enclosures, no formal verification may be found of the method commonly used to…

Computational Physics · Physics 2018-12-24 Mehran Yarahmadi , J. Robert Mahan