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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…
Approximate Bayesian computation (ABC) methods are standard tools for inferring parameters of complex models when the likelihood function is analytically intractable. A popular approach to improving the poor acceptance rate of the basic…
We use numerial simulations to study the absorption and phase shift of surface-gravity waves caused by groups of magnetic flux tubes. The dependence of the scattering coefficients with the distance between the tubes and their positions is…
In computed tomography (CT) reconstruction, scattering causes server quality degradation of the reconstructed CT images by introducing streaks and cupping artifacts which reduce the detectability of low contrast objects. Monte Carlo (MC)…
Surface tension has a strong influence on the shape of fluid interfaces. We propose a method to calculate the corresponding forces efficiently. In contrast to several previous approaches, we discriminate to this end between surface and…
In any valid Monte Carlo sampling that realizes microcanonical property we can collect statistics for a transition matrix in energy. This matrix is used to determine the density of states, from which most of the thermodynamical averages can…
We describe a hybrid Direct Simulation Monte Carlo (DSMC) code for simultaneously solving the collisional Boltzmann equation for gas and the collisionless Boltzmann equation for stars and dark matter for problems important to galaxy…
Vertex-patch smoothers offer an effective strategy for achieving robust geometric multigrid convergence for the Stokes equations, particularly in the context of high-order finite elements. However, their practical efficiency is often…
Light transport in strongly scattering porous photocatalytic materials governs the spatial distribution of absorbed photons and therefore the generation of charge carriers driving photocatalytic reactions. Yet translating measured optical…
A technique for reducing the number of integrals in a Monte Carlo calculation is introduced. For integrations relying on classical or mean-field trajectories with local weighting functions, it is possible to integrate analytically at least…
In this paper, we introduce a new approach to constructing unbiased estimators when computing expectations of path functionals associated with stochastic differential equations (SDEs). Our randomization idea is closely related to…
Sub-surface scattering is key to our perception of translucent materials. Models based on diffusion theory are used to render such materials in a realistic manner by evaluating an approximation of the material BSSRDF at any two points of…
We study active array imaging of small but strong scatterers in homogeneous media when multiple scattering between them is important. We use the Foldy-Lax equations to model wave propagation with multiple scattering when the scatterers are…
This paper concerns the use of sequential Monte Carlo methods (SMC) for smoothing in general state space models. A well-known problem when applying the standard SMC technique in the smoothing mode is that the resampling mechanism introduces…
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…
We evaluate the phase-space integrals that arise in double real emission diagrams for semi-inclusive deep-inelastic scattering at next-to-next-to-leading order (NNLO) in QCD. Utilizing the reverse unitarity technique, we convert these…
We explore two complementary modifications of the hybridization-expansion continuous-time Monte Carlo method, aiming at large multi-orbital quantum impurity problems. One idea is to compute the imaginary-time propagation using a matrix…
For uncertainty propagation of highly complex and/or nonlinear problems, one must resort to sample-based non-intrusive approaches [1]. In such cases, minimizing the number of function evaluations required to evaluate the response surface is…
We consider the problem of optical tomographic imaging in the mesoscopic regime where the photon mean free path is of order of the system size. Within the accuracy of the single-scattering approximation to the radiative transport equation,…
Complex visual effects such as caustics are often produced by light paths containing multiple consecutive specular vertices (dubbed specular chains), which pose a challenge to unbiased estimation in Monte Carlo rendering. In this work, we…