Related papers: A physical model and a Monte Carlo estimate for th…
Computer simulations of photon transport through an absorbing and/or scattering medium form an important research tool in astrophysics. Nearly all software codes performing such simulations for three-dimensional geometries employ the Monte…
Partial differential equation is a powerful tool to characterize various physics systems. In practice, measurement errors are often present and probability models are employed to account for such uncertainties. In this paper, we present a…
The present work provides a critical assessment of numerical solutions of the space-fractional diffusion-advection equation, which is of high significance for applications in various natural sciences. In view of the fact that, in contrast…
This topical review describes the methodology of continuum variational and diffusion quantum Monte Carlo calculations. These stochastic methods are based on many-body wave functions and are capable of achieving very high accuracy. The…
Pixel-space full spectrum fitting exploiting non-linear $\chi^2$ minimization became a \emph{de facto} standard way of deriving internal kinematics from absorption line spectra of galaxies and star clusters. However, reliable estimation of…
We present unbiased, finite--variance estimators of energy derivatives for real--space diffusion Monte Carlo calculations within the fixed--node approximation. The derivative $d_\lambda E$ is fully consistent with the dependence…
When lifting the assumption of spatially-independent scattering centers in classical linear transport theory, collision rate is no longer proportional to angular flux / radiance because the macroscopic cross-section $\Sigma_t(s)$ depends on…
An empirical numerical model that includes nuclear absorption, multiple Coulomb scattering, and energy loss is presented in this work to calculate the transmission of the thick objects in high energy proton radiography, and in this…
We describe collective-move Monte Carlo algorithms designed to approximate the overdamped dynamics of self-assembling nanoscale components equipped with strong, short-ranged and anisotropic interactions. Conventional Monte Carlo simulations…
We present an algorithm for the simulation of the exact real-time dynamics of classical many-body systems with discrete energy levels. In the same spirit of kinetic Monte Carlo methods, a stochastic solution of the master equation is found,…
For many geophysical measurements, such as direct current or electromagnetic induction methods, information fades away with depth. This has to be taken into account when interpreting models estimated from such measurements. For that reason,…
For real symmetric matrices that are accessible only through matrix vector products, we present Monte Carlo estimators for computing the diagonal elements. Our probabilistic bounds for normwise absolute and relative errors apply to Monte…
Manifold Markov chain Monte Carlo algorithms have been introduced to sample more effectively from challenging target densities exhibiting multiple modes or strong correlations. Such algorithms exploit the local geometry of the parameter…
While recent work towards the development of tight-binding and ab-initio algorithms has focused on molecular dynamics, Monte Carlo methods can often lead to better results with relatively little effort. We present here a multi-step Monte…
Process monitoring and control requires detection of structural changes in a data stream in real time. This article introduces an efficient sequential Monte Carlo algorithm designed for learning unknown changepoints in continuous time. The…
We introduce a Monte Carlo Virtual Element estimator based on Virtual Element discretizations for stochastic elliptic partial differential equations with random diffusion coefficients. We prove estimates for the statistical approximation…
We consider the numerical solution of scalar, nonlinear degenerate convection-diffusion problems with random diffusion coefficient and with random flux functions. Building on recent results on the existence, uniqueness and continuous…
This paper develops methodology for local sensitivity analysis based on directional derivatives associated with spatial processes. Formal gradient analysis for spatial processes was elaborated in previous papers, focusing on distribution…
Radiative transfer is a notoriously difficult and computationally demanding problem. Yet, it is an indispensable ingredient in nearly all astrophysical and cosmological simulations. Choosing an appropriate discretization scheme is a crucial…
The nonlinear space-charge effects in a high intensity or high brightness accelerator can have a significant impact on the beam properties through the accelerator. These effects are included in the accelerator design via self-consistent…