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We review the basic outline of the highly successful diffusion Monte Carlo technique commonly used in contexts ranging from electronic structure calculations to rare event simulation and data assimilation, and propose a new class of…

Numerical Analysis · Mathematics 2017-10-10 Lek-Heng Lim , Jonathan Weare

Recently, a class of efficient spectral Monte-Carlo methods was developed in \cite{Feng2025ExponentiallyAS} for solving fractional Poisson equations. These methods fully consider the low regularity of the solution near boundaries and…

Numerical Analysis · Mathematics 2025-10-07 Lisen Ding , Mingyi Wang , Dongling Wang

Microscopic calculations of neutrino-nucleus scattering cross sections are critical for the success of the neutrino-oscillation program. In addition to retaining nuclear correlations in the initial and final state of the reaction, they are…

Nuclear Theory · Physics 2023-04-25 Alexis Nikolakopoulos , Alessandro Lovato , Noemi Rocco

Here we present the derivation, description and results of a Monte Carlo-based algorithm for simulating inelastic scattering of photo-electrons when passing through some scattering medium, such as a gas atmosphere or a solid material. The…

Computational Physics · Physics 2021-01-06 Lukas Pielsticker , Robert Schlögl , Mark Greiner

Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…

Probability · Mathematics 2012-05-24 Amarjit Budhiraja , Jiang Chen , Sylvain Rubenthaler

We propose a multilevel Monte Carlo method for a particle-based asymptotic-preserving scheme for kinetic equations. Kinetic equations model transport and collision of particles in a position-velocity phase-space. With a diffusive scaling,…

Numerical Analysis · Mathematics 2020-05-21 Emil Løvbak , Giovanni Samaey , Stefan Vandewalle

Context: Radiative transfer modelling of expanding stellar envelopes is an important task in their analysis. To account for inhomogeneities and deviations from spherical symmetry, it is necessary to develop a 3D approach to radiative…

Solar and Stellar Astrophysics · Physics 2023-02-08 Jakub Fišák , Jiří Kubát , Brankica Kubátová , Markus Kromer , Jiří Krtička

Monte Carlo methods are state-of-the-art when it comes to dosimetric computations in radiotherapy. However, the execution time of these methods suffers in high-collisional regimes. We address this problem by introducing a kinetic-diffusion…

Quantitative Methods · Quantitative Biology 2025-08-22 Klaas Willems , Vince Maes , Zhirui Tang , Giovanni Samaey

This paper deals with a comparison of Fractional Derivative and Monte carlo approaches to the modelling of anomalous diffusion in the field of particle transport. The goal of this research is to provide a better insight on the behavior of…

Statistical Mechanics · Physics 2007-06-15 M. Marseguerra , A. Zoia

We calculate cross sections for low energy elastic exciton-exciton scattering within the effective mass approximation. Unlike previous theoretical approaches, we give a complete, non-perturbative treatment of the four-particle scattering…

Condensed Matter · Physics 2010-07-28 J. Shumway , D. M. Ceperley

In this comprehensive and detailed study, vacancy-mediated self-diffusion of A- and B-elements in 'triple-defect' B2-ordered ASB(1-S) binaries is simulated by means of a kinetic Monte Carlo (KMC) algorithm involving atomic jumps to…

Materials Science · Physics 2019-10-16 Jan Betlej , Piotr Sowa , Rafal Kozubski , Graeme E. Murch , Irina V. Belova

Relying on Feynman-Kac path-integral methodology, we present a new statistical perspective on wave single-scattering by complex three-dimensional objects. The approach is implemented on three models -- Schiff approximation, Born…

A simple Monte Carlo procedure is described for simulating the multiple scattering and absorption of electrons with the incident energy in the range 1-50 keV moving through a slab of uniformly distributed material of given atomic number,…

Materials Science · Physics 2007-05-23 Nima Ghal-eh , Mohammad Farhad Rahimi , Mehrnoush Manouchehri

The radiative transfer equation (RTE) is a cornerstone for describing the propagation of electromagnetic radiation in a medium, with applications spanning atmospheric science, astrophysics, remote sensing, and biomedical optics. Despite its…

Optics · Physics 2024-01-19 Vladimir Allaxwerdian , Dmitry V. Naumov

The Markov chain Monte Carlo method is a versatile tool in statistical physics to evaluate multi-dimensional integrals numerically. For the method to work effectively, we must consider the following key issues: the choice of ensemble, the…

Statistical Mechanics · Physics 2014-01-07 Synge Todo , Hidemaro Suwa

Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in…

Computation · Statistics 2021-06-23 Jeremy Heng , Adrian N. Bishop , George Deligiannidis , Arnaud Doucet

Radiative transfer (RT) simulations are a powerful tool that enables the calculation of synthetic images of a wide range of astrophysical objects. These simulations are often based on the Monte Carlo (MC) method, as it provides the needed…

Instrumentation and Methods for Astrophysics · Physics 2023-11-23 Anton Krieger , Sebastian Wolf

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…

Statistical Mechanics · Physics 2014-10-27 Robin Stern , Frederic Effenberger , Horst Fichtner , Tobias Schaefer

Recently, a Monte Carlo method has been presented which allows for the form-free retrieval of size distributions from isotropic scattering patterns, complete with uncertainty estimates linked to the data quality. Here, we present an…

Data Analysis, Statistics and Probability · Physics 2013-03-13 Brian R. Pauw , Masato Ohnuma , Kenji Sakurai , Enno A. Klop

This work describes methodologies to successfully implement the Implicit Monte Carlo (IMC) scheme for thermal radiative transfer in reduced-precision floating-point arithmetic. The methods used can be broadly categorized into scaling…

Computational Physics · Physics 2025-10-27 Simon Butson , Mathew Cleveland , Alex Long , Todd Palmer