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We investigate ways of accurately simulating the propagation of energetic charged particles over small times where the standard Monte Carlo approximation to diffusive transport breaks down. We find that a small-angle scattering procedure…

Astrophysics · Physics 2009-11-07 R. J. Protheroe , A. Meli , A. -C Donea

We address the possibility of performing numerical Monte Carlo simulations for the thermodynamics of quantum dissipative systems. Dissipation is considered within the Caldeira-Leggett formulation, which describes the system in the…

Statistical Mechanics · Physics 2007-05-23 Luca Capriotti , Alessandro Cuccoli , Andrea Fubini , Valerio Tognetti , Ruggero Vaia

We present in this paper a hybrid, Multi-Level Monte Carlo (MLMC) method for solving the neutral particle transport equation. MLMC methods, originally developed to solve parametric integration problems, work by using a cheap, low fidelity…

Numerical Analysis · Mathematics 2025-08-06 Vincent N. Novellino , Dmitriy Y. Anistratov

The paper proposes Monte Carlo algorithms for the computation of the information rate of two-dimensional source/channel models. The focus of the paper is on binary-input channels with constraints on the allowed input configurations. The…

Information Theory · Computer Science 2012-12-27 Mehdi Molkaraie , Hans-Andrea Loeliger

We develop generalization of the fixed-phase diffusion Monte Carlo method for Hamiltonians which explicitly depend on particle spins such as for spin-orbit interactions. The method is formulated in zero variance manner and is similar to…

Strongly Correlated Electrons · Physics 2016-04-13 Cody A. Melton , Minyi Zhu , Shi Guo , Alberto Ambrosetti , Francesco Pederiva , Lubos Mitas

The massive hot stars play crucial role in the dynamics of galaxies. These stars influence their surroundings through strong winds which are highly structured processes. The theoretical study of the non-symmetric phenomena of the stellar…

Solar and Stellar Astrophysics · Physics 2026-01-30 Jakub Fišák , Jiří Kubát , Nicolas Moens , Brankica Kubátová

We consider the computational efficiency of Monte Carlo (MC) and Multilevel Monte Carlo (MLMC) methods applied to partial differential equations with random coefficients. These arise, for example, in groundwater flow modelling, where a…

Numerical Analysis · Mathematics 2024-12-12 Anastasia Istratuca , Aretha Teckentrup

We present a Monte Carlo wavefunction method for semiclassically modeling spin-$\frac12$ systems in a magnetic field gradient in one dimension. Our model resolves the conflict of determining what classical force an atom should be subjected…

Quantum Physics · Physics 2015-02-25 C. J. Billington , C. J. Watkins , R. P. Anderson , L. D. Turner

Fast and accurate predictions of uncertainties in the computed dose are crucial for the determination of robust treatment plans in radiation therapy. This requires the solution of particle transport problems with uncertain parameters or…

Medical Physics · Physics 2022-11-09 Pia Stammer , Lucas Burigo , Oliver Jäkel , Martin Frank , Niklas Wahl

We describe and analyze some Monte Carlo methods for manifolds in Euclidean space defined by equality and inequality constraints. First, we give an MCMC sampler for probability distributions defined by un-normalized densities on such…

Numerical Analysis · Mathematics 2017-09-21 Emilio Zappa , Miranda Holmes-Cerfon , Jonathan Goodman

In this note, we study a concatenation of quasi-Monte Carlo and plain Monte Carlo rules for high-dimensional numerical integration in weighted function spaces. In particular, we consider approximating the integral of periodic functions…

Numerical Analysis · Mathematics 2022-06-27 Takashi Goda

Monte Carlo dropout may effectively capture model uncertainty in deep learning, where a measure of uncertainty is obtained by using multiple instances of dropout at test time. However, Monte Carlo dropout is applied across the whole network…

Signal Processing · Electrical Eng. & Systems 2020-02-03 Liangping Ma , John Kaewell

An improved real-time quantum Monte Carlo procedure is presented and applied to describe the electronic transfer dynamics along molecular chains. The model consists of discrete electronic sites coupled to a thermal environment which is…

Chemical Physics · Physics 2009-11-10 L. Muehlbacher , J. Ankerhold , C. Escher

While generally considered computationally expensive, Uncertainty Quantification using Monte Carlo sampling remains beneficial for applications with uncertainties of high dimension. As an extension of the naive Monte Carlo method, the…

Computational Engineering, Finance, and Science · Computer Science 2026-01-06 Robert Hahn , Sebastian Schöps

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…

Soft Condensed Matter · Physics 2025-09-05 Till Böhmer , Jeppe C. Dyre , Lorenzo Costigliola

A fast method for the computation of layer potentials that arise in acoustic scattering is introduced. The principal idea is to split the singular kernel into a smooth and a local part. The potential due to the smooth part is computed…

Numerical Analysis · Mathematics 2007-05-23 Johannes Tausch

We analyze the line radiative transfer in protoplanetary disks using several approximate methods and a well-tested Accelerated Monte Carlo code. A low-mass flaring disk model with uniform as well as stratified molecular abundances is…

Astrophysics · Physics 2009-11-13 Ya. Pavlyuchenkov , D. Semenov , Th. Henning , St. Guilloteau , V. Pietu , R. Launhardt , A. Dutrey

The computational complexity of naive, sampling-based uncertainty quantification for 3D partial differential equations is extremely high. Multilevel approaches, such as multilevel Monte Carlo (MLMC), can reduce the complexity significantly,…

Computational Engineering, Finance, and Science · Computer Science 2016-07-13 Björn Gmeiner , Daniel Drzisga , Ulrich Ruede , Robert Scheichl , Barbara Wohlmuth

Monte Carlo radiative transfer (MCRT) simulations are a powerful tool for determining the appearance of astrophysical objects, analyzing the prevalent physical conditions within them, and inferring their properties on the basis of real…

Instrumentation and Methods for Astrophysics · Physics 2023-12-13 Anton Krieger , Sebastian Wolf

A version of Geant4 has been developed to treat high-energy proton radiography. This article presents the results of calculations simulating the effects of nuclear elastic scattering for various test step wedges. Comparisons with…

Instrumentation and Detectors · Physics 2014-09-19 Xu Haibo , Zheng Na