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The quasidiffusion (QD) method, also known as the Variable Eddington Factor (VEF) method in the astrophysical community, is an established iterative method for accelerating source iterations in SN calculations. A great advantage of the QD…
Reverse Monte Carlo (RMC) is an algorithm that incorporates stochastic modification of the action as part of the process that updates the fields in a Monte Carlo simulation. Such update moves have the potential of lowering or eliminating…
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…
Sequential Monte Carlo (SMC), also known as particle filters, has been widely accepted as a powerful computational tool for making inference with dynamical systems. A key step in SMC is resampling, which plays the role of steering the…
Connecting optimal transport and variational inference, we present a principled and systematic framework for sampling and generative modelling centred around divergences on path space. Our work culminates in the development of the…
Over the last decade, ingenuous developments in Monte Carlo methods have enabled the unbiased estimation of adjoint-weighted reactor parameters expressed as bilinear forms, such as kinetics parameters and sensitivity coefficients. A…
We develop a novel iterative direct sampling method (IDSM) for solving linear or nonlinear elliptic inverse problems with partial Cauchy data. It integrates three innovations: a data completion scheme to reconstruct missing boundary…
In this paper we give an introduction to the Boltzmann equation for neutrino transport used in core collapse supernova models as well as a detailed mathematical description of the \emph{Isotropic Diffusion Source Approximation} (IDSA).…
Developing devices using disordered organic semiconductors requires accurate and practical models of charge transport. In these materials, charge transport occurs through partially delocalised states in an intermediate regime between…
An indirect, hybrid Monte Carlo discretization of general relativistic kinetic theory suitable for the development of numerical schemes for radiation transport is presented. The discretization is based on surface flux estimators obtained…
We study Markov Chain Monte Carlo (MCMC) methods operating in primary sample space and their interactions with multiple sampling techniques. We observe that incorporating the sampling technique into the state of the Markov Chain, as done in…
Monte Carlo (MC) and Quasi-Monte Carlo (QMC) methods are classical approaches for the numerical integration of functions $f$ over $[0,1]^d$. While QMC methods can achieve faster convergence rates than MC in moderate dimensions, their…
A new method based on a Reverse Monte Carlo [RMC] technique and aimed at the inverse problem in the analysis of interstellar (intergalactic) absorption lines is presented. The line formation process in chaotic media with a finite…
We develop a real-time Full Configuration Interaction Quantum Monte Carlo approach for the modeling of driven-dissipative open quantum systems. The method enables stochastic sampling of the Liouville-von-Neumann time evolution of the…
We generalize a simple Monte Carlo (MC) model for dilute gases to consider the transport behavior of positrons and electrons in Percus-Yevick model liquids under highly non-equilibrium conditions, accounting rigorously for coherent…
We study an optimal control problem under uncertainty, where the target function is the solution of an elliptic partial differential equation with random coefficients, steered by a control function. The robust formulation of the…
Markov chain Monte Carlo (MCMC) simulations are modeled as driven by true random numbers. We consider variance bounding Markov chains driven by a deterministic sequence of numbers. The star-discrepancy provides a measure of efficiency of…
We introduce the Quantization Monte Carlo method to solve thermal radiative transport equations with possibly several collision regimes, ranging from few collisions to massive number of collisions per time unit. For each particle in a given…
Quantum Monte Carlo (QMC) methods are some of the most accurate methods for simulating correlated electronic systems. We investigate the compatibility, strengths and weaknesses of two such methods, namely, diffusion Monte Carlo (DMC) and…
We analyse and implement a quasi-Monte Carlo (QMC) finite element method (FEM) for the forward problem of uncertainty quantification (UQ) for the Helmholtz equation with random coefficients, both in the second-order and zero-order terms of…