Related papers: $p$-multilevel Monte Carlo for acoustic scattering…
An accurate and efficient numerical simulation approach to electromagnetic wave scattering from two-dimensional, randomly rough, penetrable surfaces is presented. The use of the M\"uller equations and an impedance boundary condition for a…
A Monte Carlo model was used to study the scattering error of an absorption meter with a divergent light beam and a limited acceptance angle of the receiver. Reflections at both ends of the tube were taken into account. Calculations of the…
We consider the application of multilevel Monte Carlo methods to elliptic PDEs with random coefficients. We focus on models of the random coefficient that lack uniform ellipticity and boundedness with respect to the random parameter, and…
We describe an efficient Monte Carlo algorithm for a restricted class of scattering problems in radiation transfer. This class includes many astrophysically interesting problems, including the scattering of ultraviolet and visible light by…
This paper presents an algorithm for Monte Carlo fixed-lag smoothing in state-space models defined by a diffusion process observed through noisy discrete-time measurements. Based on a particles approximation of the filtering and smoothing…
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…
This article considers the computational (acoustic) wave propagation in strongly heterogeneous structures beyond the assumption of periodicity. A high contrast between the constituents of microstructured multiphase materials can lead to…
We present a Monte Carlo simulation for the scattering of light in the case of an isotropic light source. The scattering phase functions are studied particularly in detail to understand how they can affect the multiple light scattering in…
We present a novel computational scheme to solve acoustic wave transmission problems over composite scatterers, i.e. penetrable obstacles possessing junctions or triple points. Our continuous problem is cast as a multiple traces time-domain…
We study the numerical solution of forward and inverse acoustic scattering problems by randomly shaped obstacles in three-dimensional space using a fast isogeometric boundary element method. Within the isogeometric framework, realizations…
We consider frequency-domain acoustic scattering at a homogeneous star-shaped penetrable obstacle, whose shape is uncertain and modelled via a radial spectral parameterization with random coefficients. Using recent results on the stability…
Acoustic scattering from layered seafloors exhibits dependence on both the mean geoacoustic layering, as well as the roughness properties of each layer. Several theoretical treatments of this environment exist, including the small roughness…
This paper is concerned with the inverse problem of time-harmonic acoustic scattering by an unbounded, locally rough interface which is assumed to be a local perturbation of a plane. The purpose of this paper is to recover the local…
We consider systems of stochastic differential equations with multiple scales and small noise and assume that the coefficients of the equations are ergodic and stationary random fields. Our goal is to construct provably-efficient importance…
In this paper, we present a mathematical study of wave scattering by a hard elastic obstacle embedded in a soft elastic body in three dimensions. Our contributions are threefold. First, we characterize subwavelength resonances using the…
Variational Monte Carlo (VMC) is a powerful and fast-growing method for optimizing and evolving parameterized many-body wave functions, especially with modern neural-network quantum states. In practice, however, the stochastic estimators…
Spatially referenced datasets have become increasingly prevalent across many fields, largely driven by advances in data collection methods such as satellite remote sensing. In many applications, predictions at unobserved locations are…
The analysis of scattering from complex objects using surface integral equations is a challenging problem. Its resolution has wide ranging applications- from crack propagation to diagnostic medicine. The two ingredients of any integral…
We aim to analyze and calculate time-dependent acoustic wave scattering by a bounded obstacle and a locally perturbed non-selfintersecting curve. The scattering problem is equivalently reformulated as an initial-boundary value problem of…
We interpret uncertainty in a model for seismic wave propagation by treating the model parameters as random variables, and apply the Multilevel Monte Carlo (MLMC) method to reduce the cost of approximating expected values of selected,…