Related papers: Quasi-Monte Carlo Radiative Transfer
I outline methods for calculating the solution of Monte Carlo Radiative Transfer (MCRT) in scattering, absorption and emission processes of dust and gas, including polarization. I provide a bibliography of relevant papers on methods with…
In this work we investigate replacing standard quadrature techniques used in deterministic linear solvers with a fixed-seed Quasi-Monte Carlo calculation to obtain more accurate and efficient solutions to the neutron transport equation…
The classical approaches to numerically integrating a function $f$ are Monte Carlo (MC) and quasi-Monte Carlo (QMC) methods. MC methods use random samples to evaluate $f$ and have error $O(\sigma(f)/\sqrt{n})$, where $\sigma(f)$ is the…
We propose a method of simulation that is based on the averaging of formal solutions of the transfer equation by taking the integral by the Monte Carlo method. This method is used to compute two models, which correspond to the limiting…
This article presents a novel and practically useful link between geometric integration, low-discrepancy sampling and code coupling for Lagrangian and Eulerian Vlasov-Poisson solvers. Low-discrepancy sequences, also called quasi-random…
The theory and numerical modelling of radiation processes and radiative transfer play a key role in astrophysics: they provide the link between the physical properties of an object and the radiation it emits. In the modern era of…
Monte Carlo simulations are widely used in many areas including particle accelerators. In this lecture, after a short introduction and reviewing of some statistical backgrounds, we will discuss methods such as direct inversion, rejection…
This is basically a review of the field of Quasi-Monte Carlo intended for computational physicists and other potential users of quasi-random numbers. As such, much of the material is not new, but is presented here in a style hopefully more…
A new code for evaluation of light absorption and scattering by interstellar dust grains is presented. The radiative transfer problem is solved using ray-tracing algorithm in a self-consistent and highly efficient way. The code demonstrates…
Solving the continuum radiative transfer equation in high opacity media requires sophisticated numerical tools. In order to test the reliability of such tools, we present a benchmark of radiative transfer codes in a 2D disc configuration.…
We consider the problem of improving the efficiency of randomized Fourier feature maps to accelerate training and testing speed of kernel methods on large datasets. These approximate feature maps arise as Monte Carlo approximations to…
The Iterative Quasi-Monte Carlo method, or iQMC, replaces standard quadrature techniques used in deterministic linear solvers with Quasi-Monte Carlo simulation for more accurate and efficient solutions to the neutron transport equation.…
We developed a three-dimensional radiative transfer code for an ultra-relativistic background flow-field by using the Monte Carlo (MC) method in the context of gamma-ray burst (GRB) emission. For obtaining reliable simulation results in the…
Quasi-Monte Carlo sampling can attain far better accuracy than plain Monte Carlo sampling. However, with plain Monte Carlo sampling it is much easier to estimate the attained accuracy. This article describes methods old and new to quantify…
Quantiles and expected shortfalls are usually used to measure risks of stochastic systems, which are often estimated by Monte Carlo methods. This paper focuses on the use of quasi-Monte Carlo (QMC) method, whose convergence rate is…
Three sampling methods are compared for efficiency on a number of test problems of various complexity for which analytic quadratures are available. The methods compared are Monte Carlo with pseudo-random numbers, Latin Hypercube Sampling,…
Generation of pseudorandom numbers from different probability distributions has been studied extensively in the Monte Carlo simulation literature. Two standard generation techniques are the acceptance-rejection and inverse transformation…
The theory of radiative transfer provides the link between the physical conditions in an astrophysical object and the observable radiation which it emits. Thus accurately modelling radiative transfer is often a necessary part of testing…
Quasi-Monte Carlo (QMC) is a powerful method for evaluating high-dimensional integrals. However, its use is typically limited to distributions where direct sampling is straightforward, such as the uniform distribution on the unit hypercube…
Recent advances in machine learning have led to the development of new methods for enhancing Monte Carlo methods such as Markov chain Monte Carlo (MCMC) and importance sampling (IS). One such method is normalizing flows, which use a neural…