Related papers: Quasi-Monte Carlo Radiative Transfer
Wave-function Monte Carlo methods are an important tool for simulating quantum systems, but the standard method cannot be used to simulate decoherence in continuously measured systems. Here we present a new Monte Carlo method for such…
Sequential Monte Carlo samplers represent a compelling approach to posterior inference in Bayesian models, due to being parallelisable and providing an unbiased estimate of the posterior normalising constant. In this work, we significantly…
We offer a new proposal for the Monte Carlo treatment of many-fermion systems in continuous space. It is based upon Diffusion Monte Carlo with significant modifications: correlated pairs of random walkers that carry opposite signs;…
We present a new continuum 3D radiative transfer code, MCFOST, based on a Monte-Carlo method. MCFOST can be used to calculate (i) monochromatic images in scattered light and/or thermal emission, (ii) polarisation maps, (iii) interferometric…
We developed a Monte Carlo simulation method to calculate incoherent Thomson scattering spectra in high temperature plasmas. The basic idea is to treat the entire scattering process as the superposition of individual photon-electron…
The present work addresses the question how sampling algorithms for commonly applied copula models can be adapted to account for quasi-random numbers. Besides sampling methods such as the conditional distribution method (based on a…
We study the application of a quasi-Monte Carlo (QMC) method to a class of semi-linear parabolic reaction-diffusion partial differential equations used to model tumor growth. Mathematical models of tumor growth are largely phenomenological…
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…
The quantum Monte Carlo methods represent a powerful and broadly applicable computational tool for finding very accurate solutions of the stationary Schroedinger equation for atoms, molecules, solids and a variety of model systems. The…
The quasi-random discrete ordinates method (QRDOM) is here proposed for the approximation of transport problems. Its central idea is to explore a quasi Monte Carlo integration within the classical source iteration technique. It preserves…
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…
The fast computation of large kernel sums is a challenging task, which arises as a subproblem in any kernel method. We approach the problem by slicing, which relies on random projections to one-dimensional subspaces and fast Fourier…
We combine a generic method for finding fast orthogonal transforms for a given quasi-Monte Carlo integration problem with the multilevel Monte Carlo method. It is shown by example that this combined method can vastly improve the efficiency…
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…
We briefly review the principles, mathematical bases, numerical shortcuts and applications of fast random walk (FRW) algorithms. This Monte Carlo technique allows one to simulate individual trajectories of diffusing particles in order to…
Quasi-Monte Carlo algorithms are studied for designing discrete approximations of two-stage linear stochastic programs. Their integrands are piecewise linear, but neither smooth nor lie in the function spaces considered for QMC error…
Due to its accuracy and generality, Monte Carlo radiative transfer (MCRT) has emerged as the prevalent method for Ly$\alpha$ radiative transfer in arbitrary geometries. The standard MCRT encounters a significant efficiency barrier in the…
One of the big challenges in astrophysics is the comparison of complex simulations to observations. As many codes do not directly generate observables (e.g. hydrodynamic simulations), the last step in the modelling process is often a…
This article provides a survey of recent research efforts on the application of quasi-Monte Carlo (QMC) methods to elliptic partial differential equations (PDEs) with random diffusion coefficients. It considers, and contrasts, the uniform…
We consider an acceptance-rejection sampler based on a deterministic driver sequence. The deterministic sequence is chosen such that the discrepancy between the empirical target distribution and the target distribution is small. We use…