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Conventional approaches for simulating steady-state distributions of particles under diffusive and advective transport at high P\'eclet numbers involve solving the diffusion and advection equations in at least two dimensions. Here, we…

We present and discuss a variance-reduced stochastic particle method for simulating the relaxation-time model of the Boltzmann transport equation. The present paper focuses on the dilute gas case, although the method is expected to directly…

Computational Physics · Physics 2009-05-15 Nicolas G. Hadjiconstantinou , Gregg A. Radtke , Lowell L. Baker

In this paper a spatial homogeneous vehicular traffic flow model based on a stochastic master equation of Boltzmann type in the acceleration variable is solved numerically for a special driver interaction model. The solution is done by a…

Other Condensed Matter · Physics 2009-11-10 K. Thomas Waldeer

The Derivative Source Method (DSM) takes derivatives of a particle transport equation with respect to selected parameters and solves them via the standard Monte Carlo random walk simulation along with the original transport problem. The…

Computational Physics · Physics 2025-01-14 Ilham Variansyah , Ryan G. McClarren , Todd S. Palmer

In this article we consider recursive approximations of the smoothing distribution associated to partially observed stochastic differential equations (SDEs), which are observed discretely in time. Such models appear in a wide variety of…

Methodology · Statistics 2018-05-15 Jeremie Houssineau , Ajay Jasra , Sumeetpal S. Singh

We present a new Monte Carlo method for obtaining solutions of the Boltzmann equation for describing phonon transport in micro and nanoscale devices. The proposed method can resolve arbitrarily small signals (e.g. temperature differences)…

Computational Physics · Physics 2015-05-30 Jean-Philippe Peraud , Nicolas Hadjiconstantinou

We show that several diffusion-based approximations (classical diffusion or SP1, SP2, SP3) to the linear Boltzmann equation can (for an infinite, homogeneous medium) be represented exactly by a non-classical transport equation. As a…

Mathematical Physics · Physics 2015-07-03 Martin Frank , Kai Krycki , Edward W. Larsen , Richard Vasques

This article proposes a new statistical numerical method to address gas kinetics problems obeying the Boltzmann equation. This method is inspired from some Monte-Carlo algorithms used in linear transport physics, where virtual particles are…

This paper provides an initial description of the Method of Simultaneous Solutions, a Monte Carlo approach that simultaneously solves multiple Boltzmann-transport-like phenomena. Here, it is used to simultaneously solve the neutron…

Computational Physics · Physics 2026-05-26 Dean Price , Brian Kiedrowski , Benoit Forget

This paper presents an iteration method for solving linear particle transport problems in binary stochastic mixtures. It is based on nonlinear projection approach. The method is defined by a hierarchy of equations consisting of the…

Numerical Analysis · Mathematics 2026-03-18 Dmitriy Y. Anistratov

Recently the general form of a translation-covariant quantum Boltzmann equation has been derived which describes the dynamics of a tracer particle in a quantum gas. We develop a stochastic wave function algorithm that enables full…

Quantum Physics · Physics 2007-09-24 Heinz-Peter Breuer , Bassano Vacchini

This manuscript derives adjoint equations for the numerical solution of the spatially inhomogeneous Boltzmann equation using Direct Simulation Monte Carlo (DSMC). The formulation accounts for spatial transport and a range of boundary…

Numerical Analysis · Mathematics 2026-03-24 Russel Caflisch , Yunan Yang

The Direct Simulation Monte Carlo (DSMC) method is widely employed for simulating rarefied nonequilibrium gas flows. With advances in aerospace engineering and micro/nano-scale technologies, gas flows exhibit the coexistence of rarefied and…

Computational Physics · Physics 2025-07-01 Hao Jin , Sha Liu , Sirui Yang , Junzhe Cao , Congshan Zhuo , Chengwen Zhong

We present Generative Monte Carlo (GMC), a novel paradigm for particle transport simulation that integrates generative artificial intelligence directly into the stochastic solution of the linear Boltzmann equation. By reformulating the…

Computational Physics · Physics 2025-12-17 Joseph A. Farmer , Aidan Murray , Johannes Krotz , Ryan G. McClarren

A series of novel filters for probabilistic inference that propose an alternative way of performing Bayesian updates, called particle flow filters, have been attracting recent interest. These filters provide approximate solutions to…

Methodology · Statistics 2017-03-24 Flávio Eler De Melo , Simon Maskell , Matteo Fasiolo , Fred Daum

We introduce a guided stochastic sampling method that augments sampling from diffusion models with physics-based guidance derived from partial differential equation (PDE) residuals and observational constraints, ensuring generated samples…

Machine Learning · Computer Science 2026-05-28 Andrew Millard , Fredrik Lindsten , Zheng Zhao

We investigate the stochastic Direct Simulation Monte Carlo method (DSMC) for numerically solving the collision-term in heavy-ion transport theories of the Boltzmann-Uehling-Uhlenbeck (BUU) type. The first major modification we consider is…

Nuclear Theory · Physics 2009-10-28 G. Kortemeyer , F. Daffin , W. Bauer

We have coded a Boltzmann solver based on a finite difference scheme (S_N method) aiming at calculations of neutrino transport in type II supernovae. Close comparison between the Boltzmann solver and a Monte Carlo transport code has been…

Astrophysics · Physics 2007-05-23 Shoichi Yamada , Hans-Thomas Janka , Hideyuki Suzuki

In the Monte Carlo (MC) method statistical noise is usually present. Statistical noise may become dominant in the calculation of a distribution, usually by iteration, but is less Important in calculating integrals. The subject of the…

Computational Physics · Physics 2013-11-08 Mihály Makai , Zoltán Szatmáry

Stochastic difference equations and a stochastic partial differential equation (SPDE) are simultaneously derived for the time-dependent neutron angular density in a general three-dimensional medium where the neutron angular density is a…

Numerical Analysis · Mathematics 2010-04-16 Edward J. Allen
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