Related papers: A Stochastic Calculus Approach to Boltzmann Transp…
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…
Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in…
This paper presents an efficient parallel method for the deterministic solution of the 3D stationary Boltzmann transport equation applied to diffusive problems such as nuclear core criticality computations. Based on standard…
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 calculate the electronic transport properties of a system which is irradiated by a homogeneous microwave field. Within a Boltzmann equation approach, a general expression for the conductivity tensor is derived and evaluated for a quasi…
The concept of impedance, which characterises the current response to a periodical driving, is introduced in the context of stochastic transport. In particular, we calculate the impedance for an exactly solvable model, namely the stochastic…
This paper introduces a new approach to generating sample paths of unknown Markovian stochastic differential equations (SDEs) using diffusion models, a class of generative AI methods commonly employed in image and video applications. Unlike…
The adjoint equation was introduced in the early days of neutron transport and its solution, the neutron importance, has ben used for several applications in neutronics. The work presents at first a critical review of the adjoint neutron…
Recently, iterative Quasi-Monte Carlo (iQMC) was introduced as a new method of neutron transport which combines deterministic iterative methods and quasi-Monte Carlo simulation for more efficient solutions to the neutron transport equation.…
A simple Monte Carlo procedure is described for simulating the multiple scattering and absorption of electrons with the incident energy in the range 1-50 keV moving through a slab of uniformly distributed material of given atomic number,…
This paper presents hybrid numerical techniques for solving the Boltzmann transport equation formulated by means of low-order equations for angular moments of the angular flux. The moment equations are derived by the projection operator…
The paper considers a coupled system of linear Boltzmann transport equations (BTE), and its Continuous Slowing Down Approximation (CSDA). This system can be used to model the relevant transport of particles used e.g. in dose calculation in…
We present a numerical method for the approximation of solutions for the class of stochastic differential equations driven by Brownian motions which induce stochastic variation in fixed directions. This class of equations arises naturally…
The stochastic differential and integral equations describing the system of particles weakly interacting among themselves which are absorbed and scattered by particles of a medium are considered. The time-dependent transport equation with…
Many systems in physics, engineering, and biology exhibit multiscale stochastic dynamics, where low-dimensional slow variables evolve under the influence of high-dimensional fast processes. In practice, observations are often limited to a…
In plasma edge simulations, the behavior of neutral particles is often described by a Boltzmann--BGK equation. Solving this kinetic equation and estimating the moments of its solution are essential tasks, typically carried out using Monte…
In this paper, we consider the development of efficient numerical methods for linear transport equations with random parameters and under the diffusive scaling. We extend to the present case the bi-fidelity stochastic collocation method…
Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…
We present the systematic formalism to derive the path-integral formulation for the hard-core particle systems far from equilibrium. Writing the master equation for a stochastic process of the system in terms of the annihilation and…
The possibility of different interpretations of the stochastic term (or calculi) in the overdamped Langevin equation for the motion of a particle in an inhomogeneous medium is often referred to as the "Ito--Stratonovich dilemma," although…