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The using of GPU for Monte Carlo particle transport is lacking of fair comparisons. This work performs simulations on both CPU and GPU in the same package under the same manufacturing process of low power mobile devices. The experiment with…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-08-15 Changyuan Liu

We show that repulsive random variables can yield Monte Carlo methods with faster convergence rates than the typical $N^{-1/2}$, where $N$ is the number of integrand evaluations. More precisely, we propose stochastic numerical quadratures…

Probability · Mathematics 2019-06-18 Rémi Bardenet , Adrien Hardy

The Discrete Ordinates Method (DOM) is the most widely used velocity discretization method for simulating the radiative transport equation. However, the ray effect is a long-standing drawback of DOM. In benchmark tests that exhibit the ray…

Dynamical Systems · Mathematics 2025-10-07 Lei Li , Min Tang , Yuqi Yang

Several recent publications report advances in training optimal decision trees (ODT) using mixed-integer programs (MIP), due to algorithmic advances in integer programming and a growing interest in addressing the inherent suboptimality of…

Machine Learning · Computer Science 2020-11-09 Haoran Zhu , Pavankumar Murali , Dzung T. Phan , Lam M. Nguyen , Jayant R. Kalagnanam

We propose a new strategy for Monte Carlo (MC) optimization on rugged multidimensional landscapes. The strategy is based on querying the statistical properties of the landscape in order to find the temperature at which the mean first…

Computational Physics · Physics 2015-06-04 Denis Tolkunov , Alexandre V. Morozov

X-ray dose constantly gains interest in the interventional suite. With dose being generally difficult to monitor reliably, fast computational methods are desirable. A major drawback of the gold standard based on Monte Carlo (MC) methods is…

We present a method which extends Monte Carlo studies to situations that require a large dynamic range in particle number. The underlying idea is that, in order to calculate the collisional evolution of a system, some particle interactions…

Astrophysics · Physics 2009-11-13 C. W. Ormel , M. Spaans

Indirect imaging problems in biomedical optics generally require repeated evaluation of forward models of radiative transport, for which Monte Carlo is accurate yet computationally costly. We develop a novel approach to reduce this…

Computational Physics · Physics 2020-07-10 Callum M. Macdonald , Simon Arridge , Samuel Powell

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…

Instrumentation and Methods for Astrophysics · Physics 2023-12-13 Anton Krieger , Sebastian Wolf

Monte Carlo simulations are an essential tool in particle physics data analysis. Events are typically generated alongside weights that redistribute the cross section of the simulated process across the phase space. These weights can be…

High Energy Physics - Phenomenology · Physics 2026-05-13 Benjamin Nachman , Dennis Noll

A simple Monte Carlo (MC) algorithm for the simulation of the passage of low-energy gamma rays and electrons through any material medium is presented. The algorithm includes several approximations that accelerate the simulation while…

Accelerator Physics · Physics 2023-10-25 Víctor Moya , Jaime Rosado , Fernando Arqueros

Discontinuous visibility changes remain a major bottleneck when optimizing surfaces within a physically-based inverse renderer. Many previous works have proposed sophisticated algorithms and data structures to sample visibility silhouettes…

Computer Vision and Pattern Recognition · Computer Science 2025-04-30 Ziyi Zhang , Nicolas Roussel , Wenzel Jakob

When dealing with difficult inverse problems such as inverse rendering, using Monte Carlo estimated gradients to optimise parameters can slow down convergence due to variance. Averaging many gradient samples in each iteration reduces this…

Graphics · Computer Science 2023-09-28 Martin Balint , Karol Myszkowski , Hans-Peter Seidel , Gurprit Singh

We study the approximation of $\mathbb{E}f(X_T)$ by a Monte Carlo algorithm, where $X$ is the solution of a stochastic differential equation and $f$ is a given function. We introduce a new variance reduction method, which can be viewed as a…

Probability · Mathematics 2007-05-23 Ahmed Kebaier

The replica-exchange Monte-Carlo (RXMC) method is a powerful Markov-chain Monte-Carlo algorithm for sampling from multi-modal distributions, which are challenging for conventional methods. The sampling efficiency of the RXMC method depends…

Computational Physics · Physics 2026-01-21 Tatsuya Miyata , Shunta Arai , Satoshi Takabe

A novel hybrid Monte Carlo transport scheme is demonstrated in a scene with solar illumination, scattering and absorbing 2D atmosphere, a textured reflecting mountain, and a small detector located in the sky (mounted on a satellite or a…

Mathematical Physics · Physics 2015-05-28 Guillaume Bal , Anthony Davis , Ian Langmore

This paper addresses the problem of motion planning for differential drive micro-mobility platforms. This class of vehicle is designed to perform small-distance transportation of passengers and goods in structured environments. Our approach…

Robotics · Computer Science 2025-05-15 Angelo Caregnato-Neto , Janito Vaqueiro Ferreira

Population Monte Carlo simulations in the form commonly referred to as population annealing can serve as a useful meta-algorithm for simulating systems with complex free-energy landscapes. In the present paper we provide an easily…

Statistical Mechanics · Physics 2024-01-17 P. L. Ebert , D. Gessert , W. Janke , M. Weigel

We describe a general radiative equilibrium and temperature correction procedure for use in Monte Carlo radiation transfer codes with sources of temperature-independent opacity, such as astrophysical dust. The technique utilizes the fact…

Astrophysics · Physics 2010-04-08 J. E. Bjorkman , Kenneth Wood

Monte Carlo simulations have boosted the numerical study of several different physical systems and in particular, the canonical ensemble has been especially useful because of the existence of easy and efficient relaxation algorithms…

Statistical Mechanics · Physics 2019-10-29 G. Palma , A. Riveros