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This work demonstrates algorithms to accurately compute solutions to thermal radiation transport problems using a reduced floating-point precision implementation of the Implicit Monte Carlo method. Several techniques falling into the…

Computational Physics · Physics 2025-10-27 Simon Butson , Mathew Cleveland , Alex Long , Todd Palmer

We explore Implicit Monte Carlo (IMC) and Discrete Diffusion Monte Carlo (DDMC) for radiation transport in high-velocity outflows with structured opacity. The IMC method is a stochastic computational technique for nonlinear radiation…

High Energy Astrophysical Phenomena · Physics 2015-06-16 Ryan T. Wollaeger , Daniel R. van Rossum , Carlo Graziani , Sean M. Couch , George C. Jordan , Donald Q. Lamb , Gregory A. Moses

This work describes methodologies to successfully implement the Implicit Monte Carlo (IMC) scheme for thermal radiative transfer in reduced-precision floating-point arithmetic. The methods used can be broadly categorized into scaling…

Computational Physics · Physics 2025-10-27 Simon Butson , Mathew Cleveland , Alex Long , Todd Palmer

Dynamic Monte Carlo simulations are used to study coupled transport (co-transport) through sub-nanometer-diameter pores. In this classic Hodgkin-Keynes mechanism, an ion species uses the large flux of an abundant ion species to move against…

Soft Condensed Matter · Physics 2013-11-27 Dezső Boda , Éva Csányi , Dirk Gillespie , Tamás Kristóf

We present a new algorithm for radiative transfer-based on a statistical Monte Carlo approach-that does not suffer from teleportation effects, on the one hand, and yields smooth results, on the other hand. Implicit Monte Carlo (IMC)…

Instrumentation and Methods for Astrophysics · Physics 2022-01-12 Elad Steinberg , Shay I. Heizler

Fast and accurate predictions of uncertainties in the computed dose are crucial for the determination of robust treatment plans in radiation therapy. This requires the solution of particle transport problems with uncertain parameters or…

Medical Physics · Physics 2022-11-09 Pia Stammer , Lucas Burigo , Oliver Jäkel , Martin Frank , Niklas Wahl

Recently, Giles et al. [14] proved that the efficiency of the Multilevel Monte Carlo (MLMC) method for evaluating Down-and-Out barrier options for a diffusion process $(X_t)_{t\in[0,T]}$ with globally Lipschitz coefficients, can be improved…

Probability · Mathematics 2024-09-17 Mouna Ben Derouich , Ahmed Kebaier

We present implicit-explicit (IMEX) kinetic simulations of weakly collisional parallel plasma transport in magnetic mirror configurations using the continuum code \textsc{COGENT}. The numerical scheme employs a Jacobian-free Newton--Krylov…

Plasma Physics · Physics 2025-10-09 M. Dorf , M. Dorr , V. Geyko , D. Ghosh , M. Umansky , J. Angus

The Dynamic Monte Carlo (DMC) method is an established molecular simulation technique for the analysis of the dynamics in colloidal suspensions. An excellent alternative to Brownian Dynamics or Molecular Dynamics simulation, DMC is…

Soft Condensed Matter · Physics 2020-07-15 Fabián A. García Daza , Alejandro Cuetos , Alessandro Patti

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.…

Computational Physics · Physics 2023-06-21 Samuel Pasmann , Ilham Variansyah , C. T. Kelley , Ryan G. McClarren

Monte Carlo methods are widely used for neutron transport simulations at least partly because of the accuracy they bring to the modeling of these problems. However, the computational burden associated with the slow convergence rate of Monte…

Computational Physics · Physics 2025-09-30 Jordan Northrop , Ilham Variansyah , Todd Palmer , Camille Palmer

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

First of all, this paper presents some improvements of DSMC method in the form of new schemes and approaches, that, for a wide class of problems, increase performance and reduce the demands on computer resources. The most important…

Fluid Dynamics · Physics 2012-01-16 Roman V. Maltsev

Reversible jump Markov chain Monte Carlo (RJMCMC) proposals that achieve reasonable acceptance rates and mixing are notoriously difficult to design in most applications. Inspired by recent advances in deep neural network-based normalizing…

Computation · Statistics 2023-02-28 Laurence Davies , Robert Salomone , Matthew Sutton , Christopher Drovandi

Monte Carlo approaches to radiation transport have several attractive properties such as simplicity of implementation, high accuracy, and good parallel scaling. Moreover, Monte Carlo methods can handle complicated geometries and are…

Solar and Stellar Astrophysics · Physics 2015-06-04 Ernazar Abdikamalov , Adam Burrows , Christian D. Ott , Frank Löffler , Evan O'Connor , Joshua C. Dolence , Erik Schnetter

Implicit Monte Carlo (IMC) and Discrete Diffusion Monte Carlo (DDMC) are methods used to stochastically solve the radiative transport and diffusion equations, respectively. These methods combine into a hybrid transport-diffusion method we…

High Energy Astrophysical Phenomena · Physics 2015-06-22 Ryan T. Wollaeger , Daniel R. van Rossum

Monte Carlo statistical ray-tracing methods are commonly employed to simulate carrier transport in nanostructured materials. In the case of a large degree of nanostructuring and under linear response (small driving fields), these…

Mesoscale and Nanoscale Physics · Physics 2023-02-09 Pankaj Priyadarshi , Neophytos Neophytou

The Picard-Lefschetz theory has been attracting much attention as a tool to evaluate a multi-variable integral with a complex weight, which appears in various important problems in theoretical physics. The idea is to deform the integration…

High Energy Physics - Lattice · Physics 2022-06-10 Genki Fujisawa , Jun Nishimura , Katsuta Sakai , Atis Yosprakob

We propose a modification, based on the RESTART (repetitive simulation trials after reaching thresholds) and DPR (dynamics probability redistribution) rare event simulation algorithms, of the standard diffusion Monte Carlo (DMC) algorithm.…

Probability · Mathematics 2014-04-10 Martin Hairer , Jonathan Weare

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
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