Related papers: An efficient asymptotic preserving Monte Carlo met…
We present the asymptotic transitions from microscopic to macroscopic physics, their computational challenges and the Asymptotic-Preserving (AP) strategies to efficiently compute multiscale physical problems. Specifically, we will first…
In this paper, we propose intelligent reflecting surfaces (IRS) assisted secure wireless communications with multi-input and multi-output antennas (IRS-MIMOME). The considered scenario is an access point (AP) equipped with multiple antennas…
This paper develops and analyzes an efficient numerical method for solving elliptic partial differential equations, where the diffusion coefficients are random perturbations of deterministic diffusion coefficients. The method is based upon…
Radiative transfer describes the propagation of electromagnetic radiation through an interacting medium. This process is often simulated by the use of the Monte Carlo method, which involves the probabilistic determination and tracking of…
Context. The interpretation of polarised radiation emerging from a planetary atmosphere must rely on solutions to the vector Radiative Transport Equation (vRTE). Monte Carlo integration of the vRTE is a valuable approach for its flexible…
We describe a new algorithm to solve the time dependent, frequency integrated radiation transport (RT) equation implicitly, which is coupled to an explicit solver for equations of magnetohydrodynamics (MHD) using {\sf Athena++}. The…
The theme of the present paper is numerical integration of $C^r$ functions using randomized methods. We consider variance reduction methods that consist in two steps. First the initial interval is partitioned into subintervals and the…
In this paper, we develop an asymptotic-preserving and energy-conserving (APEC) Particle-In-Cell (PIC) algorithm for the Vlasov-Maxwell system. This algorithm not only guarantees that the asymptotic limiting of the discrete scheme is a…
In this paper, we develop an asymptotic-preserving dynamical low-rank method for the multiscale linear kinetic transport equation. The proposed scheme is unconditionally stable in the diffusive regime while preserving the correct asymptotic…
The Diffusion Monte Carlo method with constant number of walkers, also called Stochastic Reconfiguration as well as Sequential Monte Carlo, is a widely used Monte Carlo methodology for computing the ground-state energy and wave function of…
We propose in this work a Monte Carlo method for three dimensional scalar radiative transfer equations with non-integrable, space-dependent scattering kernels. Such kernels typically account for long-range statistical features, and arise…
We review criteria for comparing the efficiency of Markov chain Monte Carlo (MCMC) methods with respect to the asymptotic variance of estimates of expectations of functions of state, and show how such criteria can justify ways of combining…
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…
In a recent article the authors showed that the radiative Transfer equations with multiple frequencies and scattering can be formulated as a nonlinear integral system. In the present article, the formulation is extended to handle reflective…
Preliminary low-thrust spacecraft mission design is a global search problem characterized by a complex solution landscape, multiple objectives, and numerous local minima. During this phase, mission parameters are often not yet fully…
We use approximate Bayesian computation (ABC) combined with an "improved" Markov chain Monte Carlo (IMCMC) method to estimate posterior distributions of model parameters in subgrid-scale (SGS) closures for large eddy simulations (LES) of…
The radiative transfer equation (RTE) is a cornerstone for describing the propagation of electromagnetic radiation in a medium, with applications spanning atmospheric science, astrophysics, remote sensing, and biomedical optics. Despite its…
The phaseless auxiliary-field quantum Monte Carlo (AF QMC) method [S. Zhang and H. Krakauer, Phys. Rev. Lett. 90, 136401 (2003)] is used to carry out a systematic study of the dissociation and ionization energies of second-row group 3A-7A…
We present novel roulette schemes for rare-event sampling that are both structure-preserving and unbiased. The boundaries where Monte Carlo markers are split and deleted are placed automatically and adapted during runtime. Extending…
Hamiltonian Monte Carlo is a prominent Markov Chain Monte Carlo algorithm, which employs symplectic integrators to sample from high dimensional target distributions in many applications, such as statistical mechanics, Bayesian statistics…