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The current and upcoming generation of Very Large Volume Neutrino Telescopes---collecting unprecedented quantities of neutrino events---can be used to explore subtle effects in oscillation physics, such as (but not restricted to) the…
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…
An efficient Quantum Monte Carlo algorithm for the simulation of bosonic systems on a lattice in a grand canonical ensemble is proposed. It is based on the mapping of bosonic models to the spin models in the limit of the infinite total spin…
A common way to simulate the transport and spread of pollutants in the atmosphere is via stochastic Lagrangian dispersion models. Mathematically, these models describe turbulent transport processes with stochastic differential equations…
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…
Wrong Monte-Carlo computations are used to study the propagation of light in low pressure gas of nebulae. We recall that the incoherent interactions required for Monte Carlo calculations and hindering coherent interactions are due to…
This paper develops an efficient numerical method for the inverse scattering problem of a time-harmonic plane wave incident on a perfectly reflecting random periodic structure. The method is based on a novel combination of the Monte Carlo…
We present a lattice Monte Carlo algorithm based on the one originally proposed by Maggs and Rossetto for simulating electrostatic interactions in inhomogeneous dielectric media. The original algorithm is known to produce attractive…
We adapt the Quantum Monte Carlo method to the cascaded formalism of quantum optics, allowing us to simulate the emission of photons of known energy. Statistical processing of the photon clicks thus collected agrees with the theory of…
The scattering equation formalism is a general framework for calculation of amplitudes in theories of massless particles. We provide a detailed introduction to the 4D scattering equation framework accessible to non-experts, outline current…
We discuss suitable classes of diffusion processes, for which functionals relevant to finance can be computed via Monte Carlo methods. In particular, we construct exact simulation schemes for processes from this class. However, should the…
The problem of electron-proton scattering is handed over both the elastic and inelastic scattering. Two models are presented in this sense. The first, depends on the multi photon exchange ladder diagram, where the transition matrix is…
Computer simulations of photon transport through an absorbing and/or scattering medium form an important research tool in astrophysics. Nearly all software codes performing such simulations for three-dimensional geometries employ the Monte…
Thomson scattering of laser light is one of the most fundamental diagnostics of plasma density, temperature and magnetic fields. It relies on the assumption that the properties in the probed volume are homogeneous and constant during the…
Monte Carlo simulations are based on the manipulation of random numbers to evaluate probable outcomes, with applicability in a variety of different fields. By assigning probabilities, which can be determined a priori, to various events, it…
The montecarlo method, which is quite commonly used to solve maximum entropy problems in statistical physics, can actually be used to solve inverse problems in a much wider context. The probability distribution which maximizes entropy can…
Biological tissues are complex structures composed of many elements which make light-based tissue diagnostics challenging. Over the past decades, Monte Carlo technique has been used as a fundamental and versatile approach toward modeling…
We investigate to what extend the replica-exchange Monte Carlo method is able to equilibrate a simple liquid in its supercooled state. We find that this method does indeed allow to generate accurately the canonical distribution function…
Closed-form stochastic filtering equations can be derived in a general setting where probability distributions are replaced by some specific outer measures. In this article, we study how the principles of the sequential Monte Carlo method…
A general synthetic iterative scheme is proposed to solve the Enskog equation within a Monte Carlo framework. The method demonstrates rapid convergence by reducing intermediate Monte Carlo evolution and preserves the asymptotic-preserving…