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Motivated by applications to Bayesian inference for statistical models with orthogonal matrix parameters, we present $\textit{polar expansion},$ a general approach to Monte Carlo simulation from probability distributions on the Stiefel…
Light propagation in turbid media is driven by the equation of radiative transfer. We give a formal probabilistic representation of its solution in the framework of biological tissues and we implement algorithms based on Monte Carlo methods…
These lectures given to graduate students in high energy physics, provide an introduction to Monte Carlo methods. After an overview of classical numerical quadrature rules, Monte Carlo integration together with variance-reducing techniques…
Quantum scattering at zero energy is studied with stochastic methods. A path integral representation for the scattering cross section is developed. It is demonstrated that Monte Carlo simulation can be used to compare effective potentials…
This paper introduces a class of Monte Carlo algorithms which are based upon the simulation of a Markov process whose quasi-stationary distribution coincides with a distribution of interest. This differs fundamentally from, say, current…
Elastic systems that are spatially heterogeneous in their mechanical response pose special challenges for molecular simulations. Standard methods for sampling thermal fluctuations of a system's size and shape proceed through a series of…
We present an elementary and self-contained account of the analogies existing between classical diffusion and the imaginary-time evolution of quantum systems. These analogies are used to develop a new quantum simulation method which allows…
Background: Monte Carlo simulations of diffusion are commonly used as a model validation tool as they are especially suitable for generating the diffusion MRI signal in complicated tissue microgeometries. New method: Here we describe the…
Stochastic reaction-diffusion models are employed to represent many complex physical, biological, societal, and ecological systems. The macroscopic reaction rates describing the large-scale kinetics in such systems are effective,…
We present an implementation of a Monte Carlo algorithm that generates points randomly and uniformly on a set of arbitrary surfaces. The algorithm is completely general and only requires the geometry modeling software to provide the…
We present a multilevel Monte Carlo simulation method for analysing multi-scale physical systems via a hierarchy of coarse-grained representations, to obtain numerically-exact results, at the most detailed level. We apply the method to a…
We use the Monte Carlo method to study the two types of devices used in the technique of single electron spectroscopy and get the C-V curve and I-V curve of them. The results compare well to approximate analytical expressions. Furthermore,…
Electron microscopy is a powerful tool for studying the properties of materials down to their atomic structure. In many cases, the quantitative interpretation of images requires simulations based on atomistic structure models. These…
Positron annihilation in solid state matter can be utilized to detect and identify open-volume defects. The momentum distribution of the annihilation radiation is an important observable in positron-based measurements, and can reveal…
Collective optical Thomson scattering (TS) is a diagnostic commonly used to characterize plasma parameters. These parameters are typically extracted by a fitting algorithm that minimizes the difference between a measured scattered spectrum…
The low-frequency electric microfield distribution in a Coulomb plasma is calculated for various plasma parameters, from weak to strong Coulomb coupling and from zero to strong electron screening. Two methods of numerical calculations are…
Effects of nonlinearity in Thomson scattering of a high intensity laser pulse from electrons are analyzed. Analytic expressions for laser pulse shaping in amplitude and frequency are obtained which control spectrum broadening for…
We report the application of the Monte Carlo simulation to phase separation dynamics. First, we deal with the phase separation under shear flow. The thermal effect on the phase separation is discussed, and the anisotropic growth exponents…
Monte-Carlo (MC) methods, based on random updates and the trial-and-error principle, are well suited to retrieve particle size distributions from small-angle scattering patterns of dilute solutions of scatterers. The size sensitivity of…
We study the efficiency, precision and accuracy of all-electron variational and diffusion quantum Monte Carlo calculations using Slater basis sets. Starting from wave functions generated by Hartree-Fock and density functional theory, we…