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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…
The Direct Simulation Monte Carlo (DSMC) method is the gold standard for non-equilibrium rarefied gas dynamics, yet its computational cost can be prohibitive, especially for near-continuum regimes and high-fidelity \emph{ab initio}…
We propose an algorithm for molecular dynamics or Monte Carlo simulations that uses an interpolation procedure to estimate potential energy values from energies and gradients evaluated previously at points of a simplicial mesh. We chose an…
A boundary-based net-exchange Monte Carlo method was introduced in [1] that allows to bypass the difficulties encountered by standard Monte Carlo algorithms in the limit of optically thick absorption (and/or for quasi-isothermal…
Diffusion Monte Carlo (DMC) based on fixed-node approximation has enjoyed significant developments in the past decades and become one of the go-to methods when accurate ground state energy of molecules and materials is needed. The remaining…
Clustering of the four-nucleon system at kinetic freezeout conditions is studied using path-integral Monte Carlo techniques. This method seeks to improve upon previous calculations which relied on approximate semiclassical methods or…
Pixel-space full spectrum fitting exploiting non-linear $\chi^2$ minimization became a \emph{de facto} standard way of deriving internal kinematics from absorption line spectra of galaxies and star clusters. However, reliable estimation of…
We propose an efficient Monte Carlo algorithm for the off-lattice simulation of dense hard sphere polymer melts using cluster moves, called event chains, which allow for a rejection-free treatment of the excluded volume. Event chains also…
Generalized-ensemble Monte Carlo simulations such as the multicanonical method and similar techniques are among the most efficient approaches for simulations of systems undergoing discontinuous phase transitions or with rugged free- energy…
We present a high accuracy Monte Carlo simulation study of the Isotropic - Nematic phase transition of a lattice dispersion model of biaxial liquid crystals. The NI coexistence curve terminating at the Landau critical point have been…
A class of evolution equations with nonlocal diffusion is considered in this work. These are integro-differential equations arising as models of propagation phenomena in continuum media with nonlocal interactions including neural tissue,…
Monte Carlo (MC) simulation is commonly considered to be the most accurate dose calculation method in radiotherapy. However, its efficiency still requires improvement for many routine clinical applications. In this paper, we present our…
Kinetic Monte Carlo (kMC) simulations have emerged as a key tool for microkinetic modeling in heterogeneous catalysis and other materials applications. Systems, where site-specificity of all elementary reactions allows a mapping onto a…
The Monte Carlo implementation of different approaches for diffractive scattering in $e - p$ collisions (resolved $\PO$, pQCD, soft color interactions) is described, with emphasis on the construction of the hadronic final state. Simple…
We present a mathematical framework for constructing and analyzing parallel algorithms for lattice Kinetic Monte Carlo (KMC) simulations. The resulting algorithms have the capacity to simulate a wide range of spatio-temporal scales in…
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…
We consider the use of a Kinetic Monte Carlo approach for the description of non-equilibrium bosonic systems, taking non-resonantly excited exciton-polariton condensates and bosonic cascade lasers as examples. In the former case, the…
This chapter is devoted to the computation of equilibrium (thermodynamic) properties of quantum systems. In particular, we will be interested in the situation where the interaction between particles is so strong that it cannot be treated as…
Nested Monte Carlo is widely used for risk estimation, but its efficiency is limited by the discontinuity of the indicator function and high computational cost. This paper proposes a nested Multilevel Monte Carlo (MLMC) method combined with…
Plasmas with varying collisionalities occur in many applications, such as tokamak edge regions, where the flows are characterized by significant variations in density and temperature. While a kinetic model is necessary for…