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We propose sequential Monte Carlo (SMC) methods for sampling the posterior distribution of state-space models under highly informative observation regimes, a situation in which standard SMC methods can perform poorly. A special case is…

Computation · Statistics 2015-07-10 Pierre Del Moral , Lawrence M. Murray

Time projection chambers drifting negative ions (NITPC) instead of electrons have several advantages. A NITPC can operate at very high reduced drift fields without diffusion runaway, and the readout digitization sampling rate requirement is…

Atomic Physics · Physics 2010-04-22 M. P. Dion , C. J. Martoff , M. Hosack

We develop a computational method for modeling electrostatic interactions of arbitrarily-shaped, polarizable objects on colloidal length scales, including colloids/nanoparticles, polymers, and surfactants, dispersed in explicit ion…

Soft Condensed Matter · Physics 2024-06-18 Emily Krucker-Velasquez , James W. Swan , Zachary Sherman

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…

Statistics Theory · Mathematics 2024-12-09 Michel Caffarel , Pierre del Moral , Luc de Montella

A Monte Carlo scheme is described where the secondary electron generation has been incorporated. The initial position of a secondary electron due to Fermi sea excitation is assumed to be where the inelastic collision took place, while the…

Materials Science · Physics 2015-05-13 Maurizio Dapor

This article describes Monte-Carlo algorithms for charged systems using constrained updates for the electric field. The method is generalized to treat inhomogeneous dielectric media, electrolytes via the Poisson-Boltzmann equation and…

Statistical Mechanics · Physics 2009-11-10 A. C. Maggs

Stochastic economic dispatch models address uncertainties in forecasts of renewable generation output by considering a finite number of realizations drawn from a stochastic process model, typically via Monte Carlo sampling. Accurate…

Computational Engineering, Finance, and Science · Computer Science 2015-08-24 Cosmin Safta , Richard L. -Y. Chen , Habib N. Najm , Ali Pinar , Jean-Paul Watson

A lattice gas model of adsorption inside cylindrical pores is evaluated with Monte Carlo simulations. The model incorporates two kinds of site: (a line of) ``axial'' sites and surrounding ``cylindrical shell'' sites, in ratio 1:7. The…

Statistical Mechanics · Physics 2009-11-10 Raluca A. Trasca , M. Mercedes Calbi , Milton W. Cole , Jose L. Riccardo

A new statistical model for the combined effects of decoherence, energy redistribution and dissipation on electron transport in large quantum systems is introduced. The essential idea is to consider the electron phase information to be lost…

Mesoscale and Nanoscale Physics · Physics 2018-04-26 Thomas Stegmann , Orsolya Ujsághy , Dietrich E. Wolf

In this work we compare Monte Carlo (MC) simulations of electron transport properties with reflection electron energy loss measurements in diamond and graphite films. We assess the impact of different approximations of the dielectric…

A typical experiment in high energy physics is considered. The result of the experiment is assumed to be a histogram consisting of bins or channels with numbers of corresponding registered events. The expected background and expected signal…

Data Analysis, Statistics and Probability · Physics 2017-01-03 I. B. Smirnov

I derive formulas for the electrostatic potential of a charge in or near a membrane modeled as one or more dielectric slabs lying between two semi-infinite dielectrics. One can use these formulas in Monte Carlo codes to compute the…

Quantitative Methods · Quantitative Biology 2015-05-27 Kevin Cahill

Algorithms to determine transition probabilities in Monte Carlo simulations are tested using a system of classical particles with effective interactions which reproduce Bose-Einstein statistics. The system is appropriate for testing…

Statistical Mechanics · Physics 2021-01-11 Marisel Di Pietro Martínez , Martín Giuliano , Miguel Hoyuelos

We present a Monte Carlo simulation for the scattering of light in the case of an isotropic light source. The scattering phase functions are studied particularly in detail to understand how they can affect the multiple light scattering in…

Optics · Physics 2013-10-15 J. Colombi , K. Louedec

We propose a method of simulation that is based on the averaging of formal solutions of the transfer equation by taking the integral by the Monte Carlo method. This method is used to compute two models, which correspond to the limiting…

Astrophysics · Physics 2007-05-23 Maxim A. Voronkov

The emergence of hydrodynamic behavior in electronic flow within clean, particle-hole-symmetric systems at half-filling is a non-trivial problem. Navier-Stokes (NS) equations describe the momentum flow, while experimental measurements…

Mesoscale and Nanoscale Physics · Physics 2025-05-26 Adrien Reingruber , Kitinan Pongsangangan , Fakher Assaad , Maksim Ulybyshev

A numerical study of normal glow discharge properties was performed in the case of small electrodes separations (0.05-0.4 cm) and moderate gas pressures (10-46 Torr). A recently observed new experimental effect of a considerable reduction…

Plasma Physics · Physics 2007-05-23 S. A. Starostin , P. J. M. Peters , E. Kindel , A. V. Azarov , S. V. Mitko , K. J. Boller

We perform Monte Carlo simulations of a simplified two-dimensional model for colloidal hard spheres in an external uniaxial AC electric field. Experimentally, the external field induces dipole moments in the colloidal particles, which in…

Soft Condensed Matter · Physics 2015-05-28 Ahmad M. Almudallal , Ivan Saika-Voivod

The purpose of this study is to provide data for the primitive model of the electrical double layer, where ions are modeled as charged hard spheres, the solvent as an implicit dielectric background (with dielectric constant $\epsilon=…

Soft Condensed Matter · Physics 2017-12-01 Mónika Valiskó , Tamás Kristóf , Dirk Gillespie , Dezső Boda

Two-dimensional capacitively coupled radio frequency discharge in methane is simulated by PIC-MCC method. The results were obtained in pressure range 50-300 mTorr and voltage range 40-180 V for discharge frequency 13.56 MHz. The electron…

Plasma Physics · Physics 2009-11-10 A L Alexandrov , I V Schweigert
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