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The Monte Carlo method is the most popular technique to perform radiative transfer simulations in a general 3D geometry. The algorithms behind and acceleration techniques for Monte Carlo radiative transfer are discussed extensively in the…
Random batch algorithms are constructed for quantum Monte Carlo simulations. The main objective is to alleviate the computational cost associated with the calculations of two-body interactions, including the pairwise interactions in the…
We developed a three-dimensional radiative transfer code for an ultra-relativistic background flow-field by using the Monte Carlo (MC) method in the context of gamma-ray burst (GRB) emission. For obtaining reliable simulation results in the…
We introduce a Monte Carlo scheme for sampling bold-line diagrammatic series specifying an unknown function in terms of itself. The range of convergence of this bold(-line) diagrammatic Monte Carlo (BMC) is significantly broader than that…
Sequential Monte Carlo (SMC) methods are widely used to draw samples from intractable target distributions. Particle degeneracy can hinder the use of SMC when the target distribution is highly constrained or multimodal. As a motivating…
Sequential Monte Carlo techniques are useful for state estimation in non-linear, non-Gaussian dynamic models. These methods allow us to approximate the joint posterior distribution using sequential importance sampling. In this framework,…
Despite more than 40 years of research in condensed-matter physics, state-of-the-art approaches for simulating the radial distribution function (RDF) g(r) still rely on binning pair-separations into a histogram. Such methods suffer from…
A detailed description is provided of a new Worm Algorithm, enabling the accurate computation of thermodynamic properties of quantum many-body systems in continuous space, at finite temperature. The algorithm is formulated within the…
This work introduces a new method designed for Bayesian deep learning called scalable Bayesian Monte Carlo (SBMC). The method is comprised of a model and an algorithm. The model interpolates between a point estimator and the posterior. The…
In this paper, we aim to compute numerical approximation integral by using an adaptive Monte Carlo algorithm. We propose a stratified sampling algorithm based on an iterative method which splits the strata following some quantities called…
An algorithm has been developed for the Geant4 Monte-Carlo package for the efficient computation of screened Coulomb interatomic scattering. It explicitly integrates the classical equations of motion for scattering events, resulting in…
We carry out theoretical analysis, Monte Carlo simulations and Machine Learning analysis to quantify microscopic rearrangements of dilute dispersions of spherical colloidal particles from coherent scattering intensity. Both monodisperse and…
Discrete diffusion models have become highly effective across various domains. However, real-world applications often require the generative process to adhere to certain constraints. To this end, we propose a Sequential Monte Carlo (SMC)…
This write-up describes an efficient numerical method for the Monte Carlo calculation of the spectral density of current in the multi-junction single-electron devices and hopping structures. In future we plan to expand this write-up into a…
A butterfly-based fast direct integral equation solver for analyzing high-frequency scattering from two-dimensional objects is presented. The solver leverages a randomized butterfly scheme to compress blocks corresponding to near- and…
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…
We present a solver for plane wave scattering from a periodic dielectric grating with a large number $M$ of inclusions lying in each period of its middle layer.Such composite material geometries have a growing role in modern photonic…
Many problems require to approximate an expected value by some kind of Monte Carlo (MC) sampling, e.g. molecular dynamics (MD) or simulation of stochastic reaction models (also termed kinetic Monte Carlo (kMC)). Often, we are furthermore…
The Computer_Aided Diagnosis (CAD) systems facilitate accurate diagnosis of diseases. The development of CADs by leveraging third generation neural network, namely, Spiking Neural Network (SNN), is essential to utilize of the benefits of…
This paper concerns the use of sequential Monte Carlo methods (SMC) for smoothing in general state space models. A well-known problem when applying the standard SMC technique in the smoothing mode is that the resampling mechanism introduces…