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In many models used in engineering and science, material properties are uncertain or spatially varying. For example, in geophysics, and porous media flow in particular, the uncertain permeability of the material is modelled as a random…

Numerical Analysis · Mathematics 2019-07-30 Pieterjan Robbe , Dirk Nuyens , Stefan Vandewalle

We have implemented a Monte Carlo algorithm to model and predict the response of various kinds of CCDs to X-ray photons and minimally-ionizing particles and have applied this model to the CCDs in the Chandra X-ray Observatory's Advanced CCD…

Astrophysics · Physics 2015-06-24 L. K. Townsley , P. S. Broos , G. Chartas , E. Moskalenko , J. A. Nousek , G. G. Pavlov

We have developed an improved method of time-resolved x-ray reflectivity (XRR) using monochromatic synchrotron radiation. Our method utilizes a polycapillary x-ray optic to create a range of incident angles and an area detector to collect…

Materials Science · Physics 2019-03-27 Howie Joress , Shane Quinlan Arlington , Timothy P. Weihs , Joel D. Brock , Arthur Woll

For real symmetric matrices that are accessible only through matrix vector products, we present Monte Carlo estimators for computing the diagonal elements. Our probabilistic bounds for normwise absolute and relative errors apply to Monte…

Numerical Analysis · Mathematics 2022-03-18 Eric Hallman , Ilse C. F. Ipsen , Arvind Saibaba

Several applications of spectral methods to problems related to the relativistic astrophysics of compact objects are presented. Based on a proper definition of the analytical properties of regular tensorial functions we have developed a…

General Relativity and Quantum Cosmology · Physics 2007-05-23 S. Bonazzola , J. Frieben , E. Gourgoulhon , J. A. Marck

Monte Carlo algorithms have a growing impact on nuclear medicine reconstruction processes. One of the main limitations of myocardial perfusion imaging (MPI) is the effective mitigation of the scattering component, which is particularly…

Instrumentation and Detectors · Physics 2021-05-28 J. Zhou , A. G. Leja , M. Salvatori , D. Della Latta , A. Di Fulvio

Drawing a sample from a discrete distribution is one of the building components for Monte Carlo methods. Like other sampling algorithms, discrete sampling suffers from the high computational burden in large-scale inference problems. We…

Machine Learning · Statistics 2016-04-29 Yutian Chen , Zoubin Ghahramani

We propose and investigate a new multi-level Monte Carlo scheme for numerical solutions of the kinetic Boltzmann equation for neutral species in edge plasmas. In particular, this method explicitly exploits a key structural property of…

Plasma Physics · Physics 2025-12-11 Gregory J. Parker , Maxim V. Umansky , Benjamin D. Dudson

I outline methods for calculating the solution of Monte Carlo Radiative Transfer (MCRT) in scattering, absorption and emission processes of dust and gas, including polarization. I provide a bibliography of relevant papers on methods with…

Solar and Stellar Astrophysics · Physics 2013-01-09 Barbara A. Whitney

Quantum Monte Carlo (QMC) methods represent a powerful family of computational techniques for tackling complex quantum many-body problems and performing calculations of stationary state properties. QMC is among the most accurate and…

Materials Science · Physics 2025-01-08 Alfonso Annarelli , Dario Alfè , Andrea Zen

We consider a wide range of matrix models and study them using the Monte Carlo technique in the large $N$ limit. The results we obtain agree with exact analytic expressions and recent numerical bootstrap methods for models with one and two…

High Energy Physics - Theory · Physics 2022-04-05 Raghav G. Jha

X-ray interaction with matter is an energy-dependent process that is contingent on the atomic structure of the constituent material elements. The most advanced models to capture this relationship currently rely on Monte Carlo (MC)…

Machine Learning · Computer Science 2023-07-11 Raziye Kubra Kumrular , Thomas Blumensath

Statisticians often use Monte Carlo methods to approximate probability distributions, primarily with Markov chain Monte Carlo and importance sampling. Sequential Monte Carlo samplers are a class of algorithms that combine both techniques to…

Computation · Statistics 2022-06-20 Chenguang Dai , Jeremy Heng , Pierre E. Jacob , Nick Whiteley

We study lithium systems over a range of number of atoms, e.g., atomic anion, dimer, metallic cluster, and body-centered cubic crystal by the diffusion Monte Carlo method. The calculations include both core and valence electrons in order to…

Computational Physics · Physics 2015-07-29 Kevin Rasch , Lubos Mitas

The trace of a matrix function f(A), most notably of the matrix inverse, can be estimated stochastically using samples< x,f(A)x> if the components of the random vectors x obey an appropriate probability distribution. However such a…

Numerical Analysis · Mathematics 2021-08-26 Andreas Frommer , Mostafa Nasr Khalil , Gustavo Ramirez-Hidalgo

We consider the scattering of neutrons and photons on solid volume rectangular targets. It is common to treat this problem using the Maxwell Boltzmann Transport Equation and to use underlying symmetries to simplify the calculation. For…

Computational Physics · Physics 2017-12-27 Eric V. Steinfelds , Keith Andrew

We introduce a general Monte Carlo method based on Nested Sampling (NS), for sampling complex probability distributions and estimating the normalising constant. The method uses one or more particles, which explore a mixture of nested…

Computation · Statistics 2012-02-27 Brendon J. Brewer , Livia B. Pártay , Gábor Csányi

Monte Carlo (MC) techniques are often used to estimate integrals of a multivariate function using randomly generated samples of the function. In light of the increasing interest in uncertainty quantification and robust design applications…

Machine Learning · Statistics 2011-08-25 Brendan Tracey , David Wolpert , Juan J. Alonso

The validation of a previous work on the optimization of material discrimination in spectral x-ray imaging is reported. Using Monte Carlo simulations based on the BEAMnrc package, material decomposition was performed on the projection…

Medical Physics · Physics 2015-06-18 Syen J. Nik , Rune S. Thing , Richard Watts , Tony Dale , Bryn Currie , Juergen Meyer

The computational complexity of naive, sampling-based uncertainty quantification for 3D partial differential equations is extremely high. Multilevel approaches, such as multilevel Monte Carlo (MLMC), can reduce the complexity significantly,…

Computational Engineering, Finance, and Science · Computer Science 2016-07-13 Björn Gmeiner , Daniel Drzisga , Ulrich Ruede , Robert Scheichl , Barbara Wohlmuth
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