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This manuscript outlines a software package that facilitates working with probability distributions by means of Monte-Carlo methods, in a way that allows for propagation of multivariate probability distributions through arbitrary functions.…

Mathematical Software · Computer Science 2020-01-22 Fredrik Bagge Carlson

Employing a classical density-functional description of liquid environments, we introduce a rigorous method for the diffusion quantum Monte Carlo calculation of free energies and thermodynamic averages of solvated systems that requires…

Solving the continuum radiative transfer equation in high opacity media requires sophisticated numerical tools. In order to test the reliability of such tools, we present a benchmark of radiative transfer codes in a 2D disc configuration.…

Solar and Stellar Astrophysics · Physics 2015-05-13 C. Pinte , T. J. Harries , M. Min , A. M. Watson , C. P. Dullemond , P. Woitke , F. Menard , M. C. Duran-Rojas

Based on the central limit theorem, we discuss the problem of evaluation of the statistical error of Monte Carlo calculations using a time discretized diffusion process. We present a robust and practical method to determine the effective…

Computational Physics · Physics 2017-02-22 François Delyon , Bernard Bernu , Markus Holzmann

The Multilevel Monte Carlo (MLMC) approach usually works well when estimating the expected value of a quantity which is a Lipschitz function of intermediate quantities, but if it is a discontinuous function it can lead to a much slower…

Numerical Analysis · Mathematics 2023-09-06 Michael B Giles

Investigating the spatial correlation between different emissions in an extended astrophysical source can provide crucial insights into their physical connection, hence it can be the key to understand the nature of the system. The…

Instrumentation and Methods for Astrophysics · Physics 2021-11-17 Alessandro Ignesti

Multi-MeV flash radiography is often used as the primary diagnostic technique for high energy and density (HED) physics experiments. Primary X-ray which is attenuated by the object offers density information of the object. For a thick metal…

Applied Physics · Physics 2021-12-02 Qinggang Jia , Peng-Cheng Mao , Yang-Bo , Dun-Fu Shi , Ling-Yu Zhang , Deng-Li , Hai-Bo Xu

We provide a both qualitative and quantitative comparison among different approaches aimed to solve the problem of non-linear diffusive acceleration of particles at shocks. In particular, we show that state-of-the-art models (numerical,…

High Energy Astrophysical Phenomena · Physics 2015-03-17 D. Caprioli , Hyesung Kang , A. Vladimirov , T. W. Jones

We propose a Monte Carlo sampler from the reverse diffusion process. Unlike the practice of diffusion models, where the intermediary updates -- the score functions -- are learned with a neural network, we transform the score matching…

Machine Learning · Statistics 2024-03-14 Xunpeng Huang , Hanze Dong , Yifan Hao , Yi-An Ma , Tong Zhang

Bayesian analysis often concerns an evaluation of models with different dimensionality as is necessary in, for example, model selection or mixture models. To facilitate this evaluation, transdimensional Markov chain Monte Carlo (MCMC)…

Methodology · Statistics 2018-08-13 Daniel W. Heck , Antony M. Overstall , Quentin F. Gronau , Eric-Jan Wagenmakers

Proton radiography is used in various high-energy-density (HED) plasma experiments. In this paper, we describe a Monte Carlo and ray-tracing simulation tool called MPRAD that can be used for modeling the deflection of proton beams in…

Plasma Physics · Physics 2020-01-08 Yingchao Lu , Hui Li , Kirk A. Flippo , Kwyntero Kelso , Andy Liao , Shengtai Li , Edison Liang

Distortion risk measures play a critical role in quantifying risks associated with uncertain outcomes. Accurately estimating these risk measures in the context of computationally expensive simulation models that lack analytical tractability…

Risk Management · Quantitative Finance 2025-08-29 Sören Bettels , Stefan Weber

Monte Carlo methods are widely used importance sampling techniques for studying complex physical systems. Integrating these methods with deep learning has significantly improved efficiency and accuracy in high-dimensional problems and…

Disordered Systems and Neural Networks · Physics 2024-12-24 Yixiong Ren , Jianhui Zhou

In this Thesis, we describe the development of a three-dimensional radiative transfer code using Monte Carlo technique and its application to various astrophysical problems. This code is capable of simulating the radiation spectra coming…

High Energy Astrophysical Phenomena · Physics 2013-07-16 Himadri Ghosh

Indirect imaging problems in biomedical optics generally require repeated evaluation of forward models of radiative transport, for which Monte Carlo is accurate yet computationally costly. We develop a novel approach to reduce this…

Computational Physics · Physics 2020-07-10 Callum M. Macdonald , Simon Arridge , Samuel Powell

Monte Carlo dropout may effectively capture model uncertainty in deep learning, where a measure of uncertainty is obtained by using multiple instances of dropout at test time. However, Monte Carlo dropout is applied across the whole network…

Signal Processing · Electrical Eng. & Systems 2020-02-03 Liangping Ma , John Kaewell

Wave-function Monte Carlo methods are an important tool for simulating quantum systems, but the standard method cannot be used to simulate decoherence in continuously measured systems. Here we present a new Monte Carlo method for such…

Quantum Physics · Physics 2013-05-29 Kurt Jacobs

By considering the effect of varying the target radii and detector aperture width on the scattering angle in experimental Compton scattering, mathematical models were developed and subsequently incorporated into Monte Carlo simulations. By…

High Energy Physics - Experiment · Physics 2021-04-30 Assunta Sophia Felice

This paper deals with a comparison of Fractional Derivative and Monte carlo approaches to the modelling of anomalous diffusion in the field of particle transport. The goal of this research is to provide a better insight on the behavior of…

Statistical Mechanics · Physics 2007-06-15 M. Marseguerra , A. Zoia

Radiative transfer describes the propagation of electromagnetic radiation through an interacting medium. This process is often simulated by the use of the Monte Carlo method, which involves the probabilistic determination and tracking of…

Instrumentation and Methods for Astrophysics · Physics 2020-03-31 A. Krieger , S. Wolf
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