Related papers: Monte Carlo Methods for X-ray Dispersive Spectrome…
This article analyzes and develops a method to solve fractional ordinary differential equations using the Monte Carlo Method. A numerical simulation is performed for some differential equations, comparing the results with what exists in the…
We present density response estimators for Monte Carlo simulations that are based on a reweighting procedure, where the samples of an unperturbed system are used to estimate the properties of a system perturbed by an external harmonic…
The spectral representation separates the contributions of geometrical arrangement (topology) and intrinsic constituent properties in a composite. The aim of paper is to present a numerical algorithm based on the Monte Carlo integration and…
Estimating the density of a continuous random variable X has been studied extensively in statistics, in the setting where n independent observations of X are given a priori and one wishes to estimate the density from that. Popular methods…
We describe an efficient Monte Carlo algorithm for a restricted class of scattering problems in radiation transfer. This class includes many astrophysically interesting problems, including the scattering of ultraviolet and visible light by…
The propagation of uncertainties in reaction cross sections and rates of neutron-, proton-, and $\alpha$-induced reactions into the final isotopic abundances obtained in nucleosynthesis models is an important issue in studies of…
Monte Carlo simulations are one of the major tools in statistical physics, complex system science, and other fields, and an increasing number of these simulations is run on distributed systems like clusters or grids. This raises the issue…
This paper is concerned with differentiable resampling in the context of sequential Monte Carlo (e.g., particle filtering). Drawing on reparametrisation, we propose a new resampling method that is informative and instantly differentiable,…
Multiscale simulations utilizing high-fidelity, microscopic Monte Carlo models to provide the nonlinear response for continuum models can easily become computationally intractable. Surrogate models for the high-fidelity Monte Carlo models…
A novel hybrid Monte Carlo transport scheme is demonstrated in a scene with solar illumination, scattering and absorbing 2D atmosphere, a textured reflecting mountain, and a small detector located in the sky (mounted on a satellite or a…
We construct importance sampling schemes for stochastic differential equations with small noise and fast oscillating coefficients. Standard Monte Carlo methods perform poorly for these problems in the small noise limit. With multiscale…
This paper is a broad and accessible survey of the methods we have at our disposal for Monte Carlo gradient estimation in machine learning and across the statistical sciences: the problem of computing the gradient of an expectation of a…
A new method based on nesting Monte Carlo is developed to solve high-dimensional semi-linear PDEs. Convergence of the method is proved and its convergence rate studied. Results in high dimension for different kind of non-linearities show…
Variational Monte Carlo is a many-body numerical method that scales well with system size. It has been extended to study the Green function only recently by Charlebois and Imada (2020). Here we generalize the approach to systems with open…
Context: The Monte Carlo method is probably the most widely used approach to solve the radiative transfer problem, especially in a general 3D geometry. The physical processes of emission, absorption, and scattering are easily incorporated…
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…
In this paper the application of the multi-level Monte Carlo (MLMC) method on numerical simulations of turbulent flows with uncertain parameters is investigated. Several strategies for setting up the MLMC method are presented, and the…
Because of properties of QED, the bremsstrahlung corrections to decays of particles or resonances can be calculated, with a good precision, separately from other effects. Thanks to the widespread use of event records such calculations can…
We study time harmonic acoustic scattering on large deviation rough random scatterers. Therein, the roughness of the scatterers is caused by a low Sobolev regularity in the covariance function of their deformation field. The motivation for…
Many experimental systems consist of large ensembles of uncoupled or weakly interacting elements operating as a single whole; this is the case in many experimental systems in nano-optics and plasmonics including colloidal solutions,…