Related papers: Multivariate Monte Carlo Methods for the Reflectio…
A Monte Carlo model was used to study the scattering error of an absorption meter with a divergent light beam and a limited acceptance angle of the receiver. Reflections at both ends of the tube were taken into account. Calculations of the…
We study the two dimensional XY-model with high precision Monte Carlo techniques and investigate the continuum approach of the step-scaling function of its finite volume mass gap. The continuum extrapolated results are found consistent with…
Future NASA X-ray Observatories will shed light on a variety of high-energy astrophysical phenomena. Off-plane reflection gratings can be used to provide high throughput and spectral resolution in the 0.3--1.5 keV band, allowing for…
We present a Bayesian approach to the problem of determining parameters for coalescing binary systems observed with laser interferometric detectors. By applying a Markov Chain Monte Carlo (MCMC) algorithm, specifically the Gibbs sampler, we…
The X-ray Multi-mirror Mission (XMM-Newton) provides simultaneous non-dispersive spectroscopic X-ray imaging and timing, medium resolution dispersive X-ray spectroscopy and optical/UV imaging, spectroscopy and timing. In combination, the…
The error scaling for Markov-Chain Monte Carlo techniques (MCMC) with $N$ samples behaves like $1/\sqrt{N}$. This scaling makes it often very time intensive to reduce the error of computed observables, in particular for applications in…
We propose a Multi-level Monte Carlo technique to accelerate Monte Carlo sampling for approximation of properties of materials with random defects. The computational efficiency is investigated on test problems given by tight-binding models…
Monte Carlo simulations are widely used in many areas including particle accelerators. In this lecture, after a short introduction and reviewing of some statistical backgrounds, we will discuss methods such as direct inversion, rejection…
Despite the frequent appearance in the radiation heat transfer literature of articles describing Monte Carlo ray-trace (MCRT) applications to two-dimensional enclosures, no formal verification may be found of the method commonly used to…
We present a new method for conducting Monte Carlo inference in graphical models which combines explicit search with generalized importance sampling. The idea is to reduce the variance of importance sampling by searching for significant…
The soft X-ray grating spectrometer on board the Off-plane Grating Rocket Experiment (OGRE) hopes to achieve the highest resolution soft X-ray spectrum of an astrophysical object when it is launched via suborbital rocket. Paramount to the…
The Markov chain Monte Carlo method is a versatile tool in statistical physics to evaluate multi-dimensional integrals numerically. For the method to work effectively, we must consider the following key issues: the choice of ensemble, the…
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…
We propose in this work a Monte Carlo method for three dimensional scalar radiative transfer equations with non-integrable, space-dependent scattering kernels. Such kernels typically account for long-range statistical features, and arise…
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…
High-resolution X-ray spectroscopy has advanced our understanding of the hot Universe by revealing physical properties like kinematics, temperature, and abundances of the astrophysical plasmas. Despite the technical and scientific…
A paramount goal in the field of nuclear physics is to unify ab-initio treatments of bound and unbound states. The position-space quantum Monte Carlo (QMC) methods have a long history of successful bound state calculations in light systems…
A class of tests for change-point detection designed to be particularly sensitive to changes in the cross-sectional rank correlation of multivariate time series is proposed. The derived procedures are based on several multivariate…
Treating protons as de Broglie waves shows that up to a few MeV energies protons experience total external reflection using the index of refraction concept for the target earlier applied to electrons. Angular scattering distributions can be…
First results from high-resolution coronal spectroscopy of flares with the Reflection Grating Spectrometers on board the \textit{XMM-Newton} satellite are reviewed. Rotational modulation in the X-ray light curve of HR 1099 is discussed.…