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Velazquez and Curilef have proposed a methodology to extend Monte Carlo algorithms that are based on canonical ensemble. According to our previous study, their proposal allows us to overcome slow sampling problems in systems that undergo…

Statistical Mechanics · Physics 2016-02-24 L. Velazquez , J. C. Castro-Palacio

The gamma-index test has been commonly adopted to quantify the degree of agreement between a reference dose distribution and an evaluation dose distribution. Monte Carlo (MC) simulation has been widely used for the radiotherapy dose…

Medical Physics · Physics 2015-06-11 Yan Jiang Graves , Xun Jia , Steve B. Jiang

Recently, a Monte Carlo method has been presented which allows for the form-free retrieval of size distributions from isotropic scattering patterns, complete with uncertainty estimates linked to the data quality. Here, we present an…

Data Analysis, Statistics and Probability · Physics 2013-03-13 Brian R. Pauw , Masato Ohnuma , Kenji Sakurai , Enno A. Klop

Equality-constrained models naturally arise in problems in which measurements are taken at different levels of resolution. The challenge in this setting is that the models usually induce a joint distribution which is intractable. Resorting…

Computation · Statistics 2025-04-28 Shenggang Hu , Hongsheng Dai , Fanlin Meng , Louis Aslett , Murray Pollock , Gareth O. Roberts

The diffusion quantum Monte Carlo method is extended to solve the old theoretical physics problem of many-electron atoms and ions in intense magnetic fields. The feature of our approach is the use of adiabatic approximation wave functions…

Quantum Physics · Physics 2009-11-13 S. Bucheler , D. Engel , J. Main , G. Wunner

We develop a Monte Carlo scheme for sampling series of Feynman diagrams for the proper self-energy which are self-consistently expressed in terms of renormalized particle propagators. This approach is used to solve the problem of a single…

Strongly Correlated Electrons · Physics 2008-01-08 Nikolay Prokof'ev , Boris Svistunov

Monte Carlo integration is a commonly used technique to compute intractable integrals and is typically thought to perform poorly for very high-dimensional integrals. To show that this is not always the case, we examine Monte Carlo…

Methodology · Statistics 2023-05-26 Yanbo Tang

Recently, it has been shown that the hybrid Monte Carlo (HMC) algorithm is guaranteed to converge exponentially to a given target probability distribution $p(x)\propto e^{-V(x)}$ on non-compact spaces if augmented by an appropriate radial…

Computational Physics · Physics 2025-04-28 Johann Ostmeyer

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

We study signal processing tasks in which the signal is mapped via some generalized time-frequency transform to a higher dimensional time-frequency space, processed there, and synthesized to an output signal. We show how to approximate such…

Numerical Analysis · Mathematics 2021-09-07 Ron Levie , Haim Avron , Gitta Kutyniok

This paper proposes a new theory and methodology to tackle the problem of unifying distributed analyses and inferences on shared parameters from multiple sources, into a single coherent inference. This surprisingly challenging problem…

Methodology · Statistics 2019-07-22 Hongsheng Dai , Murray Pollock , Gareth Roberts

Hamiltonian Monte Carlo is a prominent Markov Chain Monte Carlo algorithm, which employs symplectic integrators to sample from high dimensional target distributions in many applications, such as statistical mechanics, Bayesian statistics…

Numerical Analysis · Mathematics 2025-02-13 Geoffrey McGregor , Andy T. S. Wan

Ab initio quantum Monte Carlo (QMC) is a stochastic approach for solving the many-body Schr\"odinger equation without resorting to one-body approximations. QMC algorithms are readily parallelizable via ensembles of $N_w$ walkers, making…

Chemical Physics · Physics 2025-08-19 Kousuke Nakano , Sandro Sorella , Michele Casula

This work demonstrates algorithms to accurately compute solutions to thermal radiation transport problems using a reduced floating-point precision implementation of the Implicit Monte Carlo method. Several techniques falling into the…

Computational Physics · Physics 2025-10-27 Simon Butson , Mathew Cleveland , Alex Long , Todd Palmer

We study an optimal control problem under uncertainty, where the target function is the solution of an elliptic partial differential equation with random coefficients, steered by a control function. The robust formulation of the…

Numerical Analysis · Mathematics 2019-10-23 Philipp A. Guth , Vesa Kaarnioja , Frances Y. Kuo , Claudia Schillings , Ian H. Sloan

We introduce the Quantization Monte Carlo method to solve thermal radiative transport equations with possibly several collision regimes, ranging from few collisions to massive number of collisions per time unit. For each particle in a given…

Computational Physics · Physics 2024-09-13 Laetitia Laguzet , Gabriel Turinici

In this work, we develop a novel Monte Carlo method for solving the electromagnetic scattering problem. The method is based on a formal solution of the scattering problem as a modified Born series whose coefficients are found by a conformal…

Computational Physics · Physics 2022-05-25 Hector Lopez-Menchon , Juan M. Rius , Alexander Heldring , Eduard Ubeda

We study several aspects of the recently introduced fixed-phase spin-orbit diffusion Monte Carlo (FPSODMC) method, in particular, its relation to the fixed-node method and its potential use as a general approach for electronic structure…

Computational Physics · Physics 2017-10-18 Cody A. Melton , Lubos Mitas

CIPM published the Supplement I for GUM in 2008 as not only an alternative approach to estimate the uncertainty for a given calibration measurement but also as a proper uncertainty estimation one, whenever any of the conditions imposed in…

Data Analysis, Statistics and Probability · Physics 2010-12-15 Thang H. L. , Nguyen D. D. , Dung D. N.

Diffusion Monte Carlo (DMC) based on fixed-node approximation has enjoyed significant developments in the past decades and become one of the go-to methods when accurate ground state energy of molecules and materials is needed. The remaining…

Chemical Physics · Physics 2023-08-07 Weiluo Ren , Weizhong Fu , Xiaojie Wu , Ji Chen