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Multifidelity Monte Carlo methods often rely on a preprocessing phase consisting of standard Monte Carlo sampling to estimate correlation coefficients between models of different fidelity to determine the weights and number of samples for…

Data Analysis, Statistics and Probability · Physics 2021-06-29 Todd A. Oliver , Christopher S. Simmons , Robert D. Moser

The theory of radiative transfer provides the link between the physical conditions in an astrophysical object and the observable radiation which it emits. Thus accurately modelling radiative transfer is often a necessary part of testing…

Solar and Stellar Astrophysics · Physics 2009-11-10 S. A. Sim , M. Kromer , F. K. Roepke , E. I. Sorokina , S. I. Blinnikov , D. Kasen , W. Hillebrandt

Fast and accurate predictions of uncertainties in the computed dose are crucial for the determination of robust treatment plans in radiation therapy. This requires the solution of particle transport problems with uncertain parameters or…

Medical Physics · Physics 2022-11-09 Pia Stammer , Lucas Burigo , Oliver Jäkel , Martin Frank , Niklas Wahl

We present an algorithm for rigid body diffusion Monte Carlo with importance sampling, which is based on a rigorous short-time expansion of the Green's function for rotational motion in three dimensions. We show that this short-time…

Computational Physics · Physics 2009-11-07 Alexandra Viel , Mehul V. Patel , Parhat Niyaz , K. Birgitta Whaley

Sequential Monte Carlo techniques are useful for state estimation in non-linear, non-Gaussian dynamic models. These methods allow us to approximate the joint posterior distribution using sequential importance sampling. In this framework,…

Computation · Statistics 2012-07-09 Mike Klaas , Nando de Freitas , Arnaud Doucet

Several models for the Monte Carlo simulation of Compton scattering on electrons are quantitatively evaluated with respect to a large collection of experimental data retrieved from the literature. Some of these models are currently…

A method for making realistic estimates of the density of levels in even-even nuclei is presented making use of the Monte Carlo shell model (MCSM). The procedure follows three basic steps: (1) computation of the thermal energy with the…

Nuclear Theory · Physics 2009-10-30 W. E. Ormand

The internal dust extinction in spiral galaxies can affect our understanding of their structure and morphology, as well as our perception of the distant universe in the background. The intrinsic properties of the stellar and dust components…

Astrophysics · Physics 2007-05-23 Simone Bianchi

We study the effects of optically thick clumps, non-void inter-clump medium, variation of the onset of clumping, and velocity dispersion inside clumps on the formation of resonance lines. For this purpose we developed a full 3-D Monte Carlo…

Solar and Stellar Astrophysics · Physics 2012-02-22 Brankica Šurlan , Wolf-Rainer Hamann , Jiří Kubát , Lidia Oskinova , Achim Feldmeier

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

In recent years the Swap Monte Carlo algorithm has led to remarkable progress in equilibrating supercooled model liquids at low temperatures. Applications have so far been limited to systems composed of spherical particles, however, whereas…

Soft Condensed Matter · Physics 2025-09-05 Till Böhmer , Jeppe C. Dyre , Lorenzo Costigliola

An empirical numerical model that includes nuclear absorption, multiple Coulomb scattering, and energy loss is presented in this work to calculate the transmission of the thick objects in high energy proton radiography, and in this…

Instrumentation and Detectors · Physics 2014-10-16 Zheng Na , Xu Hai-bo

We present a novel hybrid computational method to simulate accurately dendritic solidification in the low undercooling limit where the dendrite tip radius is one or more orders of magnitude smaller than the characteristic spatial scale of…

Materials Science · Physics 2009-10-31 Mathis Plapp , Alain Karma

In this work a replica exchange Monte Carlo scheme which considers an extended isobaric-isothermal ensemble with respect to pressure is applied to study hard spheres (HS). The idea behind the proposal is expanding volume instead of…

Statistical Mechanics · Physics 2015-05-20 Gerardo Odriozola

In this work, we address the systematic biases and random errors stemming from finite step sizes encountered in diffusion simulations. We introduce the Effective Geometry Monte Carlo (EG-MC) simulation algorithm which modifies the geometry…

Emerging Technologies · Computer Science 2019-06-26 Fatih Dinc , Leander Thiele , Bayram Cevdet Akdeniz

We present a novel way of performing kinetic Monte Carlo simulations which does not require an {\it a priori} list of diffusion processes and their associated energetics and reaction rates. Rather, at any time during the simulation,…

Materials Science · Physics 2009-11-11 Oleg Trushin , Altaf Karim , Abdelkader Kara , Talat S. Rahman

In this article, a complete radiative transfer approach for estimating incident photon flux density by actinometry is presented that opens the door to investigation of large-scale intensified photoreactors. The approach is based on an…

Bridging theory and observations is a key task to understand galaxy formation and evolution. With the advent of state-of-the-art observational facilities, an accurate modelling of galaxy observables through radiative transfer simulations…

Computational codes based on the Diffusion Monte Carlo method can be used to determine the quantum state of two-electron systems confined by external potentials of various nature and geometry. In this work, we show how the application of…

Chemical Physics · Physics 2021-02-24 Gaia Micca Longo , Carla Maria Coppola , Domenico Giordano , Savino Longo

Monte Carlo methods play a central role in particle physics, where they are indispensable for simulating scattering processes, modeling detector responses, and performing multi-dimensional integrals. However, traditional Monte Carlo methods…

Quantum Physics · Physics 2025-10-14 Heechan Yi , Kayoung Ban , Myeonghun Park , Kyoungchul Kong