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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,…

Machine Learning · Statistics 2026-05-29 Jennifer Rosina Andersson , Zheng Zhao

Monte Carlo methods are state-of-the-art when it comes to dosimetric computations in radiotherapy. However, the execution time of these methods suffers in high-collisional regimes. We address this problem by introducing a kinetic-diffusion…

Quantitative Methods · Quantitative Biology 2025-08-22 Klaas Willems , Vince Maes , Zhirui Tang , Giovanni Samaey

Monte Carlo simulation was carried out to understand the influence of morphological inhomogeneity on carrier diffusion in organic thin films. The morphological inhomogeneity was considered in the simulation by incorporating the regions of…

Materials Science · Physics 2013-10-28 S. Raj Mohan , Manoranjan P. Singh , M. P. Joshi , L. M. Kukreja

The final stage of latex film formation was simulated by introducing donors and acceptors into the adjacent compartments of a cube. Homogenous and/or heterogeneous donor-acceptor distributions were chosen for different types of simulations.…

Soft Condensed Matter · Physics 2007-05-23 Erkan Tuzel , K. Batuhan Kisacikoglu , Onder Pekcan

The structure of a polystyrene matrix filled with tightly cross-linked polystyrene nanoparticles, forming an athermal nanocomposite system, is investigated by means of a Monte Carlo sampling formalism. The polymer chains are represented as…

Soft Condensed Matter · Physics 2014-01-17 Georgios G. Vogiatzis , Evangelos Voyiatzis , Doros N. Theodorou

We give a lower bound on the diffusion coefficient of a polymer chain in an entanglement network with kinematic disorder, which is obtained from an exact calculation in a modified Rubinstein-Duke lattice gas model with periodic boundary…

Soft Condensed Matter · Physics 2009-11-07 Richard D. Willmann

We study the diffusion process through an ideal polymer network, using numerical methods. Polymers are modeled by random walks on the bonds of a two-dimensional square lattice. Molecules occupy the lattice cells and may jump to the…

Statistical Mechanics · Physics 2007-05-23 Yong Wu , B Schmittmann , R K P Zia

In this work we develop an effective Monte Carlo method for estimating sensitivities, or gradients of expectations of sufficiently smooth functionals, of a reflected diffusion in a convex polyhedral domain with respect to its defining…

Probability · Mathematics 2017-12-01 David Lipshutz , Kavita Ramanan

Due to the complex characteristics of bottle-brush polymers, it became a challenge to develop an efficient algorithm for studying such macromolecules under various solvent conditions or some constraints in the space by using computer…

Soft Condensed Matter · Physics 2011-07-08 Hsiao-Ping Hsu

Aims. Numerical test-particle simulations are a reliable and frequently used tool to test analytical transport theories and to predict mean-free paths. The comparison between solutions of the diffusion equation and the particle flux is used…

High Energy Astrophysical Phenomena · Physics 2016-02-17 R. C. Tautz , J. Bolte , A. Shalchi

Background: Monte Carlo simulations of diffusion are commonly used as a model validation tool as they are especially suitable for generating the diffusion MRI signal in complicated tissue microgeometries. New method: Here we describe the…

Medical Physics · Physics 2021-04-13 Hong-Hsi Lee , Els Fieremans , Dmitry S Novikov

Diffusion models enable the synthesis of highly accurate samples from complex distributions and have become foundational in generative modeling. Recently, they have demonstrated significant potential for solving Bayesian inverse problems by…

Machine Learning · Computer Science 2025-10-17 Yazid Janati , Alain Durmus , Jimmy Olsson , Eric Moulines

This paper introduces a Monte Carlo method for maximum likelihood inference in the context of discretely observed diffusion processes. The method gives unbiased and a.s.\@ continuous estimators of the likelihood function for a family of…

Statistics Theory · Mathematics 2009-03-03 Alexandros Beskos , Omiros Papaspiliopoulos , Gareth Roberts

We investigate both ensemble and time-averaged mean-squared displacements of particles in a polydisperse granular system in a homogeneous cooling state. The system contains an arbitrary number of species of different sizes and masses. The…

Soft Condensed Matter · Physics 2024-09-20 Anna S. Bodrova , Alexander I. Osinsky

A Monte Carlo model of radiative transfer in multi-phase dusty media is applied to the situation of stars and clumpy dust in a sphere or a disk. The distribution of escaping and absorbed photons are shown for various filling factors and…

Astrophysics · Physics 2007-05-23 Frank Varosi , Eli Dwek

The Kinetic Monte Carlo (KMC) method has become an important tool for examination of phenomena like surface diffusion and thin film growth because of its ability to carry out simulations for time scales that are relevant to experiments. But…

Materials Science · Physics 2007-05-23 Talat S. Rahman , Abdelkader Kara , Altaf Karim , Oleg Trushin

In this paper we study the shape characteristics of a polymer chain in a good solvent using a mesoscopic level of modelling. The dissipative particle dynamics simulations are performed in the $3D$ space at a range of chain lengths $N$. The…

Soft Condensed Matter · Physics 2016-11-24 Ostap Kalyuzhnyi , Jaroslav Ilnytskyi , Yurij Holovatch , Christian von Ferber

The diffusion-driven self-assembly of rod-like particles was studied by means of Monte Carlo simulation. The rods were represented as linear $k$-mers (i.e., particles occupying $k$ adjacent sites). In the initial state, they were deposited…

We present a numerical method and computer code to calculate the radiative transfer and excitation of molecular lines. Formulating the Monte Carlo method from the viewpoint of cells rather than photons allows us to separate local and…

Astrophysics · Physics 2007-05-23 Michiel R. Hogerheijde , Floris F. S. van der Tak

We develop Monte Carlo simulations for uniformly charged polymers and machine learning algorithm to interpret the intra-polymer structure factor of the charged polymer system, which can be obtained from small-angle scattering experiments.…

Soft Condensed Matter · Physics 2025-11-21 Lijie Ding , Chi-Huan Tung , Jan-Michael Y. Carrillo , Wei-Ren Chen , Changwoo Do