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Wave-function Monte Carlo methods are an important tool for simulating quantum systems, but the standard method cannot be used to simulate decoherence in continuously measured systems. Here we present a new Monte Carlo method for such…

Quantum Physics · Physics 2013-05-29 Kurt Jacobs

We study the static screening in a Hubbard-like model using fixed-node diffusion Monte Carlo. We find that the random phase approximation is surprisingly accurate even for metallic systems close to the Mott transition. As a specific…

Strongly Correlated Electrons · Physics 2007-05-23 Erik Koch , Olle Gunnarsson , Richard M. Martin

We propose a method of simulation that is based on the averaging of formal solutions of the transfer equation by taking the integral by the Monte Carlo method. This method is used to compute two models, which correspond to the limiting…

Astrophysics · Physics 2007-05-23 Maxim A. Voronkov

Colloidal droplets are used in a variety of practical applications. Some of these applications require particles of different sizes. These include medical diagnostic methods, the creation of photonic crystals, the formation of…

Soft Condensed Matter · Physics 2024-04-04 P. A. Zolotarev , K. S. Kolegov

Monte Carlo radiative transfer (MCRT) simulations are a powerful tool for determining the appearance of astrophysical objects, analyzing the prevalent physical conditions within them, and inferring their properties on the basis of real…

Instrumentation and Methods for Astrophysics · Physics 2023-12-13 Anton Krieger , Sebastian Wolf

Monte Carlo algorithms have a growing impact on nuclear medicine reconstruction processes. One of the main limitations of myocardial perfusion imaging (MPI) is the effective mitigation of the scattering component, which is particularly…

Instrumentation and Detectors · Physics 2021-05-28 J. Zhou , A. G. Leja , M. Salvatori , D. Della Latta , A. Di Fulvio

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

We study the percolative properties of bi-dimensional systems generated by a random sequential adsorption of line-segments on a square lattice. As the segment length grows, the percolation threshold decreases, goes through a minimum and…

Condensed Matter · Physics 2009-10-22 Y. Leroyer , E. Pommiers

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…

Numerical Analysis · Mathematics 2023-07-19 Christophe Gomez , Olivier Pinaud

Quantum scattering at zero energy is studied with stochastic methods. A path integral representation for the scattering cross section is developed. It is demonstrated that Monte Carlo simulation can be used to compare effective potentials…

Nuclear Theory · Physics 2007-05-23 Stefan Lenz

Rejection Sampling is a fundamental Monte-Carlo method. It is used to sample from distributions admitting a probability density function which can be evaluated exactly at any given point, albeit at a high computational cost. However,…

Machine Learning · Statistics 2018-10-23 Juliette Achdou , Joseph C. Lam , Alexandra Carpentier , Gilles Blanchard

We propose a novel sequential Monte Carlo (SMC) method for sampling from unnormalized target distributions based on a reverse denoising diffusion process. While recent diffusion-based samplers simulate the reverse diffusion using…

Computation · Statistics 2025-11-06 Luhuan Wu , Yi Han , Christian A. Naesseth , John P. Cunningham

We present in this work a numerical model for characterizing the scattering properties of the human lens. After analyzing the scattering properties of two main scattering particles actually described in the literature through Finite Element…

Medical Physics · Physics 2024-01-17 A Cuadrado , LM Sanchez-Brea , FJ Torcal-Milla , JA Quiroga , JA Gomez-Pedrero

The simulation of diffusion-based molecular communication systems with absorbing receivers often requires a high computational complexity to produce accurate results. In this work, a new a priori Monte Carlo (APMC) algorithm is proposed to…

Emerging Technologies · Computer Science 2018-03-14 Yiran Wang , Adam Noel , Nan Yang

In Monte Carlo calculations of expectation values in lattice quantum field theories, the stochastic variance of the sampling procedure that is used defines the precision of the calculation for a fixed number of samples. If the variance of…

High Energy Physics - Lattice · Physics 2022-12-07 Cagin Yunus , William Detmold

Monte Carlo methods are widely used to estimate observables in many-body quantum systems. However, conventional sampling schemes often require a large number of samples to achieve sufficient accuracy. In this work we propose the…

Quantum Physics · Physics 2026-01-29 Wenxuan Zhang , Dingzu Wang , Dario Poletti

This paper addresses the problem of filtering with a state-space model. Standard approaches for filtering assume that a probabilistic model for observations (i.e. the observation model) is given explicitly or at least parametrically. We…

Machine Learning · Statistics 2015-10-23 Motonobu Kanagawa , Yu Nishiyama , Arthur Gretton , Kenji Fukumizu

It is often necessary to make sampling-based statistical inference about many probability distributions in parallel. Given a finite computational resource, this article addresses how to optimally divide sampling effort between the samplers…

Methodology · Statistics 2015-02-18 Nicholas Heard , Melissa Turcotte

When a Monte Carlo algorithm is used to evaluate a physical observable A, it is possible to slightly modify the algorithm so that it evaluates simultaneously A and the derivatives $\partial$ $\varsigma$ A of A with respect to each…

Computational Physics · Physics 2020-05-20 J-M Tregan , S. Blanco , J. Dauchet , M Hafi , R. Fournier , L Ibarrart , P Lapeyre , N Villefranque

In many real-world engineering systems, the performance or reliability of the system is characterised by a scalar parameter. The distribution of this performance parameter is important in many uncertainty quantification problems, ranging…

Methodology · Statistics 2022-10-03 Robert Millar , Jinglai Li , Hui Li