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We propose a novel projection-based particle method for solving the McKean-Vlasov stochastic differential equations. Our approach is based on a projection-type estimation of the marginal density of the solution in each time step. The…

数值分析 · 数学 2018-08-07 Denis Belomestny , John Schoenmakers

Particle filters are broadly used to approximate posterior distributions of hidden states in state-space models by means of sets of weighted particles. While the convergence of the filter is guaranteed when the number of particles tends to…

统计计算 · 统计学 2017-11-01 Víctor Elvira , Joaquín Míguez , Petar M. Djurić

Hamiltonian Monte Carlo (HMC) sampling methods provide a mechanism for defining distant proposals with high acceptance probabilities in a Metropolis-Hastings framework, enabling more efficient exploration of the state space than standard…

统计方法学 · 统计学 2014-05-13 Tianqi Chen , Emily B. Fox , Carlos Guestrin

We have developed a novel Monte Carlo method for simulating the dynamical evolution of stellar systems in arbitrary geometry. The orbits of stars are followed in a smooth potential represented by a basis-set expansion and perturbed after…

星系天体物理 · 物理学 2014-12-04 Eugene Vasiliev

Pebble accretion offers an efficient pathway to form planets, driven by a constant supply of inward drifting mass and an accretion efficiency enhanced by gas drag. While most studies assume a single pebble size (monodisperse), real discs…

地球与行星天体物理 · 物理学 2026-04-29 T. J. Konijn , S. -J. Paardekooper

Coagulation-flocculation, the physicochemical process widely used for purification a wastewater, is affected both by chemical details of involved polymers and by the statistics of their conformations on a large scale. The latter aspect is…

软凝聚态物质 · 物理学 2024-07-23 V. Blavatska , Ja. Ilnytskyi , E. Lähderanta

Radiative transfer simulation is an important tool that allows us to generate synthetic images of various astrophysical objects. In the case of complex three-dimensional geometries, a Monte Carlo-based method that simulates photon packages…

天体物理仪器与方法 · 物理学 2021-01-27 A. Krieger , S. Wolf

Sedimentation and centrifugation can be used to sort particles by size, using a multistep (multicascade) method in which particles in the sediment are removed and the content of the supernatant is processed again, repeating the cycle…

流体动力学 · 物理学 2023-03-10 Heng Li , Lucas Beetsma , Suriya Prakash , Maurice Mikkers , Lorenzo Botto

We introduce a kinetic Monte-Carlo model for self-propelled hard disks to capture with minimal ingredients the interplay between thermal fluctuations, excluded volume and self-propulsion in large assemblies of active particles. We analyze…

软凝聚态物质 · 物理学 2014-07-16 Demian Levis , Ludovic Berthier

When calculating satellite trajectories in low-earth orbit, engineers need to adequately estimate aerodynamic forces. But to this day, obtaining the drag acting on the complicated shapes of modern spacecraft suffers from many sources of…

计算物理 · 物理学 2013-12-16 J. Brent Parham , L. A. Barba

We introduce modifications to Monte Carlo simulations of the Feynman path integral that improve sampling of localised interactions. The new algorithms generate trajectories in simple background potentials designed to concentrate them about…

量子物理 · 物理学 2025-08-06 Ivan Ahumada , James P. Edwards

The number of resident space objects is rising at an alarming rate. Mega-constellations and breakup events are proliferating in most orbital regimes, and safe navigation is becoming increasingly problematic. It is important to be able to…

天体物理仪器与方法 · 物理学 2025-04-11 Yannick Sztamfater Garcia , Joaquin Miguez , Manuel Sanjurjo-Rivo

Partitioning large machine learning models across distributed accelerator systems is a complex process, requiring a series of interdependent decisions that are further complicated by internal sharding ambiguities. Consequently, existing…

Monte Carlo methods are widely used in particle physics to integrate and sample probability distributions (differential cross sections or decay rates) on multi-dimensional phase spaces. We present a Neural Network (NN) algorithm optimized…

高能物理 - 唯象学 · 物理学 2020-10-21 Matthew D. Klimek , Maxim Perelstein

This paper presents a method for analysis of the vote space created from the local features extraction process in a multi-detection system. The method is opposed to the classic clustering approach and gives a high level of control over the…

计算机视觉与模式识别 · 计算机科学 2016-01-06 Grzegorz Kurzejamski , Jacek Zawistowski , Grzegorz Sarwas

We present a new parallel supercomputer implementation of the Monte-Carlo method for simulating the dynamical evolution of globular star clusters. Our method is based on a modified version of Henon's Monte-Carlo algorithm for solving the…

天体物理学 · 物理学 2009-10-31 Kriten Joshi , Frederic Rasio , Simon Portegies Zwart

We describe two distinct approaches to obtaining cloud point densities and coexistence properties of polydisperse fluid mixtures by Monte Carlo simulation within the grand canonical ensemble. The first method determines the chemical…

统计力学 · 物理学 2009-11-11 Matteo Buzzacchi , Peter Sollich , Nigel B. Wilding , Marcus Mueller

The formation and evolution of protoplanetary systems, the breeding grounds of planet formation, is a complex dynamical problem that involves many orders of magnitudes. To serve this purpose, we present a new hybrid algorithm that combines…

地球与行星天体物理 · 物理学 2011-06-01 Patrick Glaschke , Pau Amaro-Seoane , Rainer Spurzem

We present a new implementation of the Monte Carlo method to simulate the evolution of star clusters. The major improvement with respect to the previously developed codes is the treatment of the external tidal field taking into account for…

太阳与恒星天体物理 · 物理学 2015-06-22 A. Sollima , A. Mastrobuono Battisti

Solving partial differential equations in high dimensions by deep neural network has brought significant attentions in recent years. In many scenarios, the loss function is defined as an integral over a high-dimensional domain. Monte-Carlo…

数值分析 · 数学 2019-11-06 Jingrun Chen , Rui Du , Panchi Li , Liyao Lyu