相关论文: Boundary processing for Monte Carlo Simulations in…
We propose methods that augment existing numerical schemes for the simulation of hyperbolic balance laws with Dirichlet boundary conditions to allow for the simulation of a broad class of differential algebraic conditions. Our approach is…
The unconstrained ensemble describes completely open systems whose control parameters are chemical potential, pressure, and temperature. For macroscopic systems with short-range interactions, thermodynamics prevents the simultaneous use of…
We present a set of effective outflow/open boundary conditions and an associated algorithm for simulating the dynamics of multiphase flows consisting of $N$ ($N\geqslant 2$) immiscible incompressible fluids in domains involving outflows or…
An algorithm for non-stationary spatial modelling using multiple secondary variables is developed. It combines Geostatistics with Quantile Random Forests to give a new interpolation and stochastic simulation algorithm. This paper introduces…
The behavior of a Lattice Monte Carlo algorithm (if it is designed correctly) must approach that of the continuum system that it is designed to simulate as the time step and the mesh step tend to zero. However, we show for an algorithm for…
In this paper, we prove a result of equivalence in law between a diffusion conditioned with respect to partial observations and an auxiliary process. By partial observations we mean coordinates (or linear transformation) of the process at a…
We describe a Monte Carlo scheme for the grand canonical simulation study of fluid phase equilibria in highly size-asymmetrical binary mixtures. The method utilizes an expanded ensemble in which the insertion and deletion of large particles…
We propose a non grid-based interpolation scheme based on the information from the data collected from the vicinity of the query point. As a non-grid-based interpolation, the data points can be distributed randomly in a small region, and…
The Kinetic-Diffusion Monte Carlo (KDMC) method is a powerful tool for simulating neutral particles in fusion reactors. It is a hybrid fluid-kinetic method that is significantly faster than pure kinetic methods at the cost of a small bias…
A fast and simple Monte Carlo program is presented that simulates single Bremsstrahlung in Bhabha scattering, e+e- --> e+e-gamma, without constraints on scattering angles. This allows the study of this process at arbitrarily small, or even…
We propose to compute physical properties by Monte Carlo calculations using conditional expectation values. The latter are obtained on top of the usual Monte Carlo sampling by partitioning the physical space in several subspaces or…
We describe how to apply adjoint sensitivity methods to backward Monte-Carlo schemes arising from simulations of particles passing through matter. Relying on this, we demonstrate derivative based techniques for solving inverse problems for…
A major challenge facing existing sequential Monte-Carlo methods for parameter estimation in physics stems from the inability of existing approaches to robustly deal with experiments that have different mechanisms that yield the results…
The paper presents a scheme for computing lower and upper bounds on the posterior marginals in Bayesian networks with discrete variables. Its power lies in its ability to use any available scheme that bounds the probability of evidence or…
Monte-Carlo simulations are routinely used for estimating the scaling exponents of complex systems. However, due to finite-size effects, determining the exponent values is often difficult and not reliable. Here we present a novel technique…
Dynamic Programming (DP) suffers from the well-known ``curse of dimensionality'', further exacerbated by the need to compute expectations over process noise in stochastic models. This paper presents a Monte Carlo-based sampling approach for…
Fractional boundary value problems are often used to model complex systems and processes characterized by memory effects and anomalous diffusion. In this paper, we consider fractional boundary value problems involving the Riesz-Caputo…
Fractional generalizations of the Poisson process and branching Furry process are considered. The link between characteristics of the processes, fractional differential equations and Levy stable densities are discussed and used for…
In many applications, such as plasma edge simulation of a nuclear fusion reactor, a coupled PDE/kinetic description is required, which is usually solved with a coupled finite-volume/Monte-Carlo method. Different procedures have been…
Phonon Monte Carlo (PMC) is a versatile stochasic technique for solving the Boltzmann transport equation for phonons. It is particularly well suited for analyzing thermal transport in structures that have real-space roughness or are too…