Monte Carlo methods

Monte Carlo method for photon transport

Modeling photon propagation with Monte Carlo methods is a flexible yet rigorous approach to simulate photon transport. In the method, local rules of photon transport are expressed as probability distributions which describe the step size of photon movement between sites of photon-matter interaction and the angles of deflection in a photon's trajectory when a scattering event occurs. This is equivalent to modeling photon transport analytically by the radiative transfer equation (RTE), which describes the motion of photons using a differential equation. However, closed-form solutions of the RTE are often not possible; for some geometries, the diffusion approximation can be used to simplify the RTE, although this, in turn, introduces many inaccuracies, especially near sources and boundaries. In contrast, Monte Carlo simulations can be made arbitrarily accurate by increasing the number of photons traced. For example, see the movie, where a Monte Carlo simulation of a pencil beam incident on a semi-infinite medium models both the initial ballistic photon flow and the later diffuse propagation. The Monte Carlo method is necessarily statistical and therefore requires significant computation time to achieve precision. In addition Monte Carlo simulations can keep track of multiple physical quantities simultaneously, with any desired spatial and temporal resolution. This flexibility makes Monte Carlo modeling a powerful tool. Thus, while computationally inefficient, Monte Carlo methods are often considered the standard for simulated measurements of photon transport for many biomedical applications. (Wikipedia).

Monte Carlo method for photon transport
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Quantum Tunneling

Quantum tunneling explained with 3D simulations of Schrodinger’s equation for quantum wave functions. My Patreon page is at https://www.patreon.com/EugeneK

From playlist Physics

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What is the Monte Carlo method? | Monte Carlo Simulation in Finance | Pricing Options

In today's video we learn all about the Monte Carlo Method in Finance. These classes are all based on the book Trading and Pricing Financial Derivatives, available on Amazon at this link. https://amzn.to/2WIoAL0 Check out our website http://www.onfinance.org/ Follow Patrick on twitter h

From playlist Exotic Options & Structured Products

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Photon Momentum and Effective Mass

This physics video tutorial explains how to calculate the momentum of a photon using planck's constant and how to calculate the effective mass of a photon using the speed of light.

From playlist New Physics Video Playlist

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TU Wien Rendering #35 - Stochastic Progressive Photon Mapping

Photon mapping is working great for a variety of scenes. Ideally, we would like to have a large number of photons for caustics, indirect illumination, etc. but having only a finite amount of photons in our photon maps introduces problems. To remedy this, Toshiya Hachisuka came up with Stoc

From playlist TU Wien Rendering / Ray Tracing Course

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Stimulated Emission Explained

https://www.patreon.com/edmundsj If you want to see more of these videos, or would like to say thanks for this one, the best way you can do that is by becoming a patron - see the link above :). And a huge thank you to all my existing patrons - you make these videos possible. In this video

From playlist Optoelectronic and Photonic Devices

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Photon Rate Equation Explained

https://www.patreon.com/edmundsj If you want to see more of these videos, or would like to say thanks for this one, the best way you can do that is by becoming a patron - see the link above :). And a huge thank you to all my existing patrons - you make these videos possible. In this video

From playlist Optoelectronic and Photonic Devices

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15. Unraveling Open System Quantum Dynamics

MIT 8.422 Atomic and Optical Physics II, Spring 2013 View the complete course: http://ocw.mit.edu/8-422S13 Instructor: Wolfgang Ketterle In this lecture, the professor discussed motivation for single quantum systems, QMCWF, and models for dephasing. License: Creative Commons BY-NC-SA Mor

From playlist MIT 8.422 Atomic and Optical Physics II, Spring 2013

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TU Wien Rendering #16 - Monte Carlo Integration: Hit or Miss

Monte Carlo integration is one of the most powerful techniques in all mathematics. If explained well, it is a simple technique that opens up the possibility of computing many definite integrals by taking random samples of the function. We'll also implement this in just a few lines of code

From playlist TU Wien Rendering / Ray Tracing Course

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Lecture 19: Variance Reduction (CMU 15-462/662)

Full playlist: https://www.youtube.com/playlist?list=PL9_jI1bdZmz2emSh0UQ5iOdT2xRHFHL7E Course information: http://15462.courses.cs.cmu.edu/

From playlist Computer Graphics (CMU 15-462/662)

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Are You GOOD At Quantum Physics?

How Quickly Can You Solve THIS Quantum Physics Problem?!? #Quantum #Mechanics #Light #Frequency #NicholasGKK #Shorts

From playlist Quantum Mechanics

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TU Wien Rendering #32 - Bidirectional Path Tracing, Multiple Importance Sampling

With a classical unidirectional path tracer, we'll have some scenes where it is difficult to connect to the light source, and therefore many of our computed samples will be wasted. What if we would start not only one light path from the camera, but one also from the light source, and conne

From playlist TU Wien Rendering / Ray Tracing Course

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Christine Silberhorn: Time-multiplexed quantum walks

Photonic quantum systems, which comprise multiple optical modes, have become an established platform for the experimental implementation of quantum walks. However, the implementation of large systems with many modes, this means for many step operations, a high and dynamic control of many d

From playlist Mathematical Physics

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TU Wien Rendering #17 - Monte Carlo Integration: Sample Mean & An Important Lesson

It is now time to implement a simple Monte Carlo integration scheme, the sample mean. It is indeed quite simple and seems to work quite well on some cases, but it apparently breaks down in others. This is a very important lesson: intuition is tremendously useful to get a good visual unders

From playlist TU Wien Rendering / Ray Tracing Course

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Sixteenth Imaging & Inverse Problems (IMAGINE) OneWorld SIAM-IS Virtual Seminar Series Talk

Date: Wednesday, March 3, 2021, 10:00am EDT Speaker: Simon Arridge, University College London Title: Coupled Physics Imaging with Sound and Light - Deterministic and Stochastic Approaches Abstract: Coupled Physics Imaging (CPI) refers to methods that generate contrast through one phy

From playlist Imaging & Inverse Problems (IMAGINE) OneWorld SIAM-IS Virtual Seminar Series

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TU Wien Rendering #9 - Hard and Soft Shadows

Ever wondered why shadows look like the way they do? Some are really hard shadow boundaries while others are smooth gradients. In this segment, we learn how to compute both by sending shadow rays towards light sources. This is a probabilistic technique, which is surprisingly equivalent to

From playlist TU Wien Rendering / Ray Tracing Course

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Dynamical signatures in new Paradigms of Quantum Matter by Zi Yang Meng

Program The 2nd Asia Pacific Workshop on Quantum Magnetism ORGANIZERS: Subhro Bhattacharjee, Gang Chen, Zenji Hiroi, Ying-Jer Kao, SungBin Lee, Arnab Sen and Nic Shannon DATE: 29 November 2018 to 07 December 2018 VENUE: Ramanujan Lecture Hall, ICTS Bangalore Frustrated quantum magne

From playlist The 2nd Asia Pacific Workshop on Quantum Magnetism

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Physics - Ch 66 Quantum Mechanics 2: Basic Concepts (2 of 38) How are Photons Absorbed? 1

Visit http://ilectureonline.com for more math and science lectures! In this video I will explain how photons are absorbed by matter. Next video in this series can be seen at: https://youtu.be/tk2qqRuSlCg

From playlist PHYSICS 66 - QUANTUM MECHANICS

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TU Wien Rendering #34 - SDS Transport, Photon Mapping

We have learned quite a few powerful algorithms for global illumination, but there still seems to be a peculiar scene with a torus inside a block of glass that just doesn't want to give in and render. It contains specular-diffuse-specular interactions that are particularly difficult, or of

From playlist TU Wien Rendering / Ray Tracing Course

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Quantum Transport, Lecture 8: Quantum Dots

Instructor: Sergey Frolov, University of Pittsburgh, Spring 2013 http://sergeyfrolov.wordpress.com/ Summary: Basics of transport through quantum dots are discussed, with a focus on quantum confinement energy and orbital excited states. Lecture also introduces double and triple quantum dots

From playlist Quantum Transport

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