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cs.GR2023★ 34 cited
Boundary Value Caching for Walk on Spheres
Bailey Miller, Rohan Sawhney, Keenan Crane +1
Grid-free Monte Carlo methods such as walk on spheres can be used to solve elliptic partial differential equations without mesh generation or global solves. However, such methods i…
cs.GR2023★ 47 cited
Walk on Stars: A Grid-Free Monte Carlo Method for PDEs with Neumann Boundary Conditions
Rohan Sawhney, Bailey Miller, Ioannis Gkioulekas +1
Grid-free Monte Carlo methods based on the walk on spheres (WoS) algorithm solve fundamental partial differential equations (PDEs) like the Poisson equation without discretizing th…