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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 the problem domain or approximating functions in a finite…

Graphics · Computer Science 2023-05-16 Rohan Sawhney , Bailey Miller , Ioannis Gkioulekas , Keenan Crane

We present projected walk on spheres (PWoS), a novel pointwise and discretization-free Monte Carlo solver for surface PDEs with Dirichlet boundaries, as a generalization of the walk on spheres method (WoS) [Muller 1956; Sawhney and Crane…

Numerical Analysis · Mathematics 2025-08-21 Ryusuke Sugimoto , Nathan King , Toshiya Hachisuka , Christopher Batty

We introduce the walk-on-boundary (WoB) method for solving boundary value problems to computer graphics. WoB is a grid-free Monte Carlo solver for certain classes of second order partial differential equations. A similar Monte Carlo solver,…

Graphics · Computer Science 2023-05-23 Ryusuke Sugimoto , Terry Chen , Yiti Jiang , Christopher Batty , Toshiya Hachisuka

Partial differential equations (PDEs) with spatially-varying coefficients arise throughout science and engineering, modeling rich heterogeneous material behavior. Yet conventional PDE solvers struggle with the immense complexity found in…

Graphics · Computer Science 2022-02-01 Rohan Sawhney , Dario Seyb , Wojciech Jarosz , Keenan Crane

In this paper, we investigate the Walk on Spheres algorithm (WoS) for motion planning in robotics. WoS is a Monte Carlo method to solve the Dirichlet problem developed in the 50s by Muller and has recently been repopularized by Sawhney and…

Robotics · Computer Science 2024-06-05 Rafael I. Cabral Muchacho , Florian T. Pokorny

We introduce a Monte Carlo method for computing derivatives of the solution to a partial differential equation (PDE) with respect to problem parameters (such as domain geometry or boundary conditions). Derivatives can be evaluated at…

Graphics · Computer Science 2024-09-19 Bailey Miller , Rohan Sawhney , Keenan Crane , Ioannis Gkioulekas

We propose Neural Walk-on-Spheres (NWoS), a novel neural PDE solver for the efficient solution of high-dimensional Poisson equations. Leveraging stochastic representations and Walk-on-Spheres methods, we develop novel losses for neural…

Machine Learning · Computer Science 2024-06-06 Hong Chul Nam , Julius Berner , Anima Anandkumar

Neural implicit representations, which encode a surface as the level set of a neural network applied to spatial coordinates, have proven to be remarkably effective for optimizing, compressing, and generating 3D geometry. Although these…

Computer Vision and Pattern Recognition · Computer Science 2022-06-27 Nicholas Sharp , Alec Jacobson

Elliptic interface problems arise in numerous scientific and engineering applications, modeling heterogeneous materials in which physical properties change discontinuously across interfaces. In this paper, we present…

Numerical Analysis · Mathematics 2025-08-26 Xinwen Ding , Adam R Stinchcombe

Solving elliptic partial differential equations (PDEs) is a fundamental step in various scientific and engineering studies. As a classic stochastic solver, the Walk-on-Spheres (WoS) method is a well-established and efficient algorithm that…

Numerical Analysis · Mathematics 2025-09-03 Silei Song , Arash Fahim , Michael Mascagni

The closest point method (Ruuth and Merriman, J. Comput. Phys. 227(3):1943-1961, [2008]) is an embedding method developed to solve a variety of partial differential equations (PDEs) on smooth surfaces, using a closest point representation…

Numerical Analysis · Mathematics 2024-12-20 A. Petras , L. Ling , C. Piret , S. J. Ruuth

We introduce a method-of-lines formulation of the closest point method, a numerical technique for solving partial differential equations (PDEs) defined on surfaces. This is an embedding method, which uses an implicit representation of the…

Numerical Analysis · Mathematics 2013-07-23 Ingrid von Glehn , Thomas März , Colin B. Macdonald

Training neural PDE solvers is often bottlenecked by expensive data generation or unstable physics-informed neural network (PINN) involving challenging optimization landscapes due to higher-order derivatives. To tackle this issue, we…

Machine Learning · Computer Science 2026-03-04 Hrishikesh Viswanath , Hong Chul Nam , Xi Deng , Julius Berner , Anima Anandkumar , Aniket Bera

We investigate robust optimization problems defined for maximizing convex functions. For finite uncertainty set, we develop a geometric branch-and-bound algorithmic approach to solve this problem. The geometric branch-and-bound algorithm…

Optimization and Control · Mathematics 2019-11-21 Fengqiao Luo , Sanjay Mehrotra

The spatial search problem aims to find a marked vertex of a finite graph using a dynamic with two constraints: (1) The walker has no compass and (2) the walker can check whether a vertex is marked only after reaching it. This problem is a…

Quantum Physics · Physics 2022-06-02 Hajime Tanaka , Mohamed Sabri , Renato Portugal

In this paper, we develop a novel method for fast geodesic distance queries. The key idea is to embed the mesh into a high-dimensional space, such that the Euclidean distance in the high-dimensional space can induce the geodesic distance in…

Graphics · Computer Science 2021-09-02 Qianwei Xia , Juyong Zhang , Zheng Fang , Jin Li , Mingyue Zhang , Bailin Deng , Ying He

Determining the vanishing points (VPs) in a Manhattan world, as a fundamental task in many 3D vision applications, consists of jointly inferring the line-VP association and locating each VP. Existing methods are, however, either sub-optimal…

Computer Vision and Pattern Recognition · Computer Science 2025-06-06 Bangyan Liao , Zhenjun Zhao , Haoang Li , Yi Zhou , Yingping Zeng , Hao Li , Peidong Liu

Many variants of Optimal Transport (OT) have been developed to address its heavy computation. Among them, notably, Sliced Wasserstein (SW) is widely used for application domains by projecting the OT problem onto one-dimensional lines, and…

Machine Learning · Computer Science 2025-06-10 Viet-Hoang Tran , Trang Pham , Tho Tran , Minh Khoi Nguyen Nhat , Thanh Chu , Tam Le , Tan M. Nguyen

Spatial search on graphs is one of the most important algorithmic applications of quantum walks. To show that a quantum-walk-based search is more efficient than a random-walk-based search is a difficult problem, which has been addressed in…

Combinatorics · Mathematics 2022-02-01 Hajime Tanaka , Mohamed Sabri , Renato Portugal

Computing intrinsic distances on discrete surfaces is at the heart of many minimization problems in geometry processing and beyond. Solving these problems is extremely challenging as it demands the computation of on-surface distances along…

Graphics · Computer Science 2024-04-30 Yue Li , Logan Numerow , Bernhard Thomaszewski , Stelian Coros
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