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Grid-free Monte Carlo for PDEs With Spatially Varying Coefficients
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Technical Paper
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Research & Education
Presentation Types
Virtual
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DescriptionWe describe a method to solve partial differential equations (PDEs) with spatially varying coefficients on complex geometric domains without any approximation of the geometry or coefficient functions. Our main contribution is to extend the walk on spheres (WoS) algorithm by drawing inspiration from Monte Carlo techniques for volumetric rendering.