Presentation
Grid-free Monte Carlo for PDEs With Spatially Varying Coefficients
SessionTechnical Papers
Event Type
Technical Paper
Research & Education
Virtual
Full Conference Supporter
Full Conference
Virtual Conference Supporter
Virtual Conference
Exhibitor Additional Full Conference
Exhibitor Full Conference
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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.
