Partial Differential Equations

Conformal First Passage for Epsilon-free Walk-on-Spheres

Paul Himmler, Tobias Günther

Journal SIGGRAPH 2025 Monte Carlo Walk On Spheres Partial Differential Equations First Passage Conformal Maps Diffusion Curves

Solving partial differential equations in participating media

Bailey Miller, Rohan Sawhney, Keenan Crane, Ioannis Gkioulekas

Journal SIGGRAPH 2025 Monte Carlo Walk On Spheres Partial Differential Equations Participating Media Volume Rendering

Harmonic Caching for Walk on Spheres

Zihong Zhou, Eugene d'Eon, Rohan Sawhney, Wojciech Jarosz

Journal SIGGRAPH Asia 2025 Walk On Spheres Monte Carlo Partial Differential Equations Variance Reduction Harmonic Functions Grid Free Solver

Robust Derivative Estimation with Walk on Stars

Zihan Yu, Rohan Sawhney, Bailey Miller, Lifan Wu, Shuang Zhao

Journal SIGGRAPH Asia 2025 Walk On Stars Walk On Spheres Monte Carlo Methods Partial Differential Equations Derivative Estimation Neumann Boundary Conditions Grid Free Solvers