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2026 5

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representative citing papers

Walk on spheres and Array-RQMC

math.NA · 2026-05-13 · accept · novelty 6.0

Array-RQMC-WoS reduces Monte Carlo MSE/variance 71- to 3087-fold at n=2^17 on five Dirichlet problems, with empirical rates n^{-1.4} to n^{-1.8}, far above plain RQMC-WoS.

Randomized quasi-Monte Carlo for walk on spheres

math.NA · 2026-05-08 · unverdicted · novelty 5.0 · 2 refs

RQMC applied to walk-on-spheres for harmonic functions yields median variance decay slightly better than O(n^{-1.1}) and reduction factors 1.8-10.7 across four methods and five examples.

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Showing 5 of 5 citing papers.

  • Walking on Heat Stars for Parabolic Heat Equations with Neumann Boundary Conditions cs.GR · 2026-06-15 · unverdicted · none · ref 25

    Walk on Heat Stars provides a boundary-integral Monte Carlo solver for parabolic PDEs with Neumann conditions via exact heat-ball sampling that yields unbiased estimators.

  • Monte Carlo Steklov Operators for Large-Scale Geometry Processing in the Wild cs.GR · 2026-06-04 · unverdicted · none · ref 39

    Monte Carlo estimation of volumetric Steklov operators enables robust spectral geometry processing at the scale of hundreds of thousands of in-the-wild meshes and supports contrastive 3D representation learning.

  • Walk on spheres and Array-RQMC math.NA · 2026-05-13 · accept · none · ref 41

    Array-RQMC-WoS reduces Monte Carlo MSE/variance 71- to 3087-fold at n=2^17 on five Dirichlet problems, with empirical rates n^{-1.4} to n^{-1.8}, far above plain RQMC-WoS.

  • Monte Carlo PDE Solvers for Nonlinear Radiative Boundary Conditions cs.GR · 2026-04-22 · unverdicted · none · ref 4

    A relaxed Picard iteration plus heteroscedastic boundary denoising lets Monte Carlo PDE solvers solve heat equations with nonlinear radiation boundary conditions more accurately than linearization.

  • Randomized quasi-Monte Carlo for walk on spheres math.NA · 2026-05-08 · unverdicted · none · ref 34 · 2 links

    RQMC applied to walk-on-spheres for harmonic functions yields median variance decay slightly better than O(n^{-1.1}) and reduction factors 1.8-10.7 across four methods and five examples.