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.
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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.
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.
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.
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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Walking on Heat Stars for Parabolic Heat Equations with Neumann Boundary Conditions
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.
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Monte Carlo Steklov Operators for Large-Scale Geometry Processing in the Wild
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.
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Walk on spheres and Array-RQMC
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.
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Monte Carlo PDE Solvers for Nonlinear Radiative Boundary Conditions
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.
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Randomized quasi-Monte Carlo for walk on spheres
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.