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Walk on Stars: A Grid-Free Monte Carlo Method for PDEs with Neumann Boundary Conditions

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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/978-3-0348-8163-0openalex-snapshot
Handbook of Brownian Motion - Facts and Formulae
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Walk-on-Spheres Algorithm for Solving Boundary-Value Problems with Continuity Flux Conditions
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Photorealistic Rendering Techniques
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Hierarchical Matrices: Algorithms and Analysis
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Impedance boundary conditions for imperfectly conducting surfaces
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The third boundary condition—was it robin’s?
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The rate of convergence of the Walk on Spheres Algorithm
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Sphere tracing: a geometric method for the antialiased ray tracing of implicit surfaces
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Principles of boundary element methods
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Partial differential equations
inferredcites →https://doi.org/10.1016/j.aml.2016.09.008openalex-snapshot
Walk-on-spheres algorithm for solving third boundary value problem
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Principal curvatures from the integral invariant viewpoint
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Visual modeling of laser-induced dough browning
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Monte Carlo: Concepts, Algorithms, and Applications
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A PROBABILISTIC REPRESENTATION FOR THE VORTICITY OF A THREE-DIMENSIONAL VISCOUS FLUID AND FOR GENERAL SYSTEMS OF PARABOLIC EQUATIONS
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NMR survey of reflected Brownian motion
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Modeling, animating, and rendering complex scenes using volumetric textures
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Minimizing the Reprojection Error in Surface Reconstruction from Images
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On fast Construction of SAH-based Bounding Volume Hierarchies
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COMPUTER GRAPHICS forum
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A bidirectional formulation for Walk on Spheres
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A Parallel Iterative Probabilistic Method for Mixed Problems of Laplace Equations with the Feynman--Kac Formula of Killed Brownian Motions
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Numerical Approximation for Functionals of Reflecting Diffusion Processes
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Monte Carlo Methods for Calculating Some Physical Properties of Large Molecules
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The SGGX microflake distribution
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Adjoint-driven Russian roulette and splitting in light transport simulation
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Interactive reconstruction of Monte Carlo image sequences using a recurrent denoising autoencoder
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Spatiotemporal variance-guided filtering
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Fast winding numbers for soups and clouds
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Volume Path Guiding Based on Zero-Variance Random Walk Theory
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Gradient Estimation for Real-time Adaptive Temporal Filtering
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Differentiable Monte Carlo ray tracing through edge sampling
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inferredcites →https://doi.org/10.1145/3306346.3322954openalex-snapshot
Sample-based Monte Carlo denoising using a kernel-splatting network
inferredcites →https://doi.org/10.1145/3341156openalex-snapshot
Neural Importance Sampling
inferredcites →https://doi.org/10.1145/3386569.3392374openalex-snapshot
Monte Carlo geometry processing
inferredcites →https://doi.org/10.1145/3386569.3392385openalex-snapshot
Fast tetrahedral meshing in the wild
inferredcites →https://doi.org/10.1145/3386569.3392481openalex-snapshot
Spatiotemporal reservoir resampling for real-time ray tracing with dynamic direct lighting
inferredcites →https://doi.org/10.1145/3414685.3417804openalex-snapshot
Neural control variates
inferredcites →https://doi.org/10.1145/3450626.3459809openalex-snapshot
Kelvin transformations for simulations on infinite domains
inferredcites →https://doi.org/10.1145/3528223.3530134openalex-snapshot
Grid-free Monte Carlo for PDEs with spatially varying coefficients
inferredcites →https://doi.org/10.1145/3528223.3530155openalex-snapshot
Spelunking the deep
inferredcites →https://doi.org/10.1145/3528223.3530160openalex-snapshot
Unbiased and consistent rendering using biased estimators
inferredcites →https://doi.org/10.1145/3550454.3555450openalex-snapshot
A Monte Carlo Method for Fluid Simulation
inferredcites →https://doi.org/10.1145/358876.358882openalex-snapshot
An improved illumination model for shaded display
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inferredcites →https://doi.org/10.1145/3592121openalex-snapshot
Coupling Conduction, Convection and Radiative Transfer in a Single Path-Space: Application to Infrared Rendering
inferredcites →https://doi.org/10.1145/3592400openalex-snapshot
Boundary Value Caching for Walk on Spheres
inferredcites →https://doi.org/10.1145/3592401openalex-snapshot
Winding Numbers on Discrete Surfaces
inferredcites →https://doi.org/10.1145/364338.364380openalex-snapshot
Spatialized normal come hierarchies
inferredcites →https://doi.org/10.1145/800031.808590openalex-snapshot
Distributed ray tracing
inferredcites →https://doi.org/10.1214/aoms/1177728169openalex-snapshot
Some Continuous Monte Carlo Methods for the Dirichlet Problem
inferredcites →https://doi.org/10.1515/mcma-2013-0010openalex-snapshot
Monte Carlo approximations of the Neumann problem
inferredcites →https://doi.org/10.2307/2008190openalex-snapshot
Boundary Integral Equation Analyses of Singular, Potential, and Biharmonic Problems.
inferredcites →https://doi.org/10.3103/s1063454109030029openalex-snapshot
The “walk in hemispheres” process and its applications to solving boundary value problems
inferredcites →https://doi.org/10.4310/cms.2017.v15.n1.a11openalex-snapshot
Computation of the local time of reflecting Brownian motion and the probabilistic representation of the Neumann problem
inferredcites →https://doi.org/10.5860/choice.39-4019openalex-snapshot
Green's functions with applications

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