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From Walks to Skeletons: A Reusable Transport Architecture for Interactive Monte Carlo PDE Solvers

Liao, Yunfeng et al.
arXiv (All) · Papers
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graphicsnumerical-analysis
Walk-on-Spheres (WoS) enables mesh-free solutions of elliptic PDEs, but conventional methods repeatedly discard sampled trajectories, limiting their efficiency in interactive applications. We introduce reusable transport skeletons, a persistent representation that organizes stochastic walks into a s
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