Grid-Free Monte Carlo for Time-Dependent Diffusion

DOI10.48550/arXiv.2609.12306MaRDI QIDQ7345520arXivFDO

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

Publication date 11 September 2026

Published in arXiv

Tldr We generalize grid-free walk on spheres (WoS) and walk on stars (WoSt) methods to solve transient heat equations with initial conditions and time-dependent source and boundary data by incorporating kernel sampling techniques to efficiently handle exit times, source, and boundary contributions.

Full work available at URL https://doi.org/10.48550/arXiv.2609.12306

arXiv classification

cs.GRmath.NA

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