Grid-Free Monte Carlo for Time-Dependent Diffusion (Q7345520)
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| English | Grid-Free Monte Carlo for Time-Dependent Diffusion |
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Grid-Free Monte Carlo for Time-Dependent Diffusion (English)
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11 September 2026
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cs.GR
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math.NA
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Zihong Zhou
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Rohan Sawhney
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Eugene d'Eon
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Wojciech Jarosz
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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.
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Grid-Free Monte Carlo
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Time-Dependent Diffusion
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Walk on Spheres
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Walk on Stars
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