论文标题
无网格蒙特卡洛用于具有空间变化系数的PDE
Grid-Free Monte Carlo for PDEs with Spatially Varying Coefficients
论文作者
论文摘要
在整个科学和工程中都会出现具有空间变化系数的部分微分方程(PDE),从而建模丰富的异质材料行为。然而,常规的PDE求解器与自然界中的巨大复杂性斗争,因为它们必须首先离散问题 - 导致空间混叠,以及昂贵且容易出错的全球网格划分/采样。我们描述了一种方法,该方法既不近似域的几何形状,问题数据或解决方案空间,即使对于具有极为详细的几何形状和复杂系数的问题,也可以提供精确的解决方案(预期)。我们的主要贡献是通过利用体积渲染的技术来扩展球形(WOS)算法从常数到可变的问题。特别是,一种受零散射启发的方法,可以为大型的二阶椭圆形PDES提供无偏的蒙特卡洛估计量,该方法与Monte Carlo渲染具有许多吸引人的功能:没有网格,琐碎的并行性,并且能够在不解决全球方程式的情况下评估解决方案的能力。
Partial differential equations (PDEs) with spatially-varying coefficients arise throughout science and engineering, modeling rich heterogeneous material behavior. Yet conventional PDE solvers struggle with the immense complexity found in nature, since they must first discretize the problem -- leading to spatial aliasing, and global meshing/sampling that is costly and error-prone. We describe a method that approximates neither the domain geometry, the problem data, nor the solution space, providing the exact solution (in expectation) even for problems with extremely detailed geometry and intricate coefficients. Our main contribution is to extend the walk on spheres (WoS) algorithm from constant- to variable-coefficient problems, by drawing on techniques from volumetric rendering. In particular, an approach inspired by null-scattering yields unbiased Monte Carlo estimators for a large class of 2nd-order elliptic PDEs, which share many attractive features with Monte Carlo rendering: no meshing, trivial parallelism, and the ability to evaluate the solution at any point without solving a global system of equations.