Work

State of the Art in Grid-Free Monte Carlo Methods for Partial Differential Equations

Year: 2025

Type: conference-paper

Abstract: Figure 1: Grid-free Monte Carlo methods can significantly speedup the engineering design cycle by eliminating the major bottleneck of discretization in conventional solvers for partial differential equations (left).Lifting the dependence on discretization and global solves improves robustness, and like Monte Carlo ray tracing allows for computational effort to be focused entirely on local regions of interest (right).

DOI: 10.1145/3721241.3734001

Authors: Rohan Sawhney, Bailey Miller, Ioannis Gkioulekas, Keenan Crane

Institutions: Nvidia (United States), Carnegie Mellon University

Language: English

Topic: Probabilistic and Robust Engineering Design

Subfield: Statistics, Probability and Uncertainty

Field: Decision Sciences

Domain: Social Sciences

Open Access status: gold

Funders: National Science Foundation, National Institute of Food and Agriculture

Awards: HCC: Medium: Grid-Free Monte Carlo Methods for Digital Geometry Processing, G3695170919

OpenAlex ID: W7084593935

FWCI: 21.53

Cites: 36

Cited by: 4

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