Title
A bidirectional formulation for Walk on Spheres
Abstract
Numerically solving partial differential equations (PDEs) is central to many applications in computer graphics and scientific modeling. Conventional methods for solving PDEs often need to discretize the space first, making them less efficient for complex geometry. Unlike conventional methods, the walk on spheres (WoS) algorithm recently introduced to graphics is a grid-free Monte Carlo method that can provide numerical solutions ofPoisson equations without discretizing space. We draw analogies between WoS and classical rendering algorithms, and find that the WoS algorithm is conceptually equivalent to forward path tracing. Inspired by similar approaches in light transport, we propose a novel WoS reformulation that operates in the reverse direction, starting at source points and estimating the Green's function at "sensor" points. Implementations of this algorithm show improvement over classical WoS in solving Poisson equation with sparse sources. Our approach opens exciting avenues for future algorithms for PDE estimation which, analogous to light transport, connect WoS walks starting from sensors and sources and combine different strategies for robust solution algorithms in all cases.
Year
DOI
Venue
2022
10.1111/cgf.14586
COMPUTER GRAPHICS FORUM
DocType
Volume
Issue
Journal
41
4
ISSN
Citations 
PageRank 
0167-7055
0
0.34
References 
Authors
0
4
Name
Order
Citations
PageRank
Yang Qi100.34
Dario Seyb201.01
Benedikt Bitterli300.34
Wojciech Jarosz4104160.39