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arXiv:2610.36931 · v1

From Walks to Skeletons: A Reusable Transport Architecture for Interactive Monte Carlo PDE Solvers

首次提交 2026-10-27 17:56
版本更新 2026-10-27 17:56
雷达观测 2026-10-29 00:35
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摘要

Walk-on-Spheres (WoS) enables mesh-free solutions of elliptic PDEs, but conventional methods repeatedly discard sampled trajectories, limiting their efficiency in interactive applications. We introduce reusable transport skeletons, a persistent representation that organizes stochastic walks into a shared computational graph. Our framework enables efficient reuse across spatial queries and boundary conditions, while supporting progressive refinement, structure-preserving compression, and local adaptation to dynamic geometry. It further enables interactive editing of transport between selected regions. Experiments demonstrate substantial computational savings while preserving solution accuracy. By transforming transient stochastic trajectories into reusable transport structures, our method provides a flexible foundation for interactive Monte Carlo PDE solving.

作者备注:19 pages,15 figures

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v1 · 2026-10-27 17:56 · 最新观测版本

From Walks to Skeletons: A Reusable Transport Architecture for Interactive Monte Carlo PDE Solvers

Walk-on-Spheres (WoS) enables mesh-free solutions of elliptic PDEs, but conventional methods repeatedly discard sampled trajectories, limiting their efficiency in interactive applications. We introduce reusable transport skeletons, a persistent representation that organizes stochastic walks into a shared computational graph. Our framework enables efficient reuse across spatial queries and boundary conditions, while supporting progressive refinement, structure-preserving compression, and local adaptation to dynamic geometry. It further enables interactive editing of transport between selected regions. Experiments demonstrate substantial computational savings while preserving solution accuracy. By transforming transient stochastic trajectories into reusable transport structures, our method provides a flexible foundation for interactive Monte Carlo PDE solving.

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