An official website of the United States government
We introduce a Monte Carlo method for computing derivatives of the solution to a partial differential equation (PDE) with respect to problem parameters (such as domain geometry or boundary conditions). Derivatives can be evaluated at arbitrary points, without performing a global solve or constructing a volumetric grid or mesh. The method is hence well suited to inverse problems with complex geometry, such as PDE-constrained shape optimization. Like otherwalk on spheres (WoS)algorithms, our method is trivial to parallelize, and is agnostic to boundary representation (meshes, splines, implicit surfaces,etc.), supporting large topological changes. We focus in particular on screened Poisson equations, which model diverse problems from scientific and geometric computing. As in differentiable rendering, we jointly estimate derivatives with respect to all parameters---hence, cost does not grow significantly with parameter count. In practice, even noisy derivative estimates exhibit fast, stable convergence for stochastic gradient-based optimization, as we show through examples from thermal design, shape from diffusion, and computer graphics.
more »
« less
This content will become publicly available on December 5, 2025
Differential Walk on Spheres
We introduce a Monte Carlo method for computing derivatives of the solution to a partial differential equation (PDE) with respect to problem parameters (such as domain geometry or boundary conditions). Derivatives can be evaluated at arbitrary points, without performing a global solve or constructing a volumetric grid or mesh. The method is hence well suited to inverse problems with complex geometry, such as PDE-constrained shape optimization. Like other walk on spheres (WoS) algorithms, our method is trivial to parallelize, and is agnostic to boundary representation (meshes, splines, implicit surfaces, etc.), supporting large topological changes. We focus in particular on screened Poisson equations, which model diverse problems from scientific and geometric computing. As in differentiable rendering, we jointly estimate derivatives with respect to all parameters—hence, cost does not grow significantly with parameter count. In practice, even noisy derivative estimates exhibit fast, stable convergence for stochastic gradient-based optimization, as we show through examples from thermal design, shape from diffusion, and computer graphics.
more »
« less
- Award ID(s):
- 2212290
- PAR ID:
- 10553561
- Publisher / Repository:
- Association for Computing Machinery
- Date Published:
- Journal Name:
- ACM Transactions on Graphics
- ISSN:
- 0730-0301
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
More Like this
-
-
We introduce a general differentiable solver for time-dependent deformation problems with contact and friction. Our approach uses a finite element discretization with a high-order time integrator coupled with the recently proposed incremental potential contact method for handling contact and friction forces to solve ODE- and PDE-constrained optimization problems on scenes with complex geometry. It supports static and dynamic problems and differentiation with respect to all physical parameters involved in the physical problem description, which include shape, material parameters, friction parameters, and initial conditions. Our analytically derived adjoint formulation is efficient, with a small overhead (typically less than 10% for nonlinear problems) over the forward simulation, and shares many similarities with the forward problem, allowing the reuse of large parts of existing forward simulator code. We implement our approach on top of the open-source PolyFEM library and demonstrate the applicability of our solver to shape design, initial condition optimization, and material estimation on both simulated results and physical validations.more » « less
-
Many geometry processing techniques require the solution of partial differential equations (PDEs) on manifolds embedded in\(\mathbb {R}^2 \)or\(\mathbb {R}^3 \), such as curves or surfaces. Suchmanifold PDEsoften involve boundary conditions (e.g., Dirichlet or Neumann) prescribed at points or curves on the manifold’s interior or along the geometric (exterior) boundary of an open manifold. However, input manifolds can take many forms (e.g., triangle meshes, parametrizations, point clouds, implicit functions, etc.). Typically, one must generate a mesh to apply finite element-type techniques or derive specialized discretization procedures for each distinct manifold representation. We propose instead to address such problems in a unified manner through a novel extension of theclosest point method(CPM) to handle interior boundary conditions. CPM solves the manifold PDE by solving a volumetric PDE defined over the Cartesian embedding space containing the manifold, and requires only a closest point representation of the manifold. Hence, CPM supports objects that are open or closed, orientable or not, and of any codimension. To enable support for interior boundary conditions we derive a method that implicitly partitions the embedding space across interior boundaries. CPM’s finite difference and interpolation stencils are adapted to respect this partition while preserving second-order accuracy. Additionally, we develop an efficient sparse-grid implementation and numerical solver that can scale to tens of millions of degrees of freedom, allowing PDEs to be solved on more complex manifolds. We demonstrate our method’s convergence behaviour on selected model PDEs and explore several geometry processing problems: diffusion curves on surfaces, geodesic distance, tangent vector field design, harmonic map construction, and reaction-diffusion textures. Our proposed approach thus offers a powerful and flexible new tool for a range of geometry processing tasks on general manifold representations.more » « less
-
null (Ed.)We present a stochastic descent algorithm for unconstrained optimization that is particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained optimization and machine learning problems. The algorithm maps the gradient onto a low-dimensional ran- dom subspace of dimension at each iteration, similar to coordinate descent but without restricting directional derivatives to be along the axes. Without requiring a full gradient, this mapping can be performed by computing directional deriva- tives (e.g., via forward-mode automatic differentiation). We give proofs for conver- gence in expectation under various convexity assumptions as well as probabilistic convergence results under strong-convexity. Our method provides a novel extension to the well-known Gaussian smoothing technique to descent in subspaces of dimen- sion greater than one, opening the doors to new analysis of Gaussian smoothing when more than one directional derivative is used at each iteration. We also provide a finite-dimensional variant of a special case of the Johnson–Lindenstrauss lemma. Experimentally, we show that our method compares favorably to coordinate descent, Gaussian smoothing, gradient descent and BFGS (when gradients are calculated via forward-mode automatic differentiation) on problems from the machine learning and shape optimization literature.more » « less
-
Grid-free Monte Carlo methods such aswalk on spherescan be used to solve elliptic partial differential equations without mesh generation or global solves. However, such methods independently estimate the solution at every point, and hence do not take advantage of the high spatial regularity of solutions to elliptic problems. We propose a fast caching strategy which first estimates solution values and derivatives at randomly sampled points along the boundary of the domain (or a local region of interest). These cached values then provide cheap, output-sensitive evaluation of the solution (or its gradient) at interior points, via a boundary integral formulation. Unlike classic boundary integral methods, our caching scheme introduces zero statistical bias and does not require a dense global solve. Moreover we can handle imperfect geometry (e.g., with self-intersections) and detailed boundary/source terms without repairing or resampling the boundary representation. Overall, our scheme is similar in spirit tovirtual point lightmethods from photorealistic rendering: it suppresses the typical salt-and-pepper noise characteristic of independent Monte Carlo estimates, while still retaining the many advantages of Monte Carlo solvers: progressive evaluation, trivial parallelization, geometric robustness,etc.We validate our approach using test problems from visual and geometric computing.more » « less
