Search for: All records

This 3 hour course provides a detailed overview of grid-free Monte Carlo methods for solving partial differential equations (PDEs) based on the walk on spheres (WoS) algorithm, with a special emphasis on problems with high geometric complexity. PDEs are a basic building block of models and algorithms used throughout science, engineering and visual computing. Yet despite decades of research, conventional PDE solvers struggle to capture the immense geometric complexity of the natural world. A perennial challenge is spatial discretization: traditionally, one must partition the domain into a high-quality volumetric mesh—a process that can be brittle, memory intensive, and difficult to parallelize. WoS makes a radical departure from this approach, by reformulating the problem in terms of recursive integral equations that can be estimated using the Monte Carlo method, eliminating the need for spatial discretization. Since these equations strongly resemble those found in light transport theory, one can leverage deep knowledge from Monte Carlo rendering to develop new PDE solvers that share many of its advantages: no meshing, trivial parallelism, and the ability to evaluate the solution at any point without solving a global system of equations. The course is divided into two parts. Part I will cover the basics of using WoS to solve fundamental PDEs like the Poisson equation. Topics include formulating the solution as an integral equation, generating samples via recursive random walks, and employing accelerated distance and ray intersection queries to efficiently handle complex geometries. Participants will also gain experience setting up demo applications involving data interpolation, heat transfer, and geometric optimization using the open-source “Zombie” library, which implements various grid-free Monte Carlo PDE solvers. Part II will feature a mini-panel of academic and industry contributors covering advanced topics including variance reduction, differentiable and multi-physics simulation, and applications in industrial design and robust geometry processing. 

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. 

We introduce a method for approximating the signed distance function (SDF) of geometry corrupted by holes, noise, or self-intersections. The method implicitly defines a completed version of the shape, rather than explicitly repairing the given input. Our starting point is a modified version of theheat methodfor geodesic distance, which diffuses normal vectors rather than a scalar distribution. This formulation provides robustness akin togeneralized winding numbers (GWN), but provides distance function rather than just an inside/outside classification. Our formulation also offers several features not common to classic distance algorithms, such as the ability to simultaneously fit multiple level sets, a notion of distance for geometry that does not topologically bound any region, and the ability to mix and match signed and unsigned distance. The method can be applied in any dimension and to any spatial discretization, including triangle meshes, tet meshes, point clouds, polygonal meshes, voxelized surfaces, and regular grids. We evaluate the method on several challenging examples, implementing normal offsets and other morphological operations directly on imperfect curve and surface data. In many cases we also obtain an inside/outside classification dramatically more robust than the one obtained provided by GWN. 

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. 

Numerous scientific and engineering applications require solutions to boundary value problems (BVPs) involving elliptic partial differential equations, such as the Laplace or Poisson equations, on geometrically intricate domains. We develop a Monte Carlo method for solving such BVPs with arbitrary first-order linear boundary conditions---Dirichlet, Neumann, and Robin. Our method directly generalizes thewalk on stars (WoSt)algorithm, which previously tackled only the first two types of boundary conditions, with a few simple modifications. Unlike conventional numerical methods, WoSt does not need finite element meshing or global solves. Similar to Monte Carlo rendering, it instead computes pointwise solution estimates by simulating random walks along star-shaped regions inside the BVP domain, using efficient ray-intersection and distance queries. To ensure WoSt producesbounded-varianceestimates in the presence of Robin boundary conditions, we show that it is sufficient to modify how WoSt selects the size of these star-shaped regions. Our generalized WoSt algorithm reduces estimation error by orders of magnitude relative to alternative grid-free methods such as thewalk on boundaryalgorithm. We also developbidirectionalandboundary value cachingstrategies to further reduce estimation error. Our algorithm is trivial to parallelize, scales sublinearly with increasing geometric detail, and enables progressive and view-dependent evaluation. 

This paper describes a method for fast simplification of surface meshes. Whereas past methods focus on visual appearance, our goal is to solve equations on the surface. Hence, rather than approximate the extrinsic geometry, we construct a coarseintrinsic triangulationof the input domain. In the spirit of thequadric error metric (QEM), we perform greedy decimation while agglomerating global information about approximation error. In lieu of extrinsic quadrics, however, we store intrinsic tangent vectors that track how far curvature drifts during simplification. This process also yields a bijective map between the fine and coarse mesh, and prolongation operators for both scalar- and vector-valued data. Moreover, we obtain hard guarantees on element quality via intrinsic retriangulation---a feature unique to the intrinsic setting. The overall payoff is a black box approach to geometry processing, which decouples mesh resolution from the size of matrices used to solve equations. We show how our method benefits several fundamental tasks, including geometric multigrid, all-pairs geodesic distance, mean curvature flow, geodesic Voronoi diagrams, and the discrete exponential map. 

Sphere tracingis a fast and high-quality method for visualizing surfaces encoded by signed distance functions (SDFs). We introduce a similar method for a completely different class of surfaces encoded byharmonic functions, opening up rich new possibilities for visual computing. Our starting point is similar in spirit to sphere tracing: using conservativeHarnack boundson the growth of harmonic functions, we develop aHarnack tracingalgorithm for visualizing level sets of harmonic functions, including those that are angle-valued and exhibit singularities. The method takes much larger steps than naïve ray marching, avoids numerical issues common to generic root finding methods and, like sphere tracing, needs only perform pointwise evaluation of the function at each step. For many use cases, the method is fast enough to run real time in a shader program. We use it to visualize smooth surfaces directly from point clouds (via Poisson surface reconstruction) or polygon soup (via generalized winding numbers) without linear solves or mesh extraction. We also use it to visualize nonplanar polygons (possibly with holes), surfaces from architectural geometry, mesh exoskeletons, and key mathematical objects including knots, links, spherical harmonics, and Riemann surfaces. Finally we show that, at least in theory, Harnack tracing provides an alternative mechanism for visualizing arbitrary implicit surfaces. 

We introduce a new general-purpose approach to deep learning on three-dimensional surfaces based on the insight that a simple diffusion layer is highly effective for spatial communication. The resulting networks are automatically robust to changes in resolution and sampling of a surface—a basic property that is crucial for practical applications. Our networks can be discretized on various geometric representations, such as triangle meshes or point clouds, and can even be trained on one representation and then applied to another. We optimize the spatial support of diffusion as a continuous network parameter ranging from purely local to totally global, removing the burden of manually choosing neighborhood sizes. The only other ingredients in the method are a multi-layer perceptron applied independently at each point and spatial gradient features to support directional filters. The resulting networks are simple, robust, and efficient. Here, we focus primarily on triangle mesh surfaces and demonstrate state-of-the-art results for a variety of tasks, including surface classification, segmentation, and non-rigid correspondence. 

In the plane, thewinding numberis the number of times a curve wraps around a given point. Winding numbers are a basic component of geometric algorithms such as point-in-polygon tests, and their generalization to data with noise or topological errors has proven valuable for geometry processing tasks ranging from surface reconstruction to mesh booleans. However, standard definitions do not immediately apply on surfaces, where not all curves bound regions. We develop a meaningful generalization, starting with the well-known relationship between winding numbers and harmonic functions. By processing the derivatives of such functions, we can robustly filter out components of the input that do not bound any region. Ultimately, our algorithm yields (i) a closed, completed version of the input curves, (ii) integer labels for regions that are meaningfully bounded by these curves, and (iii) the complementary curves that do not bound any region. The main computational cost is solving a standard Poisson equation, or for surfaces with nontrivial topology, a sparse linear program. We also introduce special basis functions to represent singularities that naturally occur at endpoints of open curves. 

This course provides a first introduction to intrinsic triangulations and their use in mesh processing algorithms. As geometric data becomes more ubiquitous, e.g., in applications such as augmented reality or machine learning, there is a pressing need to develop algorithms that work reliably on low-quality data. Intrinsic triangulations provide a powerful framework for these problems, by de-coupling the mesh used to encode geometry from the one used for computation. The basic shift in perspective is to encode the geometry of a mesh not in terms of ordinary vertex positions, but instead only in terms of edge lengths. Intrinsic triangulations have a long history in mathematics, but only in recent years have been applied to practical geometric computing. The course begins by giving motivation for intrinsic triangulations in terms of recent problems in computer graphics, followed by an interactive coding session where participants can make first contact with the idea of intrinsic meshes. We then give some mathematical background, and describe key data structures (overlay, signpost, normal coordinates). Using this machinery, we translate algorithms from computational geometry and scientific computing into cutting-edge algorithms for curved surfaces. For instance, we look at mesh parameterization, vector field processing, finding geodesics, solving partial differential equations (PDEs), and more. We also discuss processing of nonmanifold meshes and point clouds; participants can explore these algorithms via interactive demos. We conclude with a discussion of open questions and opportunities for future work.