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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. 

The demand for a more advanced multivariable calculus has rapidly increased in computer graphics research, such as physical simulation, geometry synthesis, and differentiable rendering. Researchers in computer graphics often have to turn to references outside of graphics research to study identities such as the Reynolds Transport Theorem or the geometric relationship between stress and strain tensors. This course presents a comprehensive introduction to exterior calculus, which covers many of these advanced topics in a geometrically intuitive manner. The course targets anyone who knows undergraduate-level multivariable calculus and linear algebra and assumes no more prerequisites. Contrary to the existing references, which only serve the pure math or engineering communities, we use timely and relevant graphics examples to illustrate the theory of exterior calculus. We also provide accessible explanations to several advanced topics, including continuum mechanics, fluid dynamics, and geometric optimizations. The course is organized into two main sections: a lecture on the core exterior calculus notions and identities with short examples of graphics applications, and a series of mini-lectures on graphics topics using exterior calculus. 

The vorticity-streamfunction formulation for incompressible inviscid fluids is the basis for many fluid simulation methods in computer graphics, including vortex methods, streamfunction solvers, spectral methods, and Monte Carlo methods. We point out that current setups in the vorticity-streamfunction formulation are insufficient at simulating fluids on general non-simply-connected domains. This issue is critical in practice, as obstacles, periodic boundaries, and nonzero genus can all make the fluid domain multiply connected. These scenarios introduce nontrivial cohomology components to the flow in the form of harmonic fields. The dynamics of these harmonic fields have been previously overlooked. In this paper, we derive the missing equations of motion for the fluid cohomology components. We elucidate the physical laws associated with the new equations, and show their importance in reproducing physically correct behaviors of fluid flows on domains with general topology.