We present a novel Monte Carlo-based fluid simulation approach capable of pointwise and stochastic estimation of fluid motion. Drawing on the Feynman-Kac representation of the vorticity transport equation, we propose a recursive Monte Carlo estimator of the Biot-Savart law and extend it with a stream function formulation that allows us to treat free-slip boundary conditions using a Walk-on-Spheres algorithm. Inspired by the Monte Carlo literature in rendering, we design and compare variance reduction schemes suited to a fluid simulation context for the first time, show its applicability to complex boundary settings, and detail a simple and practical implementation with temporal grid caching. We validate the correctness of our approach via quantitative and qualitative evaluations - across a range of settings and domain geometries - and thoroughly explore its parameters' design space. Finally, we provide an in-depth discussion of several axes of future work building on this new numerical simulation modality.
We introduce the walk-on-boundary (WoB) method for solving boundary value problems to computer graphics. WoB is a grid-free Monte Carlo solver for certain classes of second order partial differential equations. A similar Monte Carlo solver, the walk-on-spheres (WoS) method, has been recently popularized in computer graphics due to its advantages over traditional spatial discretization-based alternatives. We show that WoB's intrinsic properties yield further advantages beyond those of WoS. Unlike WoS, WoB naturally supports various boundary conditions (Dirichlet, Neumann, Robin, and mixed) for both interior and exterior domains. WoB builds upon boundary integral formulations, and it is mathematically more similar to light transport simulation in rendering than the random walk formulation of WoS. This similarity between WoB and rendering allows us to implement WoB on top of Monte Carlo ray tracing, and to incorporate advanced rendering techniques (e.g., bidirectional estimators with multiple importance sampling, the virtual point lights method, and Markov chain Monte Carlo) into WoB. WoB does not suffer from the intrinsic bias of WoS near the boundary and can estimate solutions precisely on the boundary. Our numerical results highlight the advantages of WoB over WoS as an attractive alternative to solve boundary value problems based on Monte Carlo.
We propose a novel surface‐only method for simulating dynamic deformables without the need for volumetric meshing or volumetric integral evaluations. While based upon a boundary element method (BEM)for linear elastodynamics, our method goes beyond simple adoption of BEM by addressing several of its key limitations. We alleviate large displacement artifacts due to linear elasticity by extending BEM with a moving reference frame and surface‐only fictitious forces, so that it only needs to handle deformations. To reduce memory and computational costs, we present a simple and practical method to compress the series of dense matrices required to simulate propagation of elastic waves over time. Furthermore, we explore a constraint enforcement mechanism and demonstrate the applicability of our method to general computer animation problems, such as frictional contact.
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