Geometric Queries on Closed Implicit Surfaces for Walk on Stars

Abstract: Walk on stars (WoSt) is currently one of the most advanced Monte Carlo solvers for PDEs. Unfortunately, the lack of reliable geometric query approaches has hindered its applicability to boundaries defined by implicit surfaces. This work proposes a geometric query framework over closed implicit surfaces for WoSt, under the scope of walkin' Robin. Our key observation is that all WoSt queries can be formulated as constrained global optimization or constraint satisfaction problems. Based on our formulations, to solve the highly non-convex problems, we adopt a branch-and-bound approach based on interval analysis. To the best of our knowledge, our method is the first to study closest silhouette point queries and Robin radius bound queries on closed implicit surfaces. Our formulations and methods first enable mesh-free PDE solving via WoSt when boundaries are defined by closed implicit surfaces.