arXiv:2508.16767math.NAcs.LG2025-08

提出无网格蒙特卡洛方法,高效求解复杂界面问题的方程。

Walk-on-Interfaces: A Monte Carlo Estimator for an Elliptic Interface Problem with Nonhomogeneous Flux Jump Conditions and a Neumann Boundary Condition

  • 基于随机游走思想,设计新估计器处理非均匀通量跳变与诺伊曼边界。
  • 在多维不规则界面问题上精度稳定,误差随采样数平方根收敛。
  • 适合高维、多界面物理模拟,可为神经网络提供高质量训练数据。

椭圆型界面问题广泛出现在科学与工程中,用于建模异质材料中物理性质在界面处突变的情况。本文提出 extit{Walk-on-Interfaces}(WoI),一种针对带非均匀通量跳变与诺伊曼边界条件的椭圆型界面问题的无网格蒙特卡洛估计器。该方法在整个区域保持一致精度,避免了近界面处常见的源点附近计算失准问题。我们还提出一种简化版本以降低方差。通过直接计算格林函数梯度,几乎无需额外成本即可获得解的梯度估计。采用科学机器学习思路,利用该估计器生成训练数据,训练深度神经网络输出解的连续表示,从而消除高频蒙特卡洛噪声,实现解的正则化。所有估计器高度并行,具有 $/mathcal{O}(1 / \\/sqrt{\mathcal{W}})$ 的收敛率,且自然推广至高维空间。我们在高达六维、含多个不规则几何界面的问题上进行了求解。数值实验验证了方法的有效性,并展示了其在真实应用问题中的潜力。

原文摘要 · Abstract (English)

Elliptic interface problems arise in numerous scientific and engineering applications, modeling heterogeneous materials in which physical properties change discontinuously across interfaces. In this paper, we present \textit{Walk-on-Interfaces} (WoI), a grid-free Monte Carlo estimator for a class of Neumann elliptic interface problems with nonhomogeneous flux jump conditions. Our Monte Carlo estimators maintain consistent accuracy throughout the domain and, thus, do not suffer from the well-known close-to-source evaluation issue near the interfaces. We also presented a simple modification with reduced variance. Estimation of the gradient of the solution can be performed, with almost no additional cost, by simply computing the gradient of the Green's function in WoI. Taking a scientific machine learning approach, we use our estimators to provide training data for a deep neural network that outputs a continuous representation of the solution. This regularizes our solution estimates by removing the high-frequency Monte Carlo error. All of our estimators are highly parallelizable, have a $\mathcal{O}(1 / \sqrt{\mathcal{W}})$ convergence rate in the number of samples, and generalize naturally to higher dimensions. We solve problems with many interfaces that have irregular geometry and in up to dimension six. Numerical experiments demonstrate the effectiveness of the approach and to highlight its potential in solving problems motivated by real-world applications.

蒙特卡洛界面问题高维求解神经网络

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