arXiv:2605.09288cs.LGcs.AI2026-05

用神经网络修正蒙特卡洛解法,1000倍提速仍保高精度。

MC$^2$: Monte Carlo Correction for Fast Elliptic PDE Solving

论文配图:MC$^2$: Monte Carlo Correction for Fast Elliptic PDE Solving
图 1 · 摘自论文原文
  • 将低预算蒙特卡洛解作为结构化估计量,单次前向传播学习修正。
  • 在仅用1/1000计算量下达到高精度,超越所有传统与神经方法。
  • 适合需要快速高精度求解椭圆型偏微分方程的研究者。

偏微分方程(PDE)求解器是科学计算的核心,但实际应用受限于计算成本。经典蒙特卡洛方法如走球法(Walk-on-Spheres, WoS)无偏且与几何无关,但速度慢;学习型求解器虽快,但在分布外情形下易出错。本文提出MC²,一种混合WoS-神经网络(WoS-NN)PDE求解器,将低成本蒙特卡洛解视为真实场的结构化估计量,并学习单次前向传播的神经修正以恢复高保真解。MC²在使用不到1/1000传统蒙特卡洛计算量的情况下,达到超1000倍加速,且精度优于所有评估过的经典、去噪及神经算子基线。为促进有限计算下的可复现研究,我们还发布了迄今为止最大的标准化椭圆型PDE基准数据集——PDEZoo:包含200万组方程,覆盖五类椭圆方程,支持任意几何组合,提供解析真值及多预算蒙特卡洛轨迹。MC²与PDEZoo共同证明:(1)有限样本蒙特卡洛误差具有结构性、可学习性,可在单次前向传播中校正;(2)相比纯WoS,PDE求解速度提升约1000倍;(3)填补了领域内长期缺乏的评估基础设施空白。

原文摘要 · Abstract (English)

Partial differential equation (PDE) solvers underpin scientific computing, but real-world deployment is bounded by compute. Classical Monte Carlo solvers such as Walk-on-Spheres (WoS) are unbiased and geometry-agnostic but are slow. Learned solvers are fast but biased and brittle under distribution shift. We present \textbf{MC$^2$}, a hybrid WoS-Neural Network (WoS-NN) PDE solver that treats a low-budget Monte Carlo solution as a structured estimator of the true field and learns a single-pass neural correction to recover a high-fidelity solution. MC$^2$ matches the accuracy of solutions using over $1000\times$ more Monte Carlo compute, outperforming all evaluated classical, denoising, and neural-operator baselines. To enable reproducible study of finite-compute PDE solving, we additionally release \textbf{PDEZoo}, the largest standardized elliptic PDE benchmark to date: 2M PDEs spanning five elliptic families and unlimited geometric compositions, with analytic ground truth and multi-budget Monte Carlo trajectories. Together \textbf{MC$^2$} and \textbf{PDEZoo} (1) empirically establish that finite-sample Monte Carlo error is structured, learnable, and correctable in a single forward pass, (2) show that we can solve PDEs $\sim$\textbf{1000x} faster than with just WoS, and (3) provide the evaluation infrastructure the field has so far lacked.

PDE求解蒙特卡洛神经修正加速计算

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