Sign-Switched Antithetic Coupling for Signed Gradient-Particle Methods (Q7362003)
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| English | Sign-Switched Antithetic Coupling for Signed Gradient-Particle Methods |
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Sign-Switched Antithetic Coupling for Signed Gradient-Particle Methods (English)
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1 October 2026
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math.NA
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Stephen Abkin
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Prabir Daripa
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We propose a method to reduce the variance of gradient-particle simulations by running them in pairs with matched particles receiving opposite displacements when signs are different, and same displacement when they're the same. This minimizes the variance contribution at each diffusion step, reducing overall sampling error for one-dimensional convection-diffusion equations.
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Signed Gradient-Particle Methods
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Sign-Switched Pairing
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Antithetic Coupling
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