Random blob methods for diffusion

DOI10.48550/arXiv.2608.14914MaRDI QIDQ7284912arXivFDO

Authors Katy Craig, Claire Murphy

Publication date 14 August 2026

Published in arXiv

Tldr We present two new random methods for numerically solving linear and nonlinear diffusion equations with $O(N^2)$ computational complexity: the random batch method and the random multirate method. We show that the random multirate method converges at a rate of O(k Δt) to the underlying ODE system, matching forward Euler, and achieves even better rates when applied to ODEs arising from blob methods for diffusive PDEs.

Full work available at URL https://doi.org/10.48550/arXiv.2608.14914

Mathematics Subject Classification ID

PDEs in connection with fluid mechanics (35Q35) PDEs in connection with statistics (35Q62) Stability and convergence of numerical methods for ordinary differential equations (65L20) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

arXiv classification

math.APmath.NA

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