Sign-Switched Antithetic Coupling for Signed Gradient-Particle Methods

DOI10.48550/arXiv.2610.01120MaRDI QIDQ7362003zbMATH OpenarXivFDO

Authors Stephen Abkin, Prabir Daripa

Publication date 1 October 2026

Published in arXiv

Tldr 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.

Full work available at URL https://doi.org/10.48550/arXiv.2610.01120

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic particle methods (65C35) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

arXiv classification

math.NA

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