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math.NA 2

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2026 2

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Walk on spheres and Array-RQMC

math.NA · 2026-05-13 · unverdicted · novelty 7.0

Array-RQMC-WOS cuts Monte Carlo variance by 57-2290 times with empirical rates n^{-1.4} to n^{-1.8} and introduces a column-wise mean dimension to explain the gain.

Randomized quasi-Monte Carlo for walk on spheres

math.NA · 2026-05-08 · unverdicted · novelty 5.0

RQMC applied to walk-on-spheres for harmonic functions yields median variance decay slightly better than O(n^{-1.1}) and reduction factors 1.8-10.7 across four methods and five examples.

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