MC$^2$: Monte Carlo Correction for Fast Elliptic PDE Solving
arXiv:2605.09288v2 Announce Type: replace-cross Abstract: Partial differential equation (PDE) solvers underpin modern computer graphics, geometry processing, and scientific computing. Classical Monte Carlo PDE solvers such as Walk-on-Spheres (WoS) provide mesh-free estimations that are unbiased, but with accuracy limited by sampling and numerical approximation. Learned solvers are fast but biased and brittle under distribution shift. We therefore present MC$^2$, a hybrid Neural Network-Monte Carlo 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 samples, outperforming all evaluated mesh-free classical, denoising, and neural-operator baselines. To enable reproducible study of finite-compute PDE solving, we additionally release PDEZoo, the largest standardized elliptic PDE benchmark to date: 2 million PDEs spanning 5 elliptic families and unlimited geometric compositions, with analytic ground truth and multi-budget Monte Carlo trajectories. Together, MC$^2$ and 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$218$\times$ faster than WoS at matched accuracy and achieve a $\sim$171$\times$ reduction in inference time relative to state-of-the-art diffusion methods while attaining higher accuracy, and (3) provide the reproducible evaluation infrastructure the field has so far lacked. Code & Data: https://mc-error-correction.github.io
Get stories like this every Monday
The week's most important AI news in one email. Free, unsubscribe anytime.
Score: 3.15
Engagement proxy: 0
Canonical link: https://arxiv.org/abs/2605.09288