AI & ML
Quasi-Monte Carlo based meshfree methods for parabolic equations on parameterized Riemannian manifolds
arXiv cs.NA0 views
arXiv:2610.23341v1 Announce Type: new Abstract: We develop and analyze a randomized path sampling framework for the pointwise approximation of linear parabolic equations on parameterized Riemannian manifolds, treating both closed manifolds and manifolds with Dirichlet boundary. Based on the Feynman-Kac representation, we construct a parameter-coordinate retraction-based discretization, referred to as the p-Ret scheme, for the manifold diffusion generated by the uniformly elliptic operator, and use it to formulate the Monte Carlo (MC) and randomized quasi-Monte Carlo (RQMC) methods. We derive the local weak consistency of the p-Ret transition and first-order weak convergence of the temporal discretization on closed manifolds. For fixed $h$, we show that RQMC sampling yields asymptotically faster variance decay than standard MC. On closed manifolds, the variance is $o(n^{-1})$ and, under additional regularity, satisfies the sharper bound $O(n^{-2+\varepsilon})$ for any $\varepsilon>0$. For Dirichlet problems, despite the discontinuities induced by numerical first exit, nested-uniformly scrambled Sobol' sampling attains $O(n^{-1-1/s+\varepsilon})$ variance for any $\varepsilon>0$ under suitable regularity assumptions, where $s$ denotes the nominal path-space dimension. More notably, we further develop an Array-RQMC strategy based on stepwise low-dimensional randomized point sets and a Hilbert space-filling curve that maps high-dimensional particle states to a one-dimensional ordering, and establish a variance rate of $o(n^{-1})$ under suitable assumptions. Numerical results demonstrate that both RQMC methods reduce variance and root mean square error (RMSE) relative to standard MC and remain effective for manifolds with intrinsic dimension up to $50$.
Source:https://arxiv.org/abs/2610.23341PreviousA configurational numerical viscosity for thermodynamically compatible finite volume schemes of compressible multiphase flowsNextExplicit Oblique Inverses of the Approximate Discrete Radon Transform
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