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most citedSolving the compute crisis with physics-based ASICs

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math.NA2025

Lattice Random Walk Discretisations of Stochastic Differential Equations

Samuel Duffield, Maxwell Aifer, Denis Melanson +2

We introduce a lattice random walk discretisation scheme for stochastic differential equations (SDEs) that samples binary or ternary increments at each step, suppressing complex dr…