MC2: Monte Carlo Correction for Fast Elliptic PDE Solving

Partial differential equation (PDE) solvers underpin scientific computing, but real-world deployment is bounded by compute. Classical Monte Carlo solvers such as Walk-on-Spheres (WoS) are unbiased and geometry-agnostic but are slow. Learned solvers are fast but biased and brittle under distribution shift. We present MC2, a hybrid WoS-Neural Network (WoS-NN) 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. MC2 matches the accuracy of solutions using over 1000× more Monte Carlo compute, outperforming all evaluated 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: 2M PDEs spanning five elliptic families and unlimited geometric compositions, with analytic ground truth and multi-budget Monte Carlo trajectories. Together MC2 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 ~1000x faster than with just WoS, and (3) provide the evaluation infrastructure the field has so far lacked.