A classical computer can solve a linear system in O(N) time on O(N^2) processors, too.
Also makes me wonder if Google's DWave could be more similar to this method rather than true quantum computing.
However, (1) these thermodynamic cells are much simpler than processors, and (2) it seems the overall energy required to simulate the SDE, once the couplings are initialized, only scales with O(N), not O(N^2) as in your digital case.
https://en.wikipedia.org/wiki/Multigrid_method
Unless of course your matrix has a prohibitively complicated structure.