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This paper considers approximate smoothing for discretely observed non-linear stochastic differential equations. The problem is tackled by developing methods for linearising stochastic differential equations with respect to an arbitrary…

Methodology · Statistics 2019-01-21 Filip Tronarp , Simo Särkkä

This paper presents a novel approach for propagating uncertainties in dynamical systems building on high-order Taylor expansions of the flow and moment-generating functions (MGFs). Unlike prior methods that focus on Gaussian distributions,…

Space Physics · Physics 2025-04-08 Giacomo Acciarini , Nicola Baresi , David Lloyd , Dario Izzo

We develop a new numerical scheme for solving the radiative transfer equation in a spherically symmetric system. This scheme does not rely on any kind of diffusion approximation and it is accurate for optically thin, thick, and intermediate…

Instrumentation and Methods for Astrophysics · Physics 2018-05-31 Torsten Stamer , Shu-ichiro Inutsuka

Many problems in navigation and tracking require increasingly accurate characterizations of the evolution of uncertainty in nonlinear systems. Nonlinear uncertainty propagation approaches based on Gaussian mixture density approximations…

Machine Learning · Statistics 2025-12-30 Jackson Kulik , Keith A. LeGrand

We consider Taylor dispersion for tracer particles in micro-fluidic planar channels with strong confinement. In this context, the channel walls modify the local diffusivity tensor and also interactions between the tracer particles and the…

Fluid Dynamics · Physics 2021-08-12 Arthur Alexandre , Thomas Guérin , David S. Dean

We present a simple method to decompose the Green forms corresponding to a large class of interesting symmetric Dirichlet forms into integrals over symmetric positive semi-definite and finite range (properly supported) forms that are…

Probability · Mathematics 2019-05-10 Roland Bauerschmidt

Recent advances in diffusion models attempt to handle conditional generative tasks by utilizing a differentiable loss function for guidance without the need for additional training. While these methods achieved certain success, they often…

Machine Learning · Computer Science 2024-07-08 Lingxiao Yang , Shutong Ding , Yifan Cai , Jingyi Yu , Jingya Wang , Ye Shi

In this work, we address the systematic biases and random errors stemming from finite step sizes encountered in diffusion simulations. We introduce the Effective Geometry Monte Carlo (EG-MC) simulation algorithm which modifies the geometry…

Emerging Technologies · Computer Science 2019-06-26 Fatih Dinc , Leander Thiele , Bayram Cevdet Akdeniz

A new type of nonstationary Gaussian process model is developed for approximating computationally expensive functions. The new model is a composite of two Gaussian processes, where the first one captures the smooth global trend and the…

Applications · Statistics 2013-01-14 Shan Ba , V. Roshan Joseph

In this work, a complete error analysis is presented for fully discrete solutions of the subdiffusion equation with a time-dependent diffusion coefficient, obtained by the Galerkin finite element method with conforming piecewise linear…

Numerical Analysis · Mathematics 2018-09-24 Bangti Jin , Buyang Li , Zhi Zhou

Theory was formulated for scattering by a coated chiral sphere of a plane wave of arbitrary polarization state with amplitude modulated by a Gaussian pulse. The spherical core and the concentric shell of the sphere were composed of two…

Optics · Physics 2026-04-24 Hector M. Iga-Buitron , Tom G. Mackay , Akhlesh Lakhtakia

3D Gaussian splatting models, as a novel explicit 3D representation, have been applied in many domains recently, such as explicit geometric editing and geometry generation. Progress has been rapid. However, due to their mixed scales and…

Graphics · Computer Science 2024-03-15 Qiyuan Feng , Gengchen Cao , Haoxiang Chen , Tai-Jiang Mu , Ralph R. Martin , Shi-Min Hu

A hybridized discontinuous Galerkin method is proposed for solving 2D fractional convection-diffusion equations containing derivatives of fractional order in space on a finite domain. The Riemann-Liouville derivative is used for the spatial…

Numerical Analysis · Mathematics 2016-07-12 Shuqin Wang , Jinyun Yuan , Weihua Deng , Yujiang Wu

The diffusion of a pulse of small grains in an horizontal rotating drum is studied through discrete elements methods simulations. We present a theoretical analysis of the diffusion process in a one-dimensional confined space in order to…

Other Condensed Matter · Physics 2007-05-23 Nicolas Taberlet , Patrick Richard

Gaussian Processes (GPs) are a powerful tool for probabilistic modeling, but their performance is often constrained in complex, large-scale real-world domains due to the limited expressivity of classical kernels. Quantum computing offers…

Multiagent Systems · Computer Science 2026-05-13 Meet Gandhi , George P. Kontoudis

In this paper, we argue for the utility of deterministic inference in the classical problem of numerical linear algebra, that of solving a linear system. We show how the Gaussian belief propagation solver, known to work for symmetric…

Numerical Analysis · Mathematics 2020-02-26 Vladimir Fanaskov

We present a framework leveraging a novel variant of the model-based diffusion algorithm to minimize the time required for a redundant dual-arm robot configuration to follow a desired relative Cartesian path. Our prior work proposed a…

Robotics · Computer Science 2026-04-21 Jushan Chen , Jonathan Fried , Santiago Paternain

Recently, Gaussian splatting has emerged as a strong alternative to NeRF, demonstrating impressive 3D modeling capabilities while requiring only a fraction of the training and rendering time. In this paper, we show how the standard Gaussian…

Computer Vision and Pattern Recognition · Computer Science 2025-03-25 Luca Savant Aira , Gabriele Facciolo , Thibaud Ehret

Learning a categorical distribution comes with its own set of challenges. A successful approach taken by state-of-the-art works is to cast the problem in a continuous domain to take advantage of the impressive performance of the generative…

Machine Learning · Computer Science 2023-03-09 Florence Regol , Mark Coates

We describe a highly flexible framework to solve 3D radiation transfer problems in scattering dominated environments based on a long characteristics piece-wise parabolic formal solution and an operator splitting method. We find that the…

Astrophysics · Physics 2009-11-11 Peter H. Hauschildt , E. Baron