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While the mathematical foundations of score-based generative models are increasingly well understood for unconstrained Euclidean spaces, many practical applications involve data restricted to bounded domains. This paper provides a…

Statistics Theory · Mathematics 2026-03-26 Asbjørn Holk , Claudia Strauch , Lukas Trottner

Diffusion models have revolutionized various application domains, including computer vision and audio generation. Despite the state-of-the-art performance, diffusion models are known for their slow sample generation due to the extensive…

Machine Learning · Computer Science 2024-06-25 Zehao Dou , Minshuo Chen , Mengdi Wang , Zhuoran Yang

Overdamped Langevin dynamics are reversible stochastic differential equations which are commonly used to sample probability measures in high-dimensional spaces, such as the ones appearing in computational statistical physics and Bayesian…

Numerical Analysis · Mathematics 2025-02-10 Tony Lelièvre , Grigorios A. Pavliotis , Geneviève Robin , Régis Santet , Gabriel Stoltz

Nowadays a vast literature is available on the Hele-Shaw or incompressible limit for nonlinear degenerate diffusion equations. This problem has attracted a lot of attention due to its applications to tissue growth and crowd motion modelling…

Analysis of PDEs · Mathematics 2025-10-29 Noemi David , Alpár R. Mészáros , Filippo Santambrogio

In this paper, concerning SDEs with H\"older continuous drifts, which are merely dissipative at infinity, and SDEs with piecewise continuous drifts, we investigate the strong law of large numbers and the central limit theorem for underlying…

Probability · Mathematics 2024-03-12 Jianhai Bao , Jiaqing Hao

In this paper, we investigate the construction of a diffusion process whose time-marginal densities are constrained to belong to a given set at all time. The construction is obtained from a penalization approximation to the constraint set,…

Probability · Mathematics 2017-04-20 Jean-Francois Jabir

By the probabilistic coupling approach which combines a new refined basic coupling with the synchronous coupling for L\'evy processes, we obtain explicit exponential contraction rates in terms of the standard $L^1$-Wasserstein distance for…

Probability · Mathematics 2024-02-20 Yao Liu , Jian Wang , Meng-ge Zhang

The asymptotic behaviour of empirical measures has plenty of studies. However, the research on conditional empirical measures is limited. Being the development of Wang \cite{eW1}, under the quadratic Wasserstein distance, we investigate the…

Probability · Mathematics 2022-04-29 Huaiqian Li , Bingyao Wu

A comprehensive methodology for establishing the existence of gradient flows for cross-diffusion systems with respect to suitable energies is proposed. The approach is based on the construction of piecewise-in-time constant approximations…

Analysis of PDEs · Mathematics 2026-04-03 Mathias Dus , Ansgar Jüngel

We study approximations of reflected It\^o diffusions on convex subsets $D$ of $\Rd$ by solutions of stochastic differential equations with penalization terms. We assume that the diffusion coefficients are merely measurable (possibly…

Probability · Mathematics 2012-07-02 Leszek Slominski

This work is devoted to the Lipschitz contraction and the long time behavior of certain Markov processes. These processes diffuse and jump. They can represent some natural phenomena like size of cell or data transmission over the Internet.…

Probability · Mathematics 2012-10-12 Bertrand Cloez

We obtain $q$-Wasserstein convergence rates in the invariance principle for nonuniformly hyperbolic flows, where $q\ge1$ depends on the degree of nonuniformity. Utilizing a martingale-coboundary decomposition for nonuniformly expanding…

Dynamical Systems · Mathematics 2025-11-07 Ian Melbourne , Zhe Wang

Let $P_t$ be the (Neumann) diffusion semigroup $P_t$ generated by a weighted Laplacian on a complete connected Riemannian manifold $M$ without boundary or with a convex boundary. It is well known that the Bakry-Emery curvature is bounded…

Probability · Mathematics 2016-11-24 Feng-Yu Wang

In this paper, we extend the paraxial conical refraction model to the case of the partially coherent light using the unified optical coherence theory. We demonstrate the decomposition of conical refraction correlation functions into…

Optics · Physics 2022-05-12 V. Yu. Mylnikov , V. V. Dudelev , E. U. Rafailov , G. S. Sokolovskii

Markov chains and diffusion processes are indispensable tools in machine learning and statistics that are used for inference, sampling, and modeling. With the growth of large-scale datasets, the computational cost associated with simulating…

Statistics Theory · Mathematics 2017-08-31 Jonathan H. Huggins , James Zou

In this article, we discuss ergodicity properties of a diffusion process given through an It\^{o} stochastic differential equation. We identify conditions on the drift and diffusion coefficients which result in sub-geometric ergodicity of…

Probability · Mathematics 2020-06-03 Petra Lazić , Nikola Sandrić

We provide new convergence guarantees in Wasserstein distance for diffusion-based generative models, covering both stochastic (DDPM-like) and deterministic (DDIM-like) sampling methods. We introduce a simple framework to analyze…

Machine Learning · Computer Science 2025-11-14 Eliot Beyler , Francis Bach

Over the past fifteen years, the theory of Wasserstein gradient flows of convex (or, more generally, semiconvex) energies has led to advances in several areas of partial differential equations and analysis. In this work, we extend the…

Analysis of PDEs · Mathematics 2017-05-04 Katy Craig

We present a framework that allows for the non-asymptotic study of the $2$-Wasserstein distance between the invariant distribution of an ergodic stochastic differential equation and the distribution of its numerical approximation in the…

Machine Learning · Statistics 2021-09-27 J. M. Sanz-Serna , Konstantinos C. Zygalakis

Score-based diffusion models have demonstrated remarkable empirical success in learning high-dimensional distributions, particularly those exhibiting low-dimensional and multi-modal structures. However, theoretical understanding of their…

Machine Learning · Statistics 2026-05-29 Jingda Wu , Changxiao Cai