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In this paper, we first devise an ensemble hybridizable discontinuous Galerkin (HDG) method to efficiently simulate a group of parameterized convection diffusion PDEs. These PDEs have different coefficients, initial conditions, source terms…

Numerical Analysis · Mathematics 2019-03-12 Gang Chen , Liangya Pi , Liwei Xu , Yangwen Zhang

In this paper, we deal with distributed estimation problems in diffusion networks with heterogeneous nodes, i.e., nodes that either implement different adaptive rules or differ in some other aspect such as the filter structure or length, or…

Systems and Control · Computer Science 2017-09-05 Jesus Fernandez-Bes , Jerónimo Arenas-García , Magno T. M. Silva , Luis A. Azpicueta-Ruiz

We present a novel generative modeling method called diffusion normalizing flow based on stochastic differential equations (SDEs). The algorithm consists of two neural SDEs: a forward SDE that gradually adds noise to the data to transform…

Machine Learning · Computer Science 2021-10-15 Qinsheng Zhang , Yongxin Chen

Some recent methods for lossy signal and image compression store only a few selected pixels and fill in the missing structures by inpainting with a partial differential equation (PDE). Suitable operators include the Laplacian, the…

Computer Vision and Pattern Recognition · Computer Science 2015-06-16 Laurent Hoeltgen , Markus Mainberger , Sebastian Hoffmann , Joachim Weickert , Ching Hoo Tang , Simon Setzer , Daniel Johannsen , Frank Neumann , Benjamin Doerr

Currently, there is no general theory for deriving diffusion approximations of queueing systems with high- or infinite-dimensional state descriptors. In this paper, we explore one path for deriving diffusion limit equations of queueing…

Probability · Mathematics 2026-05-28 Eva H Loeser

Oja's algorithm of principal component analysis (PCA) has been one of the methods utilized in practice to reduce dimension. In this paper, we focus on the convergence property of the discrete algorithm. To realize that, we view the…

Numerical Analysis · Mathematics 2023-01-05 Jian-Guo Liu , Zibu Liu

We consider the problem of statistical inference for the effective dynamics of multiscale diffusion processes with (at least) two widely separated characteristic time scales. More precisely, we seek to determine parameters in the effective…

Statistics Theory · Mathematics 2013-05-30 Sebastian Krumscheid , Grigorios A. Pavliotis , Serafim Kalliadasis

We propose an alternative method for one-dimensional continuum diffusion models with spatially variable (heterogeneous) diffusivity. Our method, which extends recent work on stochastic diffusion, assumes the constant-coefficient homogenized…

Computational Physics · Physics 2019-12-18 Elliot J. Carr

For an arbitrary initial configuration of discrete loads over vertices of a distributed graph, we consider the problem of minimizing the {\em discrepancy} between the maximum and minimum loads among all vertices. For this problem, this…

Data Structures and Algorithms · Computer Science 2018-05-15 Takeharu Shiraga

We construct four variants of space-time finite element discretizations based on linear tensor-product and simplex-type finite elements. The resulting discretizations are continuous in space, and continuous or discontinuous in time. In a…

Numerical Analysis · Mathematics 2024-09-05 Max von Danwitz , Igor Voulis , Norbert Hosters , Marek Behr

Diffusion models over discrete spaces have recently shown striking empirical success, yet their theoretical foundations remain incomplete. In this paper, we study the sampling efficiency of score-based discrete diffusion models under a…

Machine Learning · Computer Science 2026-02-17 Daniil Dmitriev , Zhihan Huang , Yuting Wei

We present a class of diffusion-based algorithms to draw samples from high-dimensional probability distributions given their unnormalized densities. Ideally, our methods can transport samples from a Gaussian distribution to a specified…

Machine Learning · Computer Science 2025-02-04 Anand Jerry George , Nicolas Macris

Diffusion models (DMs) have proven to be effective in modeling high-dimensional distributions, leading to their widespread adoption for representing complex priors in Bayesian inverse problems (BIPs). However, current DM-based posterior…

Machine Learning · Computer Science 2025-06-06 Haoxuan Chen , Yinuo Ren , Martin Renqiang Min , Lexing Ying , Zachary Izzo

This paper is devoted to distributed continuous-time and discrete-time optimization problems with nonuniform convex constraint sets and nonuniform stepsizes for general differentiable convex objective functions. The communication graphs are…

Optimization and Control · Mathematics 2020-03-03 Peng Lin , Wei Ren , Chunhua Yang , Weihua Gui

Generating graph-structured data requires learning the underlying distribution of graphs. Yet, this is a challenging problem, and the previous graph generative methods either fail to capture the permutation-invariance property of graphs or…

Machine Learning · Computer Science 2022-06-16 Jaehyeong Jo , Seul Lee , Sung Ju Hwang

This paper develops and analyzes a general iterative framework for solving parameter-dependent and random convection-diffusion problems. It is inspired by the multi-modes method of [7,8] and the ensemble method of [20] and extends those…

Numerical Analysis · Mathematics 2021-10-22 Xiaobing Feng , Yan Luo , Liet Vo , Zhu Wang

This note proposes embedding a time dependent PDE into a convection-diffusion type PDE (in one space dimension higher) with singularity, for which two discretization schemes, the classical streamline-diffusion and the EAFE (edge average…

Numerical Analysis · Mathematics 2016-04-05 Randolph E. Bank , Panayot S. Vassilevski , Ludmil T. Zikatanov

We propose two distributed set-based observers using strip-based and set-propagation approaches for linear discrete-time dynamical systems with bounded modeling and measurement uncertainties. Both algorithms utilize a set-based diffusion…

Systems and Control · Electrical Eng. & Systems 2023-06-21 Amr Alanwar , Jagat Jyoti Rath , Hazem Said , Karl Henrik Johansson , Matthias Althoff

We investigate a numerical behaviour of robust deterministic optimal control problem subject to a convection diffusion equation containing uncertain inputs. Stochastic Galerkin approach, turning the original optimization problem containing…

Numerical Analysis · Mathematics 2023-03-01 Pelin Çiloğlu , Hamdullah Yücel

A novel distributed algorithm is proposed for finite-time converging to a feasible consensus solution satisfying global optimality to a certain accuracy of the distributed robust convex optimization problem (DRCO) subject to bounded…

Optimization and Control · Mathematics 2023-09-06 Xunhao Wu , Jun Fu