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An Euler discretization of the Langevin diffusion is known to converge to the global minimizers of certain convex and non-convex optimization problems. We show that this property holds for any suitably smooth diffusion and that different…

Machine Learning · Statistics 2019-12-30 Murat A. Erdogdu , Lester Mackey , Ohad Shamir

Consider the inverse random source scattering problem for the two-dimensional time-harmonic elastic wave equation with an inhomogeneous, anisotropic mass density. The source is modeled as a microlocally isotropic generalized Gaussian random…

Analysis of PDEs · Mathematics 2018-12-27 Jianliang Li , Peijun Li

The probability distribution effectively sampled by a complex Langevin process for theories with a sign problem is not known a priori and notoriously hard to understand. Diffusion models, a class of generative AI, can learn distributions…

High Energy Physics - Lattice · Physics 2024-12-05 Diaa E. Habibi , Gert Aarts , Lingxiao Wang , Kai Zhou

Diffusion models offer stable training and state-of-the-art performance for deep generative modeling tasks. Here, we consider their use in the context of multivariate subsurface modeling and probabilistic inversion. We first demonstrate…

Computer Vision and Pattern Recognition · Computer Science 2026-01-28 Roberto Miele , Niklas Linde

This work investigates both direct and inverse problems of the variable-exponent sub-diffusion model, which attracts increasing attentions in both practical applications and theoretical aspects. Based on the perturbation method, which…

Numerical Analysis · Mathematics 2025-01-31 Zhiyuan Li , Chunlong Sun , Xiangcheng Zheng

How do diffusion generative models convert pure noise into meaningful images? In a variety of pretrained diffusion models (including conditional latent space models like Stable Diffusion), we observe that the reverse diffusion process that…

Computer Vision and Pattern Recognition · Computer Science 2024-03-27 Binxu Wang , John J. Vastola

The backwards diffusion equation is one of the classical ill-posed inverse problems, related to a wide range of applications, and has been extensively studied over the last 50 years. One of the first methods was that of {\it…

Numerical Analysis · Mathematics 2019-10-08 Barbara Kaltenbacher , William Rundell

We introduce a novel approach for dealing with eigenvalue problems of Sturm-Liouville operators generated by the differential expression \begin{equation*} Ly=\frac{1}{r}\left( -(p\left[ y^{\prime }+sy\right] )^{\prime }+sp\left[ y^{\prime…

Spectral Theory · Mathematics 2017-11-21 Jun Yan , Guoliang Shi , Jia Zhao

We consider branching particle processes on discrete structures like the hypercube in a random fitness landscape (i.e., random branching/killing rates). The main question is about the location where the main part of the population sits at a…

Probability · Mathematics 2021-07-20 Wolfgang König

This paper presents an extended version of the article [Franz, S., Kopteva, N.: J. Differential Equations, 252 (2012)]. The main improvement compared to the latter is in that here we additionally estimate the mixed second-order derivative…

Analysis of PDEs · Mathematics 2022-12-23 Sebastian Franz , Natalia Kopteva

The smoothing distribution is the conditional distribution of the diffusion process in the space of trajectories given noisy observations made continuously in time. It is generally difficult to sample from this distribution. We use the…

Probability · Mathematics 2025-03-07 Oskar Eklund , Annika Lang , Moritz Schauer

The self-diffusion coefficient of a granular gas in the homogeneous cooling state is analyzed near the shearing instability. Using mode-coupling theory, it is shown that the coefficient diverges logarithmically as the instability is…

Statistical Mechanics · Physics 2015-07-02 J. Javier Brey , Maria J. Ruiz-Montero

We study discrete linear divergence-form operators with random coefficients, also known as the random conductance model. We assume that the conductances are bounded, independent and stationary; the law of a conductance may depend on the…

Probability · Mathematics 2017-02-10 Arianna Giunti , Jean-Christophe Mourrat

In a system with one conserved charge the charge diffusion is modified by non-linear self-interactions within an effective field theory (EFT) of diffusive fluctuations. We include the slowest ultraviolet (UV) mode, constructing a…

High Energy Physics - Theory · Physics 2024-03-21 Navid Abbasi , Matthias Kaminski , Omid Tavakol

The classical Luria-Delbr\"uck model for fluctuation analysis is extended to the case where cells can either divide or die at the end of their generation time. This leads to a family of probability distributions generalizing the…

Populations and Evolution · Quantitative Biology 2013-05-30 Bernard Ycart

The properties of diffusion processes are drastically affected by heterogeneities of the medium that can induce non-Gaussian behavior of the propagator in contrast with the idealized realm of Brownian motion. In this paper we analyze the…

Statistical Mechanics · Physics 2019-11-05 Yann Lanoiselée , Denis S. Grebenkov

We consider the determination of an unknown potential $q(x)$ form a fractional diffusion equation subject to overposed lateral boundary data. We show that this data allows recovery of two spectral sequences for the associated inverse…

Mathematical Physics · Physics 2018-11-15 William Rundell , Masahiro Yamamoto

Popularized by their strong image generation performance, diffusion and related methods for generative modeling have found widespread success in visual media applications. In particular, diffusion methods have enabled new approaches to data…

Image and Video Processing · Electrical Eng. & Systems 2026-01-28 Yibo Yang , Stephan Mandt

Conventional X-ray methods use incoming plane waves and result in discrete diffraction patterns when scattered at crystals. Here we find, by a systematic method, incoming waveforms which exhibit discrete diffraction patterns when scattered…

Optics · Physics 2015-06-16 Gero Friesecke , Richard D. James , Dominik Jüstel

Recently, diffusion models have gained popularity due to their impressive generative abilities. These models learn the implicit distribution given by the training dataset, and sample new data by transforming random noise through the reverse…

Machine Learning · Computer Science 2024-10-22 Dana Weitzner , Mauricio Delbracio , Peyman Milanfar , Raja Giryes