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In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…

Probability · Mathematics 2016-10-23 Mark Freidlin , Leonid Koralov

We present an accessible first course on diffusion models and flow matching for machine learning, aimed at a technical audience with no diffusion experience. We try to simplify the mathematical details as much as possible (sometimes…

Machine Learning · Computer Science 2024-06-25 Preetum Nakkiran , Arwen Bradley , Hattie Zhou , Madhu Advani

Diffusion is an ubiquitous phenomenon. It is a widespread belief that as long as the area under a current autocorrelation function converges in time, the corresponding spatiotemporal density dynamics should be diffusive. This may be viewed…

Statistical Mechanics · Physics 2025-07-04 Scott D. Linz , Jiaozi Wang , Robin Steinigeweg , Jochen Gemmer

This book presents the core principles that have guided the development of diffusion models, tracing their origins and showing how diverse formulations arise from shared mathematical ideas. Diffusion modeling starts by defining a forward…

Machine Learning · Computer Science 2026-05-28 Chieh-Hsin Lai , Yang Song , Dongjun Kim , Yuki Mitsufuji , Stefano Ermon

Diffusion models have become the go-to method for many generative tasks, particularly for image-to-image generation tasks such as super-resolution and inpainting. Current diffusion-based methods do not provide statistical guarantees…

Computer Vision and Pattern Recognition · Computer Science 2022-11-18 Eliahu Horwitz , Yedid Hoshen

In a convergence of machine learning and biology, we reveal that diffusion models are evolutionary algorithms. By considering evolution as a denoising process and reversed evolution as diffusion, we mathematically demonstrate that diffusion…

Neural and Evolutionary Computing · Computer Science 2026-05-12 Yanbo Zhang , Benedikt Hartl , Hananel Hazan , Michael Levin

For the concrete model of Brownian particles dynamics in non-uniform environment, the time interval estimation is constructed, on which phenomenological Fick laws for diffusion phenomenon description can be used. The knowledge of these…

Probability · Mathematics 2012-12-11 V. A Doobko

Propagation equations for optical pulses are needed to assist in describing applications in ever more extreme situations -- including those in metamaterials with linear and nonlinear magnetic responses. Here I show how to derive a single…

Optics · Physics 2014-05-14 Paul Kinsler

The single-mode approximation of the resonant state expansion has proven to give accurate first-order approximations of resonance shifts and linewidth changes when modifying the material properties inside open optical resonators. Here, we…

Optics · Physics 2020-01-08 Steffen Both , Thomas Weiss

Diffusion models have achieved remarkable success in text-to-image generation tasks; however, the role of initial noise has been rarely explored. In this study, we identify specific regions within the initial noise image, termed trigger…

Computer Vision and Pattern Recognition · Computer Science 2024-06-05 Yuanhao Ban , Ruochen Wang , Tianyi Zhou , Boqing Gong , Cho-Jui Hsieh , Minhao Cheng

Diffusion models achieve state-of-the-art performance in various generation tasks. However, their theoretical foundations fall far behind. This paper studies score approximation, estimation, and distribution recovery of diffusion models,…

Machine Learning · Computer Science 2023-02-15 Minshuo Chen , Kaixuan Huang , Tuo Zhao , Mengdi Wang

The statistical problem of parameter estimation in partially observed hypoelliptic diffusion processes is naturally occurring in many applications. However, due to the noise structure, where the noise components of the different coordinates…

Methodology · Statistics 2018-11-13 Susanne Ditlevsen , Adeline Samson

While efficient distribution learning is no doubt behind the groundbreaking success of diffusion modeling, its theoretical guarantees are quite limited. In this paper, we provide the first rigorous analysis on approximation and…

Machine Learning · Statistics 2023-03-06 Kazusato Oko , Shunta Akiyama , Taiji Suzuki

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

We show that propagation speeds in invasion processes modeled by reaction-diffusion systems are determined by marginal spectral stability conditions, as predicted by the marginal stability conjecture. This conjecture was recently settled in…

Analysis of PDEs · Mathematics 2023-10-24 Montie Avery

In this paper we obtain uniform propagation estimates for systems of interacting diffusions. We adopt a general model, satisfying various conditions which ensure that the decay resulting from the internal dynamics term dominates the…

Probability · Mathematics 2017-02-24 Jamil Salhi , James MacLaurin , Salwa Toumi

The bifurcation theory of ordinary differential equations (ODEs), and its application to deterministic population models, are by now well established. In this article, we begin to develop a complementary theory for diffusion-like…

Dynamical Systems · Mathematics 2021-01-22 Eric Foxall

Code diffusion models generate code by iteratively removing noise from the latent representation of a code snippet. During later steps of the diffusion process, when the code snippet has almost converged, differences between discrete…

Software Engineering · Computer Science 2025-08-18 Mukul Singh , Gust Verbruggen , Vu Le , Sumit Gulwani

Here, an approach in terms of shot noise is proposed to study and characterize surface diffusion and low vibrational motion when having interacting adsorbates on surfaces. In what we call statistical limit, that is, at long times and high…

Statistical Mechanics · Physics 2007-06-13 R. Martinez-Casado , J. L. Vega , A. S. Sanz , S. Miret-Artes

In this paper we consider a sub-diffusion problem where the fractional time derivative is approximated either by the L1 scheme or by Convolution Quadrature. We propose new interpretations of the numerical schemes which lead to a posteriori…

Numerical Analysis · Mathematics 2022-03-02 Lehel Banjai , Charalambos G. Makridakis