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Stochastic differential equations (SDEs) describe dynamical systems where deterministic flows, governed by a drift function, are superimposed with random fluctuations, dictated by a diffusion function. The accurate estimation (or discovery)…

Machine Learning · Computer Science 2025-10-22 Patrick Seifner , Kostadin Cvejoski , David Berghaus , Cesar Ojeda , Ramses J. Sanchez

Existing music generation models are mostly language-based, neglecting the frequency continuity property of notes, resulting in inadequate fitting of rare or never-used notes and thus reducing the diversity of generated samples. We argue…

Sound · Computer Science 2024-08-06 Shipei Liu , Xiaoya Fan , Guowei Wu

In this paper we consider stochastic Fokker-Planck Partial Differential Equations (PDEs), obtained as the mean-field limit of weakly interacting particle systems subjected to both independent (or idiosyncratic) and common Brownian noises.…

Probability · Mathematics 2024-05-17 François Delarue , Etienne Tanré , Raphaël Maillet

Solving partial differential equations (PDEs) on fine spatio-temporal scales for high-fidelity solutions is critical for numerous scientific breakthroughs. Yet, this process can be prohibitively expensive, owing to the inherent complexities…

Numerical Analysis · Mathematics 2024-04-09 Yulong Lu , Wuzhe Xu

Diffusion models have recently emerged as powerful stochastic frameworks for high-dimensional inference and generation. However, existing applications to partial differential equations (PDEs) predominantly rely on physics-informed training…

Numerical Analysis · Mathematics 2026-04-03 Yi Bing , Liu Jia , Fu Jinyang , Peng Xiang

Denoising diffusion models are a popular class of generative models providing state-of-the-art results in many domains. One adds gradually noise to data using a diffusion to transform the data distribution into a Gaussian distribution.…

Machine Learning · Computer Science 2023-08-21 Francisco Vargas , Will Grathwohl , Arnaud Doucet

Through Diffusion Models (DMs), we have made significant advances in generating high-quality images. Our exploration of these models delves deeply into their core operational principles by systematically investigating key aspects across…

Machine Learning · Computer Science 2024-02-22 Karam Ghanem , Danilo Bzdok

Score-based generative models (SGMs) have recently emerged as a promising class of generative models. However, a fundamental limitation is that their sampling process is slow due to a need for many (e.g., 2000) iterations of sequential…

Computer Vision and Pattern Recognition · Computer Science 2025-03-03 Hengyuan Ma , Xiatian Zhu , Jianfeng Feng , Li Zhang

Diffusion models have shown promising results in speech enhancement, using a task-adapted diffusion process for the conditional generation of clean speech given a noisy mixture. However, at test time, the neural network used for score…

Audio and Speech Processing · Electrical Eng. & Systems 2024-01-17 Bunlong Lay , Jean-Marie Lemercier , Julius Richter , Timo Gerkmann

The Fractional Diffusion Equation (FDE) is a mathematical model that describes anomalous transport phenomena characterized by non-local and long-range dependencies which deviate from the traditional behavior of diffusion. Solving this…

Numerical Analysis · Mathematics 2023-11-14 Mohammad Partohaghighi , Emmanuel Asante-Asamani , Olaniyi S. Iyiola

We introduce a score-based generative sampling method for solving the nonlinear filtering problem with robust accuracy. A major drawback of existing nonlinear filtering methods, e.g., particle filters, is the low stability. To overcome this…

Optimization and Control · Mathematics 2023-06-16 Feng Bao , Zezhong Zhang , Guannan Zhang

We propose a general framework for conditional sampling in PDE-based inverse problems, targeting the recovery of whole solutions from extremely sparse or noisy measurements. This is accomplished by a function-space diffusion model and…

Machine Learning · Computer Science 2026-02-06 Jiachen Yao , Abbas Mammadov , Julius Berner , Gavin Kerrigan , Jong Chul Ye , Kamyar Azizzadenesheli , Anima Anandkumar

Recent score-based diffusion models (SBDMs) show promising results in unpaired image-to-image translation (I2I). However, existing methods, either energy-based or statistically-based, provide no explicit form of the interfered intermediate…

Computer Vision and Pattern Recognition · Computer Science 2023-08-07 Shikun Sun , Longhui Wei , Junliang Xing , Jia Jia , Qi Tian

The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…

Plasma Physics · Physics 2018-10-08 Johan Anderson , Sara Moradi , Tariq Rafiq

The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. However, there are both theoretical and empirical reasons to consider similar equations driven by…

chao-dyn · Physics 2007-05-23 D. Schertzer , M. Larchevêque , J. Duan , V. V. Yanovsky , S. Lovejoy

The Fokker-Planck (FP) equation governing the evolution of the probability density function (PDF) is applicable to many disciplines but it requires specification of the coefficients for each case, which can be functions of space-time and…

Computational Physics · Physics 2020-08-26 Xiaoli Chen , Liu Yang , Jinqiao Duan , George Em Karniadakis

We propose a Fokker-Planck equation (FPE) theory to describe stochastic fluctuation and relaxation processes of lattice vibration at a wide range of conditions, including those beyond the phonon gas (PG) limit. Using the time-dependent,…

Statistical Mechanics · Physics 2019-01-30 Yi Zeng , Jianjun Dong

Score-based diffusion models are a powerful class of generative models, widely utilized across diverse domains. Despite significant advancements in large-scale tasks such as text-to-image generation, their application to constrained domains…

Machine Learning · Computer Science 2025-07-15 Saeid Naderiparizi , Xiaoxuan Liang , Setareh Cohan , Berend Zwartsenberg , Frank Wood

Diffusion models are a class of probabilistic generative models that have been widely used as a prior for image processing tasks like text conditional generation and inpainting. We demonstrate that these models can be adapted to make…

Machine Learning · Computer Science 2023-06-14 Marc Finzi , Anudhyan Boral , Andrew Gordon Wilson , Fei Sha , Leonardo Zepeda-Núñez

Embedding physical knowledge into neural network (NN) training has been a hot topic. However, when facing the complex real-world, most of the existing methods still strongly rely on the quantity and quality of observation data. Furthermore,…

Fluid Dynamics · Physics 2024-11-20 Dashan Zhang , Yuntian Chen , Shiyi Chen