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In this paper, we propose a new adaptation of the D-iteration algorithm to numerically solve the differential equations. This problem can be reinterpreted in 2D or 3D (or higher dimensions) as a limit of a diffusion process where the…

Numerical Analysis · Computer Science 2012-04-25 Dohy Hong

Diffusion models have recently attained significant interest within the community owing to their strong performance as generative models. Furthermore, its application to inverse problems have demonstrated state-of-the-art performance.…

Image and Video Processing · Electrical Eng. & Systems 2022-03-22 Hyungjin Chung , Byeongsu Sim , Jong Chul Ye

A parabolic-parabolic (Patlak-) Keller-Segel model in up to three space dimensions with nonlinear cell diffusion and an additional nonlinear cross-diffusion term is analyzed. The main feature of this model is that there exists a new entropy…

Analysis of PDEs · Mathematics 2011-10-18 José Antonio Carrillo , Sabine Hittmeir , Ansgar Jüngel

To model discrete sequences such as DNA, proteins, and language using diffusion, practitioners must choose between three major methods: diffusion in discrete space, Gaussian diffusion in Euclidean space, or diffusion on the simplex. Despite…

Point processes model the distribution of random point sets in mathematical spaces, such as spatial and temporal domains, with applications in fields like seismology, neuroscience, and economics. Existing statistical and machine learning…

Machine Learning · Computer Science 2024-10-31 David Lüdke , Enric Rabasseda Raventós , Marcel Kollovieh , Stephan Günnemann

We study the asymptotic behaviour of a system of nonlinear reaction--diffusion--advection equations in a domain consisting of two bulk regions connected via microscopic channels distributed within a thin membrane. Both the width of the…

Analysis of PDEs · Mathematics 2025-12-15 Lucas M. Fix , Gianna Götzmann , Malte A. Peter , Jan-F. Pietschmann

In this paper, we propose a new adaptation of the D-iteration algorithm to numerically solve the differential equations. This problem can be reinterpreted in 2D or 3D (or higher dimensions) as a limit of a diffusion process where the…

Numerical Analysis · Computer Science 2012-04-30 Dohy Hong

Flow Matching has recently gained attention in generative modeling as a simple and flexible alternative to diffusion models. While existing statistical guarantees adapt tools from the analysis of diffusion models, we take a different…

Machine Learning · Statistics 2026-03-18 Lea Kunkel , Mathias Trabs

A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…

Statistical Mechanics · Physics 2018-05-09 Peter Embacher , Nicolas Dirr , Johannes Zimmer , Celia Reina

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

We consider a linear diffusion equation on $\Omega:=\mathbb{R}^2\setminus\bar{\Omega_\mathcal{O}}$, where $\Omega_\mathcal{O}$ is a bounded domain. The time-dependent flux on the boundary $\Gamma:=\partial\Omega_\mathcal{O}$ is prescribed.…

Analysis of PDEs · Mathematics 2014-10-14 Joep H. M. Evers , Sander C. Hille , Adrian Muntean

We present a Cartesian cut-cell finite-volume method for sharp-interface two-phase diffusion problems in static geometries. The formulation follows a two-fluid approach: independent diffusion equations are discretized in each phase on a…

Numerical Analysis · Mathematics 2026-01-07 Louis Libat , Can Selçuk , Eric Chénier , Vincent Le Chenadec

Diffusion models generate samples by incrementally reversing a process that turns data into noise. We show that when the step size goes to zero, the reversed process is invariant to the distribution of these increments. This reveals a…

Machine Learning · Computer Science 2024-12-12 Henry Li

We consider a model system consisting of two reaction-diffusion equations, where one species diffuses in a volume while the other species diffuses on the surface which surrounds the volume. The two equations are coupled via a nonlinear…

Analysis of PDEs · Mathematics 2017-07-21 Tang Quoc Bao , Klemens Fellner , Evangelos Latos

Diffusion models benefit from instillation of task-specific information into the score function to steer the sample generation towards desired properties. Such information is coined as guidance. For example, in text-to-image synthesis, text…

Machine Learning · Computer Science 2024-03-05 Yuchen Wu , Minshuo Chen , Zihao Li , Mengdi Wang , Yuting Wei

Diffusion models have become a successful approach for solving various image inverse problems by providing a powerful diffusion prior. Many studies tried to combine the measurement into diffusion by score function replacement, matrix…

Computer Vision and Pattern Recognition · Computer Science 2024-05-20 Hanyu Chen , Zhixiu Hao , Liying Xiao

Starting from a particle model describing self-propelled particles interacting through nematic alignment, we derive a macroscopic model for the particle density and mean direction of motion. We first propose a mean-field kinetic model of…

Mathematical Physics · Physics 2019-10-08 Pierre Degond , Sara Merino-Aceituno

Addressing real-world optimization problems becomes particularly challenging when analytic objective functions or constraints are unavailable. While numerous studies have addressed the issue of unknown objectives, limited research has…

This paper provides an elementary, self-contained analysis of diffusion-based sampling methods for generative modeling. In contrast to existing approaches that rely on continuous-time processes and then discretize, our treatment works…

Machine Learning · Statistics 2025-06-25 Galen Reeves , Henry D. Pfister

Diffusion is a fundamental phenomenon that occurs ubiquitously in nature and remains the subject of continuous research interest. Understanding diffusion is a key to understanding leaving systems. In this Chapter, I discuss diffusion of…

Soft Condensed Matter · Physics 2018-10-15 Svyatoslav Kondrat