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Physical models with uncertain inputs are commonly represented as parametric partial differential equations (PDEs). That is, PDEs with inputs that are expressed as functions of parameters with an associated probability distribution.…
Masked Discrete Diffusion Models (MDMs) have achieved strong performance across a wide range of multimodal tasks, including image understanding, generation, and editing. However, their inference speed remains suboptimal due to the need to…
In [5] the authors obtained Mean-Field backward stochastic differential equations (BSDE) associated with a Mean-field stochastic differential equation (SDE) in a natural way as limit of some highly dimensional system of forward and backward…
We present a fluctuating boundary integral method (FBIM) for overdamped Brownian Dynamics (BD) of two-dimensional periodic suspensions of rigid particles of complex shape immersed in a Stokes fluid. We develop a novel approach for…
We present a fully analytic approach for evaluating boundary integrals in two dimensions for Smoothed Particle Hydrodynamics (SPH). Conventional methods often rely on boundary particles or wall re-normalization approaches derived from…
Given only a collection of points sampled from a Riemannian manifold embedded in a Euclidean space, in this paper we propose a new method to solve elliptic partial differential equations (PDEs) supplemented with boundary conditions. Notice…
This paper introduces a new approach to generating sample paths of unknown Markovian stochastic differential equations (SDEs) using diffusion models, a class of generative AI methods commonly employed in image and video applications. Unlike…
High-order numerical methods for solving elliptic equations over arbitrary domains typically require specialized machinery, such as high-quality conforming grids for finite elements method, and quadrature rules for boundary integral…
Diffusion (score-based) generative models have been widely used for modeling various types of complex data, including images, audios, and point clouds. Recently, the deep connection between forward-backward stochastic differential equations…
Diffusion models (DMs), which enable both image generation from noise and inversion from data, have inspired powerful unpaired image-to-image (I2I) translation algorithms. However, they often require a larger number of neural function…
Simulated tempering is a popular method of allowing MCMC algorithms to move between modes of a multimodal target density {\pi}. The paper [24] introduced the Annealed Leap-Point Sampler (ALPS) to allow for rapid movement between modes. In…
In this paper, we study multi-species stochastic interacting particle systems and their mean-field McKean-Vlasov partial differential equations (PDEs) in non-convex landscapes. We discuss the well-posedness of the multi-species SDE system,…
Partial differential equations (PDEs) have become an essential tool for modeling complex physical systems. Such equations are typically solved numerically via mesh-based methods, such as finite element methods, with solutions over the…
Inspired by the stochastic particle method, this paper establishes an easily implementable explicit numerical method for McKean-Vlasov stochastic differential equations (MV-SDEs) with superlinear growth coefficients. The paper establishes…
The random batch Ewald (RBE) is an efficient and accurate method for molecular dynamics (MD) simulations of physical systems at the nano-/micro- scale. The method shows great potential to solve the computational bottleneck of long-range…
This work introduces hybrid stochastic differential equations with memory (mH-SDEs), a new class of stochastic systems where transition rates depend on the joint history of both Euclidean and discrete components. This extends existing…
Bilevel hyperparameter optimization has received growing attention thanks to the fast development of machine learning. Due to the tremendous size of data sets, the scale of bilevel hyperparameter optimization problem could be extremely…
The problem of mass diffusion in layered systems has relevance to applications in different scientific disciplines, e.g., chemistry, material science, soil science, and biomedical engineering. The mathematical challenge in these type of…
Supervised machine learning algorithms, especially in the medical domain, are affected by considerable ambiguity in expert markings. In this study we address the case where the experts' opinion is obtained as a distribution over the…
Fragmentation methods such as the many-body expansion (MBE) are a common strategy to model large systems by partitioning energies into a hierarchy of decreasingly significant contributions. The number of fragments required for chemical…