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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.…

Numerical Analysis · Mathematics 2023-05-15 Benjamin M. Kent , Catherine E. Powell , David J. Silvester , Małgorzata J. Zimoń

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…

Computer Vision and Pattern Recognition · Computer Science 2025-12-17 Shufan Li , Jiuxiang Gu , Kangning Liu , Zhe Lin , Zijun Wei , Aditya Grover , Jason Kuen

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…

Probability · Mathematics 2007-11-21 Rainer Buckdahn , Juan Li , Shige Peng

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…

Numerical Analysis · Mathematics 2018-09-26 Yuanxun Bao , Manas Rachh , Eric Keaveny , Leslie Greengard , Aleksandar Donev

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…

Numerical Analysis · Mathematics 2025-07-30 Rene Winchenbach , Andreas Kolb

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…

Numerical Analysis · Mathematics 2022-11-29 Ryan Vaughn , Tyrus Berry , Harbir Antil

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…

Machine Learning · Computer Science 2026-03-17 Xuefeng Gao , Jiale Zha , Xun Yu Zhou

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…

Numerical Analysis · Mathematics 2021-06-02 Saad Qadeer , Boyce E. Griffith

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…

Machine Learning · Computer Science 2022-06-22 Weitao Du , Tao Yang , He Zhang , Yuanqi Du

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…

Computer Vision and Pattern Recognition · Computer Science 2024-11-25 Jeongsol Kim , Beomsu Kim , Jong Chul Ye

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…

Probability · Mathematics 2021-05-13 Gareth O. Roberts , Jeffrey S. Rosenthal , Nicholas G. Tawn

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,…

Probability · Mathematics 2025-07-11 Manh Hong Duong , Grigorios A. Pavliotis , Julian Tugaut

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…

Methodology · Statistics 2024-02-15 Chih-Li Sung , Wenjia Wang , Liang Ding , Xingjian Wang

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…

Probability · Mathematics 2025-12-25 Yuanping Cui , Xiaoyue Li , Yi Liu , Fengyu Wang

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…

Computational Physics · Physics 2022-05-31 Jiuyang Liang , Zhenli Xu , Yue Zhao

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…

Probability · Mathematics 2026-03-30 Oscar Peralta

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…

Optimization and Control · Mathematics 2025-10-27 Yixin Wang , Qingna Li , Liwei Zhang

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…

Statistical Mechanics · Physics 2020-10-28 Oded Farago

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…

Image and Video Processing · Electrical Eng. & Systems 2019-10-29 Eytan Kats , Jacob Goldberger , Hayit Greenspan

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…

Chemical Physics · Physics 2017-09-13 Kun Yao , John E. Herr , John Parkhill