Related papers: A convergent interacting particle method for compu…
In this paper, we develop a unified framework able to certify both exponential and subexponential convergence rates for a wide range of iterative first-order optimization algorithms. To this end, we construct a family of parameter-dependent…
Douglas-Rachford splitting and its equivalent dual formulation ADMM are widely used iterative methods in composite optimization problems arising in control and machine learning applications. The performance of these algorithms depends on…
We present a robust computational framework for advective-diffusive-reactive systems that satisfies maximum principles, the non-negative constraint, and element-wise species balance property. The proposed methodology is valid on general…
The blooming diffusion probabilistic models (DPMs) have garnered significant interest due to their impressive performance and the elegant inspiration they draw from physics. While earlier DPMs relied upon the Markovian assumption, recent…
We perform an exhaustive study of the simplest, nontrivial problem in advection-diffusion -- a finite absorber of arbitrary cross section in a steady two-dimensional potential flow of concentrated fluid. This classical problem has been…
Diffusion models have exhibited exciting capabilities in generating images and are also very promising for video creation. However, the inference speed of diffusion models is limited by the slow sampling process, restricting its use cases.…
Score-based diffusion models, while achieving remarkable empirical performance, often suffer from low sampling speed, due to extensive function evaluations needed during the sampling phase. Despite a flurry of recent activities towards…
Diffusion in a multidimensional energy surface with minima and barriers is a problem of importance in statistical mechanics and also has wide applications, such as protein folding. To understand it in such a system, we carry out theory and…
In this paper we investigate the variable coefficient two-sided fractional diffusion, advection, reaction equations on a bounded interval. It is known that the fractional diffusion operator may lose coercivity due to the variable…
Langevin Dynamics is a Stochastic Differential Equation (SDE) central to sampling and generative modeling and is implemented via time discretization. Langevin Monte Carlo (LMC), based on the Euler-Maruyama discretization, is the simplest…
The Random Batch Method (RBM) proposed in [Jin et al. J Comput Phys, 2020] is an efficient algorithm for simulating interacting particle systems (IPS). In this paper, we investigate the Random Batch Method with replacement (RBM-r), which is…
Oja's algorithm of principal component analysis (PCA) has been one of the methods utilized in practice to reduce dimension. In this paper, we focus on the convergence property of the discrete algorithm. To realize that, we view the…
In convection-dominated flows, robustness of the spatial discretisation is a key property. While Interior Penalty Galerkin (IPG) methods already proved efficient in the situation of large mesh Peclet numbers, Arbitrary Lagrangian-Eulerian…
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…
Diffusion Probabilistic Models (DPMs) have achieved great success in image generation but suffer from high inference latency due to their iterative denoising nature. Motivated by the evolving feature dynamics across the denoising…
In this paper, we extend the class of kernel methods, the so-called diffusion maps (DM) and ghost point diffusion maps (GPDM), to solve the time-dependent advection-diffusion PDE on unknown smooth manifolds without and with boundaries. The…
In this paper, we develop a class of interacting particle Langevin algorithms to solve inverse problems for partial differential equations (PDEs). In particular, we leverage the statistical finite elements (statFEM) formulation to obtain a…
In this paper, we address the problem of efficient execution of a computation pattern, referred to here as the irregular wavefront propagation pattern (IWPP), on hybrid systems with multiple CPUs and GPUs. The IWPP is common in several…
The Radial Point Interpolation Mixed Collocation (RPIMC) method is proposed in this paper for transient analysis of diffusion problems. RPIMC is an efficient purely meshless method where the solution of the field variable is obtained…
We study the emergence and dynamics of pulled fronts described by the Fisher-Kolmogorov-Petrovsky-Piscounov (FKPP) equation in the microscopic reaction-diffusion process A + A <-> A$ on the lattice when only a particle is allowed per site.…