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Diffusion Probabilistic Model (DDPM) for generating one-day-ahead arbitrage-free implied volatility surfaces. To capture the path-dependent nature of volatility dynamics, we condition our model on a set of market variables, including…

Computational Finance · Quantitative Finance 2026-05-11 Chen Jin , Ankush Agarwal

Deep learning models in the Earth Observation domain heavily rely on the availability of large-scale accurately labeled satellite imagery. However, obtaining and labeling satellite imagery is a resource-intensive endeavor. While generative…

Computer Vision and Pattern Recognition · Computer Science 2023-10-02 Orkhan Baghirli , Hamid Askarov , Imran Ibrahimli , Ismat Bakhishov , Nabi Nabiyev

We develop a novel data-driven robust model predictive control (DDRMPC) approach for automatic control of irrigation systems. The fundamental idea is to integrate both mechanistic models, which describe dynamics in soil moisture variations,…

Systems and Control · Computer Science 2020-06-16 Chao Shang , Wei-Han Chen , Abraham Duncan Stroock , Fengqi You

Denoising Diffusion Probabilistic Models (DDPMs) can generate high-quality samples such as image and audio samples. However, DDPMs require hundreds to thousands of iterations to produce final samples. Several prior works have successfully…

Computer Vision and Pattern Recognition · Computer Science 2022-11-01 Luping Liu , Yi Ren , Zhijie Lin , Zhou Zhao

The development of a reliable and robust surrogate model is often constrained by the dimensionality of the problem. For a system with high-dimensional inputs/outputs (I/O), conventional approaches usually use a low-dimensional manifold to…

Image and Video Processing · Electrical Eng. & Systems 2020-10-01 Xihaier Luo , Ahsan Kareem

A diffusion probabilistic model (DPM), which constructs a forward diffusion process by gradually adding noise to data points and learns the reverse denoising process to generate new samples, has been shown to handle complex data…

Computer Vision and Pattern Recognition · Computer Science 2023-10-16 Zhengxiong Luo , Dayou Chen , Yingya Zhang , Yan Huang , Liang Wang , Yujun Shen , Deli Zhao , Jingren Zhou , Tieniu Tan

Denoising diffusion probabilistic models (DDPMs) have emerged as powerful generative models for complex distributions, yet their use in arbitrage-free derivative pricing remains largely unexplored. Financial asset prices are naturally…

Mathematical Finance · Quantitative Finance 2026-03-24 Nilay Tiwari

Generative models have demonstrated remarkable success in domains such as text, image, and video synthesis. In this work, we explore the application of generative models to fluid dynamics, specifically for turbulence simulation, where…

Computational Engineering, Finance, and Science · Computer Science 2025-04-09 Nikolaj T. Mücke , Benjamin Sanderse

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…

Artificial Intelligence · Computer Science 2023-12-12 Bowen Sun , Shibao Zheng

Engineering design and scientific analysis rely upon computer simulations of turbulent fluid flows using turbulence models. These turbulence models are empirical and approximate, leading to large uncertainties in their predictions that…

Fluid Dynamics · Physics 2024-05-28 Minghan Chu , Weicheng Qian

This paper explores the utility of diffusion-based models for anomaly detection, focusing on their efficacy in identifying deviations in both compact and high-resolution datasets. Diffusion-based architectures, including Denoising Diffusion…

Machine Learning · Computer Science 2024-12-11 Aryan Bhosale , Samrat Mukherjee , Biplab Banerjee , Fabio Cuzzolin

Turbulent flows play an important role in many scientific and technological design problems. Both Sub-Grid Scale (SGS) models in Large Eddy Simulations (LES) and Reynolds Averaged Navier Stokes (RANS) based modeling will require turbulence…

Fluid Dynamics · Physics 2024-07-16 Minghan Chu

Diffusion and flow-based models have enabled significant progress in generation tasks across various modalities and have recently found applications in predictive learning. However, unlike typical generation tasks that encourage sample…

Computer Vision and Pattern Recognition · Computer Science 2026-03-24 Yu Zhang , Xingzhuo Guo , Haoran Xu , Jialong Wu , Mingsheng Long

The Bayesian uncertainty quantification technique has become well established in turbulence modeling over the past few years. However, it is computationally expensive to construct a globally accurate surrogate model for Bayesian inference…

Data Analysis, Statistics and Probability · Physics 2022-03-16 Fanzhi Zeng , Wei Zhang , Jinping Li , Tianxin Zhang , Chao Yan

Denoising Diffusion Probabilistic Models (DDPMs) have significantly advanced generative AI, achieving impressive results in high-quality image and data generation. However, enhancing fidelity without compromising semantic content remains a…

Diffusion and flow matching models have achieved remarkable success in text-to-image generation. However, these models typically rely on the predetermined denoising schedules for all prompts. The multi-step reverse diffusion process can be…

Computer Vision and Pattern Recognition · Computer Science 2025-03-06 Zilyu Ye , Zhiyang Chen , Tiancheng Li , Zemin Huang , Weijian Luo , Guo-Jun Qi

The design of aerodynamic shapes, such as airfoils, has traditionally required significant computational resources and relied on predefined design parameters, which limit the potential for novel shape synthesis. In this work, we introduce a…

Machine Learning · Computer Science 2024-12-19 Reid Graves , Amir Barati Farimani

Poroelasticity -- coupled fluid flow and elastic deformation in porous media -- often involves spatially variable permeability, especially in subsurface systems. In such cases, simulations with random permeability fields are widely used for…

Machine Learning · Computer Science 2025-09-16 Sangjoon Park , Yeonjong Shin , Jinhyun Choo

The purpose of this study is to present and compare three denoising diffusion probabilistic models (DDPMs) that generate 3D $T_1$-weighted MRI human brain images. Three DDPMs were trained using 80,675 image volumes from 42,406 subjects…

Image and Video Processing · Electrical Eng. & Systems 2025-11-03 Samuel W. Remedios , Aaron Carass , Jerry L. Prince , Blake E. Dewey

This work studies the effectiveness of several machine learning techniques for predicting extreme events occurring in the flow around an airfoil at low Reynolds. For certain Reynolds numbers the aerodynamic forces exhibit intermittent…

Fluid Dynamics · Physics 2021-08-13 Samuel H. Rudy , Themistoklis P. Sapsis