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Score-based generative models (SGMs) have recently shown impressive results for difficult generative tasks such as the unconditional and conditional generation of natural images and audio signals. In this work, we extend these models to the…

Audio and Speech Processing · Electrical Eng. & Systems 2022-07-08 Simon Welker , Julius Richter , Timo Gerkmann

Diffusion models have emerged as a powerful framework in generative modeling, typically relying on optimizing neural networks to estimate the score function via forward SDE simulations. In this work, we propose an alternative method that is…

Numerical Analysis · Mathematics 2025-06-17 Yuehaw Khoo , Mathias Oster , Yifan Peng

Complex systems with intricate causal dependencies challenge accurate prediction. Effective modeling requires precise physical process representation, integration of interdependent factors, and incorporation of multi-resolution…

Machine Learning · Computer Science 2025-04-08 Xuechun Li , Shan Gao , Susu Xu

The dynamics of a one-dimensional stochastic model is studied in presence of an absorbing boundary. The distribution of fluctuations is analytically characterized within the generalized van Kampen expansion, accounting for higher order…

Statistical Mechanics · Physics 2015-05-28 Claudia Cianci , Francesca Di Patti , Duccio Fanelli

The spontaneously oscillating hair bundle of sensory cells in the inner ear is an example of a stochastic, nonlinear oscillator driven by internal active processes. Moreover, this internal activity is adaptive -- its power input depends on…

Statistical Mechanics · Physics 2021-06-02 Janaki Sheth , Dolores Bozovic , Alex Levine

We develop stochastic mixed finite element methods for spatially adaptive simulations of fluid-structure interactions when subject to thermal fluctuations. To account for thermal fluctuations, we introduce a discrete fluctuation-dissipation…

Mesoscale and Nanoscale Physics · Physics 2023-02-28 Pat Plunkett , Jon Hu , Chris Siefert , Paul J. Atzberger

The unique fluctuation-dissipation theorem for equilibrium stands in contrast with the wide variety of nonequilibrium linear response formulae. Their most traditional approach is "analytic", which, in the absence of detailed balance,…

Statistical Mechanics · Physics 2013-01-21 Marco Baiesi , Christian Maes

We present a field theory for the statistics of charge and current fluctuations in diffusive systems. The cumulant generating function is given by the saddle-point solution for the action of this field theory. The action depends on two…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 Eugene V. Sukhorukov , Andrew N. Jordan , Sebastian Pilgram

Score-based generative models (SGMs) have recently emerged as a promising class of generative models. However, a fundamental limitation is that their inference is very slow due to a need for many (e.g., 2000) iterations of sequential…

Computer Vision and Pattern Recognition · Computer Science 2022-12-06 Hengyuan Ma , Li Zhang , Xiatian Zhu , Jianfeng Feng

We present a concise derivation for several influential score-based diffusion models that relies on only a few textbook results. Diffusion models have recently emerged as powerful tools for generating realistic, synthetic signals --…

Computer Vision and Pattern Recognition · Computer Science 2025-10-06 Chicago Y. Park , Michael T. McCann , Cristina Garcia-Cardona , Brendt Wohlberg , Ulugbek S. Kamilov

For soft matter systems strongly driven by stationary flow, we discuss an extended fluctuation-dissipation theorem (FDT). Beyond the linear response regime, the FDT for the stress acquires an additional contribution involving the observable…

Soft Condensed Matter · Physics 2009-05-29 Thomas Speck , Udo Seifert

In real-world geophysical applications (such as predicting the climate change), the reduced models of real-world complex multiscale dynamics are used to predict the response of the actual multiscale climate to changes in various global…

Dynamical Systems · Mathematics 2013-07-30 Rafail V. Abramov , Marc P. Kjerland

In the past few years systems with slow dynamics have attracted considerable theoretical and experimental interest. Ageing phenomena are observed during this ever-lasting non-equilibrium evolution. A simple instance of such a behaviour is…

Statistical Mechanics · Physics 2011-07-19 Pasquale Calabrese , Andrea Gambassi

Reversing a diffusion process by learning its score forms the heart of diffusion-based generative modeling and for estimating properties of scientific systems. The diffusion processes that are tractable center on linear processes with a…

Machine Learning · Computer Science 2024-07-12 Raghav Singhal , Mark Goldstein , Rajesh Ranganath

Generative modeling of spatio-temporal fields is crucial for a variety of applications, including stochastic weather generators and climate-model surrogates. However, many such fields exhibit complex dependence structures that vary across…

Methodology · Statistics 2026-05-06 Carrie J. Lei-Cramer , Jian Cao , Matthias Katzfuss

Theories with a sign problem due to a complex action or Boltzmann weight can sometimes be numerically solved using a stochastic process in the complexified configuration space. However, the probability distribution effectively sampled by…

High Energy Physics - Lattice · Physics 2025-10-06 Gert Aarts , Diaa E. Habibi , Lingxiao Wang , Kai Zhou

The Generalized Langevin Equation (GLE) can be derived from a particle-bath Hamiltonian, in both classical and quantum dynamics, and provides a route to the (both Markovian and non-Markovian) fluctuation-dissipation theorem (FDT). All…

Statistical Mechanics · Physics 2018-07-04 Bingyu Cui , Alessio Zaccone

We introduce Flux Matching, a new paradigm for generative modeling that generalizes existing score-based models to a broader family of vector fields that need not be conservative. Rather than requiring the model to equal the data score, the…

Machine Learning · Computer Science 2026-05-11 Peter Pao-Huang , Xiaojie Qiu , Stefano Ermon

We analyze the Gray-Scott reaction--diffusion system on $\Omega\subset\mathbb{R}^n$ ($n\ge 1$) with mixed diffusion combining local and nonlocal operators. Using semigroup methods and duality estimates, we prove global existence of…

Analysis of PDEs · Mathematics 2025-10-10 Md Shah Alam

Stochastic thermodynamics is an important development in the direction of finding general thermodynamic principles for non-equilibrium systems. We believe stochastic thermodynamics has the potential to benefit from the measure-theoretic…

Statistical Mechanics · Physics 2023-07-06 Annwesha Dutta , Saikat Sarkar