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This paper introduces and analyses interacting underdamped Langevin algorithms, termed Kinetic Interacting Particle Langevin Monte Carlo (KIPLMC) methods, for statistical inference in latent variable models. We propose a diffusion process…

Computation · Statistics 2026-04-17 Paul Felix Valsecchi Oliva , O. Deniz Akyildiz

Connecting short time microscopic dynamics with long time hydrodynamics in strongly correlated quantum systems is one of the outstanding questions. In particular, it is very difficult to determine various hydrodynamic coefficients like the…

Statistical Mechanics · Physics 2020-05-20 Jonathan Wurtz , Anatoli Polkovnikov

The dynamical formulation of the optimal transport can be extended through various choices of the underlying geometry (kinetic energy), and the regularization of density paths (potential energy). These combinations yield different…

Machine Learning · Computer Science 2024-07-04 Kirill Neklyudov , Rob Brekelmans , Alexander Tong , Lazar Atanackovic , Qiang Liu , Alireza Makhzani

We introduce a novel particle-based algorithm for end-to-end training of latent diffusion models. We reformulate the training task as minimizing a free energy functional and obtain a gradient flow that does so. By approximating the latter…

Machine Learning · Statistics 2026-03-31 Tim Y. J. Wang , Juan Kuntz , O. Deniz Akyildiz

The friction force is derived using fractional calculus by considering the non-uniform flow of time in dissipative processes. The approach incorporates inhomogeneous velocity without unphysical approximations, resulting in a Lagrangian…

Mesoscale and Nanoscale Physics · Physics 2024-07-22 Georgii Koniukov

Phase retrieval(PR) problem is a kind of ill-condition inverse problem which is arising in various of applications. Based on the Wirtinger flow(WF) method, a reweighted Wirtinger flow(RWF) method is proposed to deal with PR problem. RWF…

Information Theory · Computer Science 2017-04-05 Ziyang Yuan , Hongxia Wang

Turbulent compressible flows are traditionally simulated using explicit time integrators applied to discretized versions of the Navier-Stokes equations. However, the associated Courant-Friedrichs-Lewy condition severely restricts the…

Computational Physics · Physics 2021-08-11 Dominik Wilde , Andreas Krämer , Dirk Reith , Holger Foysi

A detailed derivation of the Lattice Boltzmann (LB) scheme for relativistic fluids recently proposed in Ref. [1], is presented. The method is numerically validated and applied to the case of two quite different relativistic fluid dynamic…

Solar and Stellar Astrophysics · Physics 2010-12-28 M. Mendoza , B. M. Boghosian , H. J. Herrmann , S. Succi

This paper proposes novel gradient-flow schemes that yield convergence to the optimal point of a convex optimization problem within a \textit{fixed} time from any given initial condition for unconstrained optimization, constrained…

Optimization and Control · Mathematics 2022-04-27 Kunal Garg , Dimitra Panagou

Training time-series forecasting models requires aligning the conditional distribution of model forecasts with that of the label sequence. The standard direct forecast (DF) approach resorts to minimizing the conditional negative…

Machine Learning · Computer Science 2026-04-14 Hao Wang , Licheng Pan , Yuan Lu , Zhixuan Chu , Xiaoxi Li , Shuting He , Zhichao Chen , Haoxuan Li , Qingsong Wen , Zhouchen Lin

We prove optimal error bounds for a second order in time finite element approximation of curve shortening flow in possibly higher codimension. In addition, we introduce a second order in time method for curve diffusion. Both schemes are…

Numerical Analysis · Mathematics 2026-01-29 Klaus Deckelnick , Robert Nürnberg

Recently, Deng et al. (2026) proposed Generative Modeling via Drifting (GMD), a novel framework for generative tasks. This note presents an analysis of GMD through the lens of Wasserstein Gradient Flows (WGF), i.e., the path of steepest…

Machine Learning · Computer Science 2026-05-22 Arthur Gretton , Li Kevin Wenliang , Alexandre Galashov , James Thornton , Valentin De Bortoli , Arnaud Doucet

We propose a novel generalization of the conditional gradient (CG / Frank-Wolfe) algorithm for minimizing a smooth function $f$ under an intersection of compact convex sets, using a first-order oracle for $\nabla f$ and linear minimization…

Optimization and Control · Mathematics 2024-10-11 Zev Woodstock , Sebastian Pokutta

We present and analyze a first order least squares method for convection dominated diffusion problems, which provides robust L2 a priori error estimate for the scalar variable even if the given data f in L2 space. The novel theoretical…

Numerical Analysis · Mathematics 2014-10-09 Huangxin Chen , Guosheng Fu , Jingzhi Li , Weifeng Qiu

State-space models provide an important body of techniques for analyzing time-series, but their use requires estimating unobserved states. The optimal estimate of the state is its conditional expectation given the observation histories, and…

We propose a novel Stochastic Frank-Wolfe (a.k.a. conditional gradient) algorithm for constrained smooth finite-sum minimization with a generalized linear prediction/structure. This class of problems includes empirical risk minimization…

Training learning parameterizations to solve optimal power flow (OPF) with pointwise constraints is proposed. In this novel training approach, a learning parameterization is substituted directly into an OPF problem with constraints required…

Systems and Control · Electrical Eng. & Systems 2025-10-24 Damian Owerko , Anna Scaglione , Alejandro Ribeiro

As a mathematical model of high-speed flow and shock wave propagation in a complex multimaterial setting, Lagrangian hydrodynamics is characterized by moving meshes, advection-dominated solutions, and moving shock fronts with sharp…

Numerical Analysis · Mathematics 2021-11-24 Dylan Matthew Copeland , Siu Wun Cheung , Kevin Huynh , Youngsoo Choi

Stochastic Closed-Loop Active Fault Diagnosis (CLAFD) aims to select the input sequentially in order to improve the discrimination of different models by minimizing the predicted error probability. As computation of these error…

Systems and Control · Electrical Eng. & Systems 2024-01-12 Jacques Noom , Oleg Soloviev , Carlas Smith , Michel Verhaegen

Scene flow estimation is an essential ingredient for a variety of real-world applications, especially for autonomous agents, such as self-driving cars and robots. While recent scene flow estimation approaches achieve a reasonable accuracy,…

Computer Vision and Pattern Recognition · Computer Science 2024-10-07 Yushan Zhang , Bastian Wandt , Maria Magnusson , Michael Felsberg