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A standard inverse problem is to determine a source which is supported in an unknown domain $D$ from external boundary measurements. Here we consider the case of a time-dependent situation where the source is equal to unity in an unknown…

Numerical Analysis · Mathematics 2019-04-08 William Rundell , Zhidong Zhang

We develop a fully discrete scheme for time-fractional diffusion equations by using a finite difference method in time and a finite element method in space. The fractional derivatives are used in Caputo sense. Stability and error estimates…

Analysis of PDEs · Mathematics 2019-08-05 Moulay Rchid Sidi Ammi , Ismail Jamiai , Delfim F. M. Torres

The work presents integral solutions of the fractional subdiffusion equation by an integral method, as an alternative approach to the solutions employing hypergeometric functions. The integral solution suggests a preliminary defined profile…

Mathematical Physics · Physics 2011-03-09 Jordan Hristov

We discuss the identification of a time-dependent potential in a time-fractional diffusion model from a boundary measurement taken at a single point. Theoretically, we establish a conditional Lipschitz stability for this inverse problem.…

Numerical Analysis · Mathematics 2024-07-23 Siyu Cen , Kwancheol Shin , Zhi Zhou

We present Diffusion Restore, a real-time framework for diffusion-based MCMC light transport. MCMC methods are highly suitable for sampling from complex high-dimensional distributions and for approximating integrals over them. In practice,…

Computational Engineering, Finance, and Science · Computer Science 2026-05-21 Sascha Holl , Gurprit Singh , Hans-Peter Seidel

In this paper, we consider the direct and inverse problem for time-fractional diffusion in a domain with an impenetrable subregion. Here we assume that on the boundary of the subregion the solution satisfies a generalized impedance boundary…

Analysis of PDEs · Mathematics 2020-04-16 Isaac Harris

To sample from a general target distribution $p_*\propto e^{-f_*}$ beyond the isoperimetric condition, Huang et al. (2023) proposed to perform sampling through reverse diffusion, giving rise to Diffusion-based Monte Carlo (DMC).…

Machine Learning · Statistics 2024-01-15 Xunpeng Huang , Difan Zou , Hanze Dong , Yian Ma , Tong Zhang

A fourth-order compact scheme is proposed for a fourth-order subdiffusion equation with the first Dirichlet boundary conditions. The fourth-order problem is firstly reduced into a couple of spatially second-order system and we use an…

Numerical Analysis · Mathematics 2019-07-04 Jialing Zhong , Hong-lin Liao , Bingquan Ji , Luming Zhang

This tutorial provides an in-depth guide on inference-time guidance and alignment methods for optimizing downstream reward functions in diffusion models. While diffusion models are renowned for their generative modeling capabilities,…

Artificial Intelligence · Computer Science 2025-01-22 Masatoshi Uehara , Yulai Zhao , Chenyu Wang , Xiner Li , Aviv Regev , Sergey Levine , Tommaso Biancalani

This work deals with an inverse boundary value problem arising from the equation of heat conduction. We reconstruct small perturbations of the (isotropic) heat conductivity distribution from partial (on accessible part of the boundary)…

Analysis of PDEs · Mathematics 2016-02-10 Aymen Jbalia , Abdessatar Khelifi

In recent years, diffusion models, and more generally score-based deep generative models, have achieved remarkable success in various applications, including image and audio generation. In this paper, we view diffusion models as an implicit…

Statistics Theory · Mathematics 2026-02-12 Hyeok Kyu Kwon , Dongha Kim , Ilsang Ohn , Minwoo Chae

In this work, we investigate an inverse problem of recovering multiple orders in a time-fractional diffusion model from the data observed at one single point on the boundary. We prove the unique recovery of the orders together with their…

Numerical Analysis · Mathematics 2021-11-17 Bangti Jin , Yavar Kian

A Transformer-based deep direct sampling method is proposed for electrical impedance tomography, a well-known severely ill-posed nonlinear boundary value inverse problem. A real-time reconstruction is achieved by evaluating the learned…

Machine Learning · Computer Science 2023-03-07 Ruchi Guo , Shuhao Cao , Long Chen

We present an novel framework for efficiently and effectively extending the powerful continuous diffusion processes to discrete modeling. Previous approaches have suffered from the discrepancy between discrete data and continuous modeling.…

Machine Learning · Computer Science 2024-10-31 Yuxuan Gu , Xiaocheng Feng , Lei Huang , Yingsheng Wu , Zekun Zhou , Weihong Zhong , Kun Zhu , Bing Qin

Numerical solutions to fractional differential equations can be extremely computationally intensive due to the effect of non-local derivatives in which all previous time points contribute to the current iteration. In finite difference…

Mathematical Physics · Physics 2010-04-30 Brian P. Sprouse , Christopher L. MacDonald , Gabriel A. Silva

In this paper we consider a sub-diffusion problem where the fractional time derivative is approximated either by the L1 scheme or by Convolution Quadrature. We propose new interpretations of the numerical schemes which lead to a posteriori…

Numerical Analysis · Mathematics 2022-03-02 Lehel Banjai , Charalambos G. Makridakis

In this paper, a method to exactly sample the trajectories of inverse subordinators (in the sense of the finite-dimensional distributions), jointly with the undershooting or overshooting process, is provided. The method applies to general…

Probability · Mathematics 2025-11-05 Ivan Biočić , Daniel E. Cedeño-Girón , Bruno Toaldo

The aim of this paper is to develop and analyze numerical schemes for approximately solving the backward problem of subdiffusion equation involving a fractional derivative in time with order $\alpha\in(0,1)$. After using quasi-boundary…

Numerical Analysis · Mathematics 2020-10-28 Zhengqi Zhang , Zhi Zhou

In the recent literature, the g-subdiffusion equation involving Caputo fractional derivatives with respect to another function has been studied in relation to anomalous diffusions with a continuous transition between different subdiffusive…

Statistical Mechanics · Physics 2023-02-01 L. Angelani , R. Garra

In this article, two kinds of numerical algorithms are derived for the ultra-slow (or superslow) diffusion equation in one and two space dimensions, where the ultra-slow diffusion is characterized by the Caputo-Hadamard fractional…

Numerical Analysis · Mathematics 2023-04-28 Min Cai , Changpin Li , Yu Wang