Related papers: Diffusion Models under Alternative Noise: Simplifi…

We propose a straightforward and effective method for discretizing multi-dimensional diffusion processes as an extension of Milstein scheme. The new scheme is explicitly given and can be simulated using Gaussian variates, requiring the same…

Irregular sampling intervals and missing values in real-world time series data present challenges for conventional methods that assume consistent intervals and complete data. Neural Ordinary Differential Equations (Neural ODEs) offer an…

We develop a class of non-Gaussian translation processes that extend classical stochastic differential equations (SDEs) by prescribing arbitrary absolutely continuous marginal distributions. Our approach uses a copula-based transformation…

We investigate a class of stochastic partial differential equations of reaction-diffusion type defined on graphs, which can be derived as the limit of SPDEs on narrow planar channels. In the first part, we demonstrate that this limit can be…

In this article, we construct and analyse an explicit numerical splitting method for a class of semi-linear stochastic differential equations (SDEs) with additive noise, where the drift is allowed to grow polynomially and satisfies a global…

The diffusion equation is a universal and standard textbook model for partial differential equations (PDEs). In this work, we revisit its solutions, seeking, in particular, self-similar profiles. This problem connects to the classical…

In this paper, we study the stability of various difference approximations of the Euler-Korteweg equations. This system of evolution PDEs is a classical isentropic Euler system perturbed by a dispersive (third order) term. The Euler…

While diffusion models are best known for their performance in generative tasks, they have also been successfully applied to many other tasks, including audio source separation. However, current generative approaches to music source…

We introduce a new class of numerical methods for solving McKean-Vlasov stochastic differential equations, which are relevant in the context of distribution-dependent or mean-field models, under super-linear growth conditions for both the…

This paper focuses on studying the convergence rate of the density function of the Euler--Maruyama (EM) method, when applied to the overdamped generalized Langevin equation with fractional noise which serves as an important model in many…

We study McKean--Vlasov Stochastic Differential Equations (MV-SDEs) whose drift and diffusion coefficients are of superlinear growth in \textit{all} their variables thus also superlinear in the measure component (the meaning is specified in…

We consider a special class of mean field SDEs with common noise which depend on the image of the solution (i.e. the conditional distribution given noise). The strong well-posedness is derived under a monotone condition which is weaker than…

Diffusion models have become fundamental tools for modeling data distributions in machine learning. Despite their success, these models face challenges when generating data with extreme brightness values, as evidenced by limitations…

We study strong approximation of $d$-dimensional stochastic differential equations (SDEs) with a discontinuous drift coefficient. More precisely, we essentially assume that the drift coefficient is piecewise Lipschitz continuous with an…

Diffusion models (DMs) are a class of generative machine learning methods that sample a target distribution by transforming samples of a trivial (often Gaussian) distribution using a learned stochastic differential equation. In standard…

An elementary approach to characterizing the impact of noise scheduling and time discretization in generative diffusion models is developed. We first utilize the Cram\'er-Rao bound to identify the Gaussian setting as a fundamental…

This work develops a particle system addressing the approximation of McKean-Vlasov stochastic differential equations (SDEs). The novelty of the approach lies in involving low discrepancy sequences nontrivially in the construction of a…

Diffusion models that can generate high-quality data from randomly sampled Gaussian noises have become the mainstream generative method in both academia and industry. Are randomly sampled Gaussian noises equally good for diffusion models?…

We propose a methodology that combines generative latent diffusion models with physics-informed machine learning to generate solutions of parametric partial differential equations (PDEs) conditioned on partial observations, which includes,…

Diffusion models have emerged as powerful generative tools with applications in computer vision and scientific machine learning (SciML), where they have been used to solve large-scale probabilistic inverse problems. Traditionally, these…