English
Related papers

Related papers: Fokker-Planck Score Learning: Efficient Free-Energ…

200 papers

Gaussian white noise is frequently used to model fluctuations in physical systems. In Fokker-Planck theory, this leads to a vanishing probability density near the absorbing boundary of threshold models. Here we derive the boundary condition…

Quantitative Methods · Quantitative Biology 2010-09-17 M. Helias , M. Deger , S. Rotter , M. Diesmann

We introduce an efficient boundary-adapted spectral method for peridynamic diffusion problems with arbitrary boundary conditions. The spectral approach transforms the convolution integral in the peridynamic formulation into a multiplication…

Numerical Analysis · Mathematics 2020-02-03 Siavash Jafarzadeh , Adam Larios , Florin Bobaru

We analyze the fluctuation-driven escape of particles from a metastable state under the influence of a weak periodic force. We develop an asymptotic method to solve the appropriate Fokker-Planck equation with mixed natural and absorbing…

Statistical Mechanics · Physics 2020-02-14 W. Moon , N. J. Balmforth , J. S. Wettlaufer

We present simulation-free score and flow matching ([SF]$^2$M), a simulation-free objective for inferring stochastic dynamics given unpaired samples drawn from arbitrary source and target distributions. Our method generalizes both the…

We use the score-based transport modeling method to solve the mean-field Fokker-Planck equations, which we call MSBTM. We establish an upper bound on the time derivative of the Kullback-Leibler (KL) divergence to MSBTM numerical estimation…

Numerical Analysis · Mathematics 2023-05-09 Jianfeng Lu , Yue Wu , Yang Xiang

Ensuring safety under unknown and stochastic dynamics remains a significant challenge in reinforcement learning (RL). In this paper, we propose a model predictive control (MPC)-based safe RL framework, called Probabilistic Ensembles with…

Systems and Control · Electrical Eng. & Systems 2026-04-09 Ali Umut Kaypak , Prashanth Krishnamurthy , Farshad Khorrami

The dynamical evolution of a neural network during training has been an incredibly fascinating subject of study. First principal derivation of generic evolution of variables in statistical physics systems has proved useful when used to…

Machine Learning · Computer Science 2025-06-06 Wei Bu , Uri Kol , Ziming Liu

Memory effects require for their incorporation into random-walk models an extension of the conventional equations. The linear Fokker-Planck equation for the probability density $p(\vec r, t)$ is generalized to include non-linear and…

Statistical Mechanics · Physics 2009-11-10 Steffen Trimper , Knud Zabrocki , Michael Schulz

We present a differentiable formalism for learning free energies that is capable of capturing arbitrarily complex model dependencies on coarse-grained coordinates and finite-temperature response to variation of general system parameters.…

Computational Physics · Physics 2024-05-31 Blake R. Duschatko , Xiang Fu , Cameron Owen , Yu Xie , Albert Musaelian , Tommi Jaakkola , Boris Kozinsky

We are interested in reconstructing the initial condition of a non-linear partial differential equation (PDE), namely the Fokker-Planck equation, from the observation of a Dyson Brownian motion at a given time $t>0$. The Fokker-Planck…

Probability · Mathematics 2020-06-23 Mylène Maïda , Tien Dat Nguyen , Thanh Mai Pham Ngoc , Vincent Rivoirard , Viet Chi Tran

The No Free Lunch (NFL) theorem guarantees equal average performance only under uniform sampling of a function space closed under permutation (c.u.p.). We ask when this averaging ceases to reflect what benchmarking actually reports. We…

Machine Learning · Statistics 2026-03-05 Grzegorz Sroka

We consider the problem of finding a policy that maximizes an expected reward throughout the trajectory of an agent that interacts with an unknown environment. Frequently denoted Reinforcement Learning, this framework suffers from the need…

Systems and Control · Electrical Eng. & Systems 2020-09-30 Juan Cervino , Harshat Kumar , Alejandro Ribeiro

We introduce ScoreFusion, a theoretically grounded method for fusing multiple pre-trained diffusion models that are assumed to generate from auxiliary populations. ScoreFusion is particularly useful for enhancing the generative modeling of…

Machine Learning · Statistics 2025-04-18 Hao Liu , Junze Tony Ye , Jose Blanchet , Nian Si

Calibration is a common experimental physics problem, whose goal is to infer the value and uncertainty of an unobservable quantity Z given a measured quantity X. Additionally, one would like to quantify the extent to which X and Z are…

High Energy Physics - Phenomenology · Physics 2023-09-26 Rikab Gambhir , Benjamin Nachman , Jesse Thaler

Energy-Based Models (EBMs) provide a flexible framework for generative modeling, but their training remains theoretically challenging due to the need to approximate normalization constants and efficiently sample from complex, multi-modal…

Machine Learning · Computer Science 2025-06-10 Davide Carbone

This paper is concerned with a kineitc-fluid model with random initial inputs in the fine particle regime, which is a system coupling the incompressible Navier-Stokes equations and the Vlasov-Fokker-Planck equations that model dispersed…

Analysis of PDEs · Mathematics 2022-04-25 Shi Jin , Yiwen Lin

Intrinsically motivated artificial agents learn advantageous behavior without externally-provided rewards. Previously, it was shown that maximizing mutual information between agent actuators and future states, known as the empowerment…

Machine Learning · Computer Science 2021-05-11 Ruihan Zhao , Kevin Lu , Pieter Abbeel , Stas Tiomkin

We introduce a parameter estimation method that utilizes microscopic data, specifically averages and correlations of selected microscopic observables, to determine the parameters of a stochastic differential equation governing…

Statistical Mechanics · Physics 2026-04-21 Carlos Monago , J. A. de la Torre , Pep Español

Diffusion models have demonstrated state-of-the-art performance across vision, language, and scientific domains. Despite their empirical success, prior theoretical analyses of the sample complexity suffer from poor scaling with input data…

Machine Learning · Computer Science 2026-04-14 Mudit Gaur , Prashant Trivedi , Sasidhar Kunapuli , Amrit Singh Bedi , Vaneet Aggarwal

Energy landscapes play a crucial role in shaping dynamics of many real-world complex systems. System evolution is often modeled as particles moving on a landscape under the combined effect of energy-driven drift and noise-induced diffusion,…

Computational Engineering, Finance, and Science · Computer Science 2025-03-04 Ruikun Li , Huandong Wang , Qingmin Liao , Yong Li