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Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for…

Probability · Mathematics 2019-08-27 Christian Kuehn , Alexandra Neamtu

There is a growing literature adopting a stochastic optimal control (SOC) perspective to fine-tune diffusion models and related generative policies. A prominent class of methods, known as iterative diffusion optimization, solves the SOC…

Optimization and Control · Mathematics 2026-03-24 Yuhang Mei , Amirhossein Taghvaei

This paper studies the original discrete-time denoising diffusion probabilistic model (DDPM) from a probabilistic point of view. We present three main theoretical results. First, we show that the time-dependent score function associated…

Probability · Mathematics 2026-01-13 Yumiharu Nakano

Stochastic differential equations (SDEs) describe dynamical systems where deterministic flows, governed by a drift function, are superimposed with random fluctuations, dictated by a diffusion function. The accurate estimation (or discovery)…

Machine Learning · Computer Science 2025-10-22 Patrick Seifner , Kostadin Cvejoski , David Berghaus , Cesar Ojeda , Ramses J. Sanchez

Score-based diffusion models have emerged as a powerful class of generative methods, achieving state-of-the-art performance across diverse domains. Despite their empirical success, the mathematical foundations of those models remain only…

Optimization and Control · Mathematics 2026-05-13 Kang Liu , Enrique Zuazua

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,…

Machine Learning · Computer Science 2026-02-11 Davide Gallon , Philippe von Wurstemberger , Patrick Cheridito , Arnulf Jentzen

This paper explores the use of score-based diffusion models for Bayesian image reconstruction. Diffusion models are an efficient tool for generative modeling. Diffusion models can also be used for solving image reconstruction problems. We…

Image and Video Processing · Electrical Eng. & Systems 2025-10-06 Michael T. McCann , Hyungjin Chung , Jong Chul Ye , Marc L. Klasky

We introduce a general framework for solving partial differential equations (PDEs) using generative diffusion models. In particular, we focus on the scenarios where we do not have the full knowledge of the scene necessary to apply classical…

Machine Learning · Computer Science 2024-11-04 Jiahe Huang , Guandao Yang , Zichen Wang , Jeong Joon Park

Score-based diffusion modeling is a generative machine learning algorithm that can be used to sample from complex distributions. They achieve this by learning a score function, i.e., the gradient of the log-probability density of the data,…

Machine Learning · Computer Science 2025-12-17 Dibyajyoti Chakraborty , Haiwen Guan , Jason Stock , Troy Arcomano , Guido Cervone , Romit Maulik

We introduce Sequential Neural Posterior Score Estimation (SNPSE), a score-based method for Bayesian inference in simulator-based models. Our method, inspired by the remarkable success of score-based methods in generative modelling,…

Machine Learning · Statistics 2024-06-04 Louis Sharrock , Jack Simons , Song Liu , Mark Beaumont

We propose a novel framework for discovering Stochastic Partial Differential Equations (SPDEs) from data. The proposed approach combines the concepts of stochastic calculus, variational Bayes theory, and sparse learning. We propose the…

Machine Learning · Statistics 2023-06-29 Yogesh Chandrakant Mathpati , Tapas Tripura , Rajdip Nayek , Souvik Chakraborty

We present a supervised learning framework of training generative models for density estimation. Generative models, including generative adversarial networks, normalizing flows, variational auto-encoders, are usually considered as…

Machine Learning · Computer Science 2023-10-24 Yanfang Liu , Minglei Yang , Zezhong Zhang , Feng Bao , Yanzhao Cao , Guannan Zhang

Score-based generative modeling (SBGM) has achieved state-of-the-art performance in image generation, with the quality of generated images being highly dependent on the design of the forward (diffusion) process. Among these, models based on…

Computational Engineering, Finance, and Science · Computer Science 2026-05-12 Sascha Holl , Jente Vandersanden , Gurprit Singh , Hans-Peter Seidel

The discovery of partial differential equations (PDEs) is a challenging task that involves both theoretical and empirical methods. Machine learning approaches have been developed and used to solve this problem; however, it is important to…

Machine Learning · Statistics 2023-06-09 Kalpesh More , Tapas Tripura , Rajdip Nayek , Souvik Chakraborty

Building on recent advances in scientific machine learning and generative modeling for computational fluid dynamics, we propose a conditional score-based diffusion model designed for multi-scenarios fluid flow prediction. Our model…

Machine Learning · Computer Science 2025-06-02 Wilfried Genuist , Éric Savin , Filippo Gatti , Didier Clouteau

We introduce a novel paradigm for learning non-parametric drift and diffusion functions for stochastic differential equation (SDE). The proposed model learns to simulate path distributions that match observations with non-uniform time…

Machine Learning · Statistics 2018-08-01 Cagatay Yildiz , Markus Heinonen , Jukka Intosalmi , Henrik Mannerström , Harri Lähdesmäki

Score-based diffusion models are a recently developed framework for posterior sampling in Bayesian inverse problems with a state-of-the-art performance for severely ill-posed problems by leveraging a powerful prior distribution learned from…

Diffusion models have emerged as a dominant framework for generative modeling, but their mathematical foundations are often presented separately through diffusion probabilistic models, score-based modeling, stochastic differential…

Machine Learning · Computer Science 2026-05-29 Jiayi Fu , Yuxia Wang

Increasingly larger data sets of processes in space and time ask for statistical models and methods that can cope with such data. We show that the solution of a stochastic advection-diffusion partial differential equation provides a…

Methodology · Statistics 2016-02-18 Fabio Sigrist , Hans R. Künsch , Werner A. Stahel

Since their initial introduction, score-based diffusion models (SDMs) have been successfully applied to solve a variety of linear inverse problems in finite-dimensional vector spaces due to their ability to efficiently approximate the…

Machine Learning · Statistics 2023-10-31 Lorenzo Baldassari , Ali Siahkoohi , Josselin Garnier , Knut Solna , Maarten V. de Hoop