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We propose score dynamics (SD), a general framework for learning accelerated evolution operators with large timesteps from molecular-dynamics simulations. SD is centered around scores, or derivatives of the transition log-probability with…

Computational Physics · Physics 2024-03-08 Tim Hsu , Babak Sadigh , Vasily Bulatov , Fei Zhou

In recent years we have witnessed a growth in mathematics for deep learning, which has been used to solve inverse problems of partial differential equations (PDEs). However, most deep learning-based inversion methods either require paired…

Numerical Analysis · Mathematics 2024-04-23 Enze Jiang , Jishen Peng , Zheng Ma , Xiong-Bin Yan

Traditionally, systems governed by linear Partial Differential Equations (PDEs) are spatially discretized to exploit their algebraic structure and reduce the computational effort for controlling them. Due to beneficial insights of the PDEs,…

Systems and Control · Computer Science 2016-04-05 Saber Jafarizadeh

This study investigates the dynamics of Score-based Generative Models (SGMs) by treating the score estimation error as a stochastic source driving the Fokker-Planck equation. Departing from particle-centric SDE analyses, we employ an SPDE…

Machine Learning · Computer Science 2026-02-10 Junsu Seo

This work proposes stochastic partial differential equations (SPDEs) as a practical tool to replicate clustering effects of more detailed particle-based dynamics. Inspired by membrane-mediated receptor dynamics on cell surfaces, we…

Quantitative Methods · Quantitative Biology 2025-01-22 Nathalie Wehlitz , Mohsen Sadeghi , Alberto Montefusco , Christof Schütte , Grigorios A. Pavliotis , Stefanie Winkelmann

We propose to solve inverse problems involving the temporal evolution of physics systems by leveraging recent advances from diffusion models. Our method moves the system's current state backward in time step by step by combining an…

Machine Learning · Computer Science 2023-12-06 Benjamin J. Holzschuh , Simona Vegetti , Nils Thuerey

Forecasting future weather and climate is inherently difficult. Machine learning offers new approaches to increase the accuracy and computational efficiency of forecasts, but current methods are unable to accurately model uncertainty in…

Machine Learning · Computer Science 2023-02-02 Yusuke Hatanaka , Yannik Glaser , Geoff Galgon , Giuseppe Torri , Peter Sadowski

We consider the problem of parameter estimation for a class of continuous-time state space models. In particular, we explore the case of a partially observed diffusion, with data also arriving according to a diffusion process. Based upon a…

Computation · Statistics 2021-03-16 Alexandros Beskos , Dan Crisan , Ajay Jasra , Nikolas Kantas , Hamza Ruzayqat

Modeling complex spatiotemporal dynamical systems, such as the reaction-diffusion processes, have largely relied on partial differential equations (PDEs). However, due to insufficient prior knowledge on some under-explored dynamical…

Machine Learning · Computer Science 2023-05-23 Chengping Rao , Pu Ren , Qi Wang , Oral Buyukozturk , Hao Sun , Yang Liu

Creating noise from data is easy; creating data from noise is generative modeling. We present a stochastic differential equation (SDE) that smoothly transforms a complex data distribution to a known prior distribution by slowly injecting…

Machine Learning · Computer Science 2021-02-11 Yang Song , Jascha Sohl-Dickstein , Diederik P. Kingma , Abhishek Kumar , Stefano Ermon , Ben Poole

Diffusion policies have emerged as powerful generative models for offline policy learning, whose sampling process can be rigorously characterized by a score function guiding a stochastic differential equation (SDE). However, the same…

Score-based generative models (SGMs) learn a family of noise-conditional score functions corresponding to the data density perturbed with increasingly large amounts of noise. These perturbed data densities are linked together by the…

Machine Learning · Computer Science 2023-06-16 Chieh-Hsin Lai , Yuhta Takida , Naoki Murata , Toshimitsu Uesaka , Yuki Mitsufuji , Stefano Ermon

Diffusion (score-based) generative models have been widely used for modeling various types of complex data, including images, audios, and point clouds. Recently, the deep connection between forward-backward stochastic differential equations…

Machine Learning · Computer Science 2022-06-22 Weitao Du , Tao Yang , He Zhang , Yuanqi Du

Score-based methods, such as diffusion models and Bayesian inverse problems, are often interpreted as learning the data distribution in the low-noise limit ($\sigma \to 0$). In this work, we propose an alternative perspective: their success…

Machine Learning · Statistics 2026-03-17 Xiang Li , Zebang Shen , Ya-Ping Hsieh , Niao He

We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…

Machine Learning · Statistics 2020-06-29 Martin Jørgensen , Marc Peter Deisenroth , Hugh Salimbeni

Diffusion-based methods represented as stochastic differential equations on a continuous-time domain have recently proven successful as a non-adversarial generative model. Training such models relies on denoising score matching, which can…

Machine Learning · Computer Science 2024-11-05 Sarthak Mittal , Korbinian Abstreiter , Stefan Bauer , Bernhard Schölkopf , Arash Mehrjou

Score-based diffusion models have emerged as one of the most promising frameworks for deep generative modelling. In this work we conduct a systematic comparison and theoretical analysis of different approaches to learning conditional…

Machine Learning · Computer Science 2021-11-29 Georgios Batzolis , Jan Stanczuk , Carola-Bibiane Schönlieb , Christian Etmann

Diffusion models have gained attention for their ability to represent complex distributions and incorporate uncertainty, making them ideal for robust predictions in the presence of noisy or incomplete data. In this study, we develop and…

Machine Learning · Computer Science 2024-11-05 Yilin Zhuang , Sibo Cheng , Karthik Duraisamy

In this paper, we consider the problem of learning prediction models for spatiotemporal physical processes driven by unknown partial differential equations (PDEs). We propose a deep learning framework that learns the underlying dynamics and…

Machine Learning · Statistics 2021-05-04 Priyabrata Saha , Saibal Mukhopadhyay

We construct flexible spatio-temporal models through stochastic partial differential equations (SPDEs) where both diffusion and advection can be spatially varying. Computations are done through a Gaussian Markov random field approximation…

Methodology · Statistics 2024-10-29 Martin Outzen Berild , Geir-Arne Fuglstad