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Learning to sample from complex unnormalized distributions is a fundamental challenge in computational physics and machine learning. While score-based and variational methods have achieved success in continuous domains, extending them to…

Machine Learning · Statistics 2026-03-11 Lei Li , Zhen Wang , Lishuo Zhang

In the study of geometric surface evolutions, stochastic reaction-diffusion equation provides a powerful tool for capturing and simulating complex dynamics. A critical challenge in this area is developing numerical approximations that…

Numerical Analysis · Mathematics 2025-01-16 Jianbo Cui , Feng-Yu Wang

The multi-resolution method, e.g., the Adaptive Particle Refinement (APR) method, has been developed to increase the local particle resolution and therefore the solution quality within a pre-defined refinement zone instead of using a…

Fluid Dynamics · Physics 2022-08-10 Tianrun Gao , Huihe Qiu , Lin Fu

In this paper, we focus on numerical solutions for random genetic drift problem, which is governed by a degenerated convection-dominated parabolic equation. Due to the fixation phenomenon of genes, Dirac delta singularities will develop at…

Numerical Analysis · Mathematics 2018-03-28 Chenghua Duan , Chun Liu , Cheng Wang , Xingye Yue

A stochastic dynamics $({\bf X}(t))_{t\ge0}$ of a classical continuous system is a stochastic process which takes values in the space $\Gamma$ of all locally finite subsets (configurations) in $\Bbb R$ and which has a Gibbs measure $\mu$ as…

Probability · Mathematics 2007-05-23 Yuri Kondratiev , Eugene Lytvynov , Michael Röckner

Single-cell data reveal the presence of biological stochasticity between cells of identical genome and environment, in particular highlighting the transcriptional bursting phenomenon. To account for this property, gene expression may be…

Molecular Networks · Quantitative Biology 2026-05-19 Mathilde Gaillard , Ulysse Herbach

Stochastic gradient descent (SGD) algorithm is an effective learning strategy to build a latent factor analysis (LFA) model on a high-dimensional and incomplete (HDI) matrix. A particle swarm optimization (PSO) algorithm is commonly adopted…

Neural and Evolutionary Computing · Computer Science 2022-08-05 Jiufang Chen , Ye Yuan

This work presents a comprehensive framework for enhanced diffusion modeling in fluid-structure interactions by combining the Immersed Boundary Method (IBM) with stochastic trajectories and high-order spectral boundary conditions. Using…

Analysis of PDEs · Mathematics 2024-10-31 Rômulo Damasclin Chaves dos Santos , Jorge Henrique de Oliveira Sales

In this paper we investigate the numerical approximation of the fractional diffusion, advection, reaction equation on a bounded interval. Recently the explicit form of the solution to this equation was obtained. Using the explicit form of…

Numerical Analysis · Mathematics 2020-02-07 Xiangcheng Zheng , V. J. Ervin , Hong Wang

In this study, we introduce a novel method for generating new synthetic samples that are independent and identically distributed (i.i.d.) from high-dimensional real-valued probability distributions, as defined implicitly by a set of Ground…

Machine Learning · Statistics 2024-07-09 Hamidreza Behjoo , Michael Chertkov

In purely normal elastic rough surface contact problems, Persson's theory of contact shows that the evolution of the probability density function (PDF) of contact pressure with the magnification is governed by a diffusion equation. However,…

Soft Condensed Matter · Physics 2024-08-20 Yang Xu , Junki Joe , Xiaobao Li , Yunong Zhou

Self-correction is an effective technique for maintaining parallel sampling in discrete diffusion models with minimal performance degradation. Prior work has explored self-correction at inference time or during post-training; however, such…

Machine Learning · Computer Science 2026-03-04 Linxuan Wang , Ziyi Wang , Yikun Bai , Wei Deng , Guang Lin , Qifan Song

The stochastic solution with Gaussian stationary increments is establihsed for the symmetric space-time fractional diffusion equation when $0 < \beta < \alpha \le 2$, where $0 < \beta \le 1$ and $0 < \alpha \le 2$ are the fractional…

Statistical Mechanics · Physics 2016-03-18 Gianni Pagnini , Paolo Paradisi

Local SGD is a promising approach to overcome the communication overhead in distributed learning by reducing the synchronization frequency among worker nodes. Despite the recent theoretical advances of local SGD in empirical risk…

Machine Learning · Computer Science 2021-03-01 Yuyang Deng , Mehrdad Mahdavi

Integration against a probability distribution given its unnormalized density is a central task in Bayesian inference and other fields. We introduce new methods for approximating such expectations with a small set of weighted samples --…

Machine Learning · Statistics 2026-05-15 Ayoub Belhadji , Daniel Sharp , Youssef M. Marzouk

Stochastic gradient Markov chain Monte Carlo (SG-MCMC) has been increasingly popular in Bayesian learning due to its ability to deal with large data. A standard SG-MCMC algorithm simulates samples from a discretized-time Markov chain to…

Machine Learning · Statistics 2017-11-30 Changyou Chen , Ruiyi Zhang

Many approaches to modelling reaction-diffusion systems with anomalous transport rely on deterministic equations and ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a…

Statistical Mechanics · Physics 2019-05-29 Joseph W. Baron , Tobias Galla

This paper aims to efficiently compute transport maps between probability distributions arising from particle representation of bio-physical problems. We develop a bidirectional DeepParticle (BDP) method to learn and generate solutions…

Computational Physics · Physics 2025-04-17 Tan Zhang , Zhongjian Wang , Jack Xin , Zhiwen Zhang

We present a new program implementation of the gaussian process regression adaptive density-guided approach [J. Chem. Phys. 153 (2020) 064105] in the MidasCpp program. A number of technical and methodological improvements made allowed us to…

Chemical Physics · Physics 2023-07-26 Denis G. Artiukhin , Ian H. Godtliebsen , Gunnar Schmitz , Ove Christiansen

Stein Variational Gradient Descent (SVGD) is a popular particle-based method for Bayesian inference. However, its convergence suffers from the variance collapse, which reduces the accuracy and diversity of the estimation. In this paper, we…

Machine Learning · Computer Science 2023-05-19 Jiankui Zhou , Yue Qiu