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We present a deep learning emulator for stochastic and chaotic spatio-temporal systems, explicitly conditioned on the parameter values of the underlying partial differential equations (PDEs). Our approach involves pre-training the model on…

Machine Learning · Computer Science 2025-09-12 Ira J. S. Shokar , Rich R. Kerswell , Peter H. Haynes

A series of recent articles introduced a method to construct stochastic partial differential equations (SPDEs) which are invariant with respect to the distribution of a given conditioned diffusion. These works are restricted to the case of…

Probability · Mathematics 2011-04-08 Martin Hairer , Andrew M. Stuart , Jochen Voss

Machine learning models are increasingly trained or fine-tuned on synthetic data. Recursively training on such data has been observed to significantly degrade performance in a wide range of tasks, often characterized by a progressive drift…

Machine Learning · Statistics 2026-02-19 Nail B. Khelifa , Richard E. Turner , Ramji Venkataramanan

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

Diffusion models (DMs) are a powerful type of generative models that have achieved state-of-the-art results in various image synthesis tasks and have shown potential in other domains, such as natural language processing and temporal data…

Machine Learning · Computer Science 2026-02-05 Inês Cardoso Oliveira , Decebal Constantin Mocanu , Luis A. Leiva

Score-based stochastic denoising models have recently been demonstrated as powerful machine learning tools for conditional and unconditional image generation. The existing methods are based on a forward stochastic process wherein the…

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

The application of Stochastic Differential Equations (SDEs) to the analysis of temporal data has attracted increasing attention, due to their ability to describe complex dynamics with physically interpretable equations. In this paper, we…

Machine Learning · Statistics 2017-08-09 Constantino A. García , Abraham Otero , Paulo Félix , Jesús Presedo , David G. Márquez

Learning dynamical systems from incomplete or noisy data is inherently ill-posed, as a single observation may correspond to multiple plausible futures. While physics-based ensemble forecasting relies on perturbing initial states to capture…

Machine Learning · Computer Science 2026-02-27 Siddharth Rout , Eldad Haber , Stephane Gaudreault

Diffusion models are commonly interpreted as learning the score function, i.e., the gradient of the log-density of noisy data. However, this assumption implies that the target of learning is a conservative vector field, which is not…

Machine Learning · Computer Science 2025-09-03 An B. Vuong , Michael T. McCann , Javier E. Santos , Yen Ting Lin

Deterministic flow models, such as rectified flows, offer a general framework for learning a deterministic transport map between two distributions, realized as the vector field for an ordinary differential equation (ODE). However, they are…

Machine Learning · Computer Science 2024-10-04 Saurabh Singh , Ian Fischer

In this work, we present a theoretical and computational framework for constructing stochastic transport maps between probability distributions using diffusion processes. We begin by proving that the time-marginal distribution of the sum of…

Probability · Mathematics 2025-03-27 Xicheng Zhang

Score-based diffusion models generate new samples by learning the score function associated with a diffusion process. While the effectiveness of these models can be theoretically explained using differential equations related to the…

Machine Learning · Computer Science 2026-01-21 Doheon Kim

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

Learning the underlying distribution of molecular graphs and generating high-fidelity samples is a fundamental research problem in drug discovery and material science. However, accurately modeling distribution and rapidly generating novel…

Machine Learning · Computer Science 2023-05-24 Han Huang , Leilei Sun , Bowen Du , Weifeng Lv

We consider the problem of statistical inference for the effective dynamics of multiscale diffusion processes with (at least) two widely separated characteristic time scales. More precisely, we seek to determine parameters in the effective…

Statistics Theory · Mathematics 2013-05-30 Sebastian Krumscheid , Grigorios A. Pavliotis , Serafim Kalliadasis

Diffusion-based generative processes, formulated as differential equation solving, frequently balance computational speed with sample quality. Our theoretical investigation of ODE- and SDE-based solvers reveals complementary weaknesses: ODE…

Computer Vision and Pattern Recognition · Computer Science 2025-11-03 Ruoyu Wang , Beier Zhu , Junzhi Li , Liangyu Yuan , Chi Zhang

In this study, we develop a stochastic optimal control approach with reinforcement learning structure to learn the unknown parameters appeared in the drift and diffusion terms of the stochastic differential equation. By choosing an…

Optimization and Control · Mathematics 2023-08-22 Shuzhen Yang

In this paper, we address the issue of modeling and estimating changes in the state of the spatio-temporal dynamical systems based on a sequence of observations like video frames. Traditional numerical simulation systems depend largely on…

Machine Learning · Computer Science 2024-02-12 Kun Wang , Hao Wu , Guibin Zhang , Junfeng Fang , Yuxuan Liang , Yuankai Wu , Roger Zimmermann , Yang Wang

In this paper, we provide a multiscale perspective on the problem of maximum marginal likelihood estimation. We consider and analyse a diffusion-based maximum marginal likelihood estimation scheme using ideas from multiscale dynamics. Our…

Computation · Statistics 2024-06-11 O. Deniz Akyildiz , Michela Ottobre , Iain Souttar