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We derive general properties of anomalous diffusion and nonexponential relaxation from the theory of tempered \alpha-stable processes. Its most important application is to overcome the infinite-moment difficulty for the \alpha-stable random…

Statistical Mechanics · Physics 2011-11-15 Aleksander Stanislavsky , Karina Weron , Aleksander Weron

We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…

Mathematical Physics · Physics 2015-06-12 Raphael Lefevere

Generative models show great promise for the inverse design of molecules and inorganic crystals, but remain largely ineffective within more complex structures such as amorphous materials. Here, we present a diffusion model that reliably…

Disordered Systems and Neural Networks · Physics 2026-01-21 Kai Yang , Daniel Schwalbe-Koda

Diffusion models have become the go-to method for large-scale generative models in real-world applications. These applications often involve data distributions confined within bounded domains, typically requiring ad-hoc thresholding…

Machine Learning · Statistics 2024-01-09 Wei Deng , Yu Chen , Nicole Tianjiao Yang , Hengrong Du , Qi Feng , Ricky T. Q. Chen

Assuming that a reflected Ornstein-Uhlenbeck state process is observed at discrete time instants, we propose generalized moment estimators to estimate all drift and diffusion parameters via the celebrated ergodic theorem. With the sampling…

Statistics Theory · Mathematics 2020-09-14 Yaozhong Hu , Yuejuan Xi

Score-based diffusion models learn to reverse a stochastic differential equation that maps data to noise. However, for complex tasks, numerical error can compound and result in highly unnatural samples. Previous work mitigates this drift…

Machine Learning · Statistics 2023-06-12 Aaron Lou , Stefano Ermon

Molecular transitions -- such as protein folding, allostery, and membrane transport -- are central to biology yet remain notoriously difficult to simulate. Their intrinsic rarity pushes them beyond reach of standard molecular dynamics,…

Parameter estimation in diffusion processes from discrete observations up to a first-hitting time is clearly of practical relevance, but does not seem to have been studied so far. In neuroscience, many models for the membrane potential…

Probability · Mathematics 2014-03-06 Enrico Bibbona , Susanne Ditlevsen

Discrete diffusion models are a class of generative models that construct sequences by progressively denoising samples from a categorical noise distribution. Beyond their rapidly growing ability to generate coherent natural language, these…

Computation and Language · Computer Science 2025-12-11 Michael Cardei , Jacob K Christopher , Thomas Hartvigsen , Bhavya Kailkhura , Ferdinando Fioretto

We study the response to perturbation of non-Poisson dichotomous fluctuations that generate super-diffusion. We adopt the Liouville perspective and with it a quantum-like approach based on splitting the density distribution into a symmetric…

Statistical Mechanics · Physics 2009-11-10 P. Allegrini , P. Grigolini , L. Palatella , A. Rosa , B. J. West

We prove that a denoising diffusion sampler equipped with a sequential bias across the batch dimension is exactly an Euler-Maruyama integrator for overdamped Langevin dynamics. Each reverse denoising step, with its associated spring…

Machine Learning · Computer Science 2025-12-01 Justin Diamond , Markus Lill

We derive an integration by parts formula for functionals of determinantal processes on compact sets, completing the arguments of [4]. This is used to show the existence of a configuration-valued diffusion process which is non-colliding and…

Probability · Mathematics 2015-09-30 Laurent Decreusefond , Ian Flint , Nicolas Privault , Giovanni Luca Torrisi

This work explores the theoretical and practical foundations of denoising diffusion probabilistic models (DDPMs) and score-based generative models, which leverage stochastic processes and Brownian motion to model complex data distributions.…

Machine Learning · Computer Science 2024-12-30 Jathin Korrapati , Tanish Baranwal , Rahul Shah

We develop a theory of reversible diffusion-controlled reactions with generalized binding/unbinding kinetics. In this framework, a diffusing particle can bind to the reactive substrate after a random number of arrivals onto it, with a given…

Chemical Physics · Physics 2023-10-03 Denis S. Grebenkov

This paper presents novel method for distribution-free robust trajectory optimization and control of discrete-time, nonlinear, and non-Gaussian stochastic systems, with closed-loop guarantees on chance constraint satisfaction. Our framework…

Systems and Control · Electrical Eng. & Systems 2026-03-10 Rihan Aaron D'Silva , Hiroyasu Tsukamoto

Nonequilibrium physics encompasses a broad range of natural and synthetic small-scale systems. Optimizing transitions of such systems will be crucial for the development of nanoscale technologies and may reveal the physical principles…

Statistical Mechanics · Physics 2015-09-23 Patrick R. Zulkowski , Michael R. DeWeese

Reaction-diffusion systems have been proposed as a model for pattern formation and morphogenesis. The Fickian diffusion typically employed in these constructions model the Brownian motion of particles. The biological and chemical elements…

Quantitative Methods · Quantitative Biology 2023-11-09 Siddhartha Srivastava , Krishna Garikipati

This paper uses dynamical invariants to describe the evolution of collisionless systems subject to time-dependent gravitational forces without resorting to maximum-entropy probabilities. We show that collisionless relaxation can be viewed…

Astrophysics of Galaxies · Physics 2015-06-03 Jorge Peñarrubia

Diffusion models, which convert noise into new data instances by learning to reverse a diffusion process, have become a cornerstone in contemporary generative modeling. In this work, we develop non-asymptotic convergence theory for a…

Machine Learning · Computer Science 2024-08-06 Gen Li , Yuting Wei , Yuejie Chi , Yuxin Chen

We study dynamical fluctuations in the macroscopic paths around the most probable path of the Kac ring model, which is a simple deterministic and reversible dynamical system exhibiting the macroscopic irreversible relaxation. We derive the…

Statistical Mechanics · Physics 2022-04-19 Ken Hiura