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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

A procedure suggested by Vvedensky for obtaining continuum equations as the coarse-grained limit of discrete models is applied to the restricted solid-on-solid model with both adsorption and desorption. Using an expansion of the master…

Statistical Mechanics · Physics 2007-05-23 Achilleas Lazarides

In recent years, it has become increasingly popular to construct coarse-grained models with non-Markovian dynamics to account for an incomplete separation of time scales. One challenge of a systematic coarse-graining procedure is the…

Soft Condensed Matter · Physics 2017-09-25 Gerhard Jung , Martin Hanke , Friederike Schmid

Data-based discovery of effective, coarse-grained (CG) models of high-dimensional dynamical systems presents a unique challenge in computational physics and particularly in the context of multiscale problems. The present paper offers a…

Computational Physics · Physics 2020-08-26 Sebastian Kaltenbach , Phaedon-Stelios Koutsourelakis

Sampling from a target distribution induced by training data is central to Bayesian learning, with Stochastic Gradient Langevin Dynamics (SGLD) serving as a key tool for scalable posterior sampling and decentralized variants enabling…

Optimization and Control · Mathematics 2025-11-18 Waheed U. Bajwa , Mert Gurbuzbalaban , Mustafa Ali Kutbay , Lingjiong Zhu , Muhammad Zulqarnain

Langevin dynamics has found a large number of applications in sampling, optimization and estimation. Preconditioning the gradient in the dynamics with the covariance - an idea that originated in literature related to solving estimation and…

Probability · Mathematics 2025-04-28 Axel Ringh , Akash Sharma

A large class of quantum and statistical field theoretical models, encompassing relevant condensed matter and non-abelian gauge systems, are defined in terms of complex actions. As the ordinary Monte-Carlo methods are useless in dealing…

Statistical Mechanics · Physics 2009-11-11 L. Moriconi , M. Moriconi

To operate effectively in the real world, agents should be able to act from high-dimensional raw sensory input such as images and achieve diverse goals across long time-horizons. Current deep reinforcement and imitation learning methods can…

Machine Learning · Computer Science 2020-11-16 Scott Emmons , Ajay Jain , Michael Laskin , Thanard Kurutach , Pieter Abbeel , Deepak Pathak

In this work, we investigate the existence and properties of Gaussian-like densities for weak solutions of multidimensional stochastic differential equations driven by a mixture of completely correlated fractional Brownian motions. We…

Probability · Mathematics 2025-03-06 Maximilian Buthenhoff , Ercan Sönmez

We develop a third-order conservative semi-Lagrangian discontinuous Galerkin (SLDG) scheme for solving linear transport equations on curvilinear unstructured triangular meshes, tailored for complex geometries. To ensure third-order spatial…

Numerical Analysis · Mathematics 2025-11-14 Xiaofeng Cai , Yibing Chen , Kunkai Fu , Liujun Pan

The article studies non-Gaussian extensions of a recently discovered link between certain Gaussian random fields, expressed as solutions to stochastic partial differential equations (SPDEs), and Gaussian Markov random fields. The focus is…

Methodology · Statistics 2012-06-15 David Bolin

As an important Markov Chain Monte Carlo (MCMC) method, stochastic gradient Langevin dynamics (SGLD) algorithm has achieved great success in Bayesian learning and posterior sampling. However, SGLD typically suffers from slow convergence…

Machine Learning · Computer Science 2019-11-05 Bao Wang , Difan Zou , Quanquan Gu , Stanley Osher

We present a novel Bayesian spatial disaggregation model for count data, providing fast and flexible inference at high resolution. First, it incorporates non-linear covariate effects using penalized splines, a flexible approach that is not…

Methodology · Statistics 2026-04-13 Sara Rutten , Thomas Neyens , Elisa Duarte , Christel Faes

The Generalised Langevin Equation (GLE) method, as developed in Ref. [Phys. Rev. B 89, 134303 (2014)], is used to calculate the dissipative dynamics of systems described at the atomic level. The GLE scheme goes beyond the commonly used…

Statistical Mechanics · Physics 2015-01-06 H. Ness , L. Stella , C. D. Lorenz , L. Kantorovich

The generalized polynomial chaos method is applied to the Buckley-Leverett equation. We consider a spatially homogeneous domain modeled as a random field. The problem is projected onto stochastic basis functions which yields an extended…

Numerical Analysis · Mathematics 2016-08-24 Per Pettersson , Hamdi A. Tchelepi

Spatially correlated noise (SCN), i.e. the thermal noise that affects neighbouring particles in a similar manner, is ubiquitous in soft matter systems. In this work, we apply the over-damped SCN-driven Langevin equations as an effective,…

Soft Condensed Matter · Physics 2019-12-30 M. Majka , P. F. Góra

Reconstructing a dynamic target moving over a large area is challenging. Standard approaches for dynamic object reconstruction require dense coverage in both the viewing space and the temporal dimension, typically relying on multi-view…

Computer Vision and Pattern Recognition · Computer Science 2026-05-07 Jun-Jee Chao , Volkan Isler

We establish generalization error bounds for stochastic gradient Langevin dynamics (SGLD) with constant learning rate under the assumptions of dissipativity and smoothness, a setting that has received increased attention in the…

Machine Learning · Statistics 2021-11-29 Tyler Farghly , Patrick Rebeschini

We address the problem of the so-called ``granular gases'', i.e. gases of massive particles in rapid movement undergoing inelastic collisions. We introduce a class of models of driven granular gases for which the stationary state is the…

Statistical Mechanics · Physics 2009-10-31 A. Puglisi , V. Loreto , U. Marini Bettolo Marconi , A. Vulpiani

We introduce a novel class of score-based diffusion processes that operate directly in the representation space of Lie groups. Leveraging the framework of Generalized Score Matching, we derive a class of Langevin dynamics that decomposes as…

Machine Learning · Computer Science 2025-10-28 Marco Bertolini , Tuan Le , Djork-Arné Clevert