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In this paper we consider parameter estimation for discretely observed diffusion processes. In particular, we focus on data that are observed at low frequency and methodology that can estimate parameters with uncertainty quantification.…

Computation · Statistics 2026-05-01 Jingning Yao , Ajay Jasra , Sheng Jiang

We propose a Monte Carlo sampler from the reverse diffusion process. Unlike the practice of diffusion models, where the intermediary updates -- the score functions -- are learned with a neural network, we transform the score matching…

Machine Learning · Statistics 2024-03-14 Xunpeng Huang , Hanze Dong , Yifan Hao , Yi-An Ma , Tong Zhang

Strong electronic correlations generally require non-perturbative treatment. Local correlations are captured by dynamical mean-field theory while nonlocal correlations can be treated with diagrammatic extensions such as the Dual Fermion…

Strongly Correlated Electrons · Physics 2026-05-05 Akshat Mishra , Hugo U. R. Strand , Erik G. C. P. van Loon

Motivated by considerations from neuroscience (macroscopic behavior of large ensembles of interacting neurons), we consider a population of mean field interacting diffusions in $\mathbf {R}^m$ in the presence of a random environment and…

Probability · Mathematics 2014-07-03 Eric Luçon , Wilhelm Stannat

We study a solution of interacting semiflexible polymers with curvature energy in poor-solvent conditions on the d-dimensional cubic lattice using mean-field theory and Monte Carlo computer simulations. Building upon past studies on a…

Soft Condensed Matter · Physics 2024-07-02 Davide Marcato , Achille Giacometti , Amos Maritan , Angelo Rosa

Mean-field galactic dynamo theory is the leading theory to explain the prevalence of regular magnetic fields in spiral galaxies, but its systematic comparison with observations is still incomplete and fragmentary. Here we compare…

Astrophysics of Galaxies · Physics 2016-12-14 Luke Chamandy , Anvar Shukurov , A. Russ Taylor

Although real-world complex systems typically interact through sparse and heterogeneous networks, analytic solutions of their dynamics are limited to models with all-to-all interactions. Here, we solve the dynamics of a broad range of…

Disordered Systems and Neural Networks · Physics 2025-01-28 Fernando L. Metz

Standard methods used for computing the dynamics of a quantum many-body system are the mean-field (MF) approximations such as the time-dependent Hartree-Fock (TDHF) approach. Even though MF approaches are quite successful, they suffer some…

Nuclear Theory · Physics 2019-11-13 Ibrahim Ulgen , Bulent Yilmaz , Denis Lacroix

Diffusion is a key element of a large set of phenomena occurring on natural and social systems modeled in terms of complex weighted networks. Here, we introduce a general formalism that allows to easily write down mean-field equations for…

Statistical Mechanics · Physics 2010-07-14 Andrea Baronchelli , Romualdo Pastor-Satorras

We introduce a mean-field framework for the study of systems of interacting particles sharing a conserved quantity. The work generalises and unites the existing fields of asset-exchange models, often applied to socio-economic systems, and…

Physics and Society · Physics 2021-06-14 Dominic T Robson , Andreas CW Baas , Alessia Annibale

We study dynamical properties of the one- and two-dimensional Falicov-Kimball model using lattice Monte Carlo simulations. In particular, we calculate the spreading of charge correlations in the equilibrium model and after an interaction…

Strongly Correlated Electrons · Physics 2018-04-11 Andreas J. Herrmann , Andrey E. Antipov , Philipp Werner

Diffusion models generalize well in practice. However, an optimal diffusion model fully memorizes the training data and therefore fails to generalize, raising the question of what induces generalization in a real diffusion model. We show…

Machine Learning · Computer Science 2026-05-21 Tim Kaiser , Markus Kollmann

The reliability of the mean-field approach to polymer statistical mechanics is investigated by comparing results from a recently developed lattice mean-field theory (LMFT) method to statistically exact results from two independent numerical…

Soft Condensed Matter · Physics 2016-08-31 S. Tsonchev , R. D. Coalson , S. -S. Chern , A. Duncan

The interacting lattice gas model is used to simulate fluid flow through an open percolating porous medium with the fluid entering at the source-end and leaving from the opposite end. The shape of the steady-state concentration profile and…

Statistical Mechanics · Physics 2009-11-07 R. B. Pandey , J. F. Gettrust , D. Stauffer

In plasma edge simulations, the behavior of neutral particles is often described by a Boltzmann--BGK equation. Solving this kinetic equation and estimating the moments of its solution are essential tasks, typically carried out using Monte…

Numerical Analysis · Mathematics 2025-12-30 Zhirui Tang , Julian Koellermeier , Emil Løvbak , Giovanni Samaey

We survey continuous-time generative modeling methods based on transporting a simple reference distribution to a data distribution via stochastic or deterministic dynamics. We present a unified framework in which diffusion models,…

Machine Learning · Computer Science 2026-05-11 Aditya Ranganath , Mukesh Singhal

Diffusion quantum Monte Carlo (DMC) and coupled cluster theory [CCSD(T)] are widely-employed benchmark methods for noncovalent interactions (NCIs). However, recent studies have reported notable discrepancies across several hydrogen-bonded…

Chemical Physics · Physics 2026-04-07 Kousuke Nakano , Benjamin X. Shi , Dario Alfè , Andrea Zen

We have combined the original diffusion-limited aggregation model introduced by Witten and Sander with the surface thermodynamics of the growing solid aggregate. The theory is based on the consideration of the surface chemical potential as…

Pattern Formation and Solitons · Physics 2009-10-31 Vladislav A. Bogoyavlenskiy , Natasha A. Chernova

We investigate the simple one-dimensional driven model, the totally asymmetric exclusion process, coupled to mutually interactive Langmuir kinetics. This model is motivated by recent studies on clustering of motor proteins on microtubules.…

Biological Physics · Physics 2015-06-23 H. D. Vuijk , R. Rens , M. Vahabi , F. C. MacKintosh , A. Sharma

We show that, in strongly chaotic dynamical systems, the average particle velocity can be calculated analytically by consideration of Brownian dynamics in phase space, the method of images and use of the classical diffusion equation. The…

Statistical Mechanics · Physics 2020-01-29 Matheus S. Palmero , Gabriel I. Díaz , Peter V. E. McClintock , Edson D. Leonel
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