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Several finite difference methods are proposed for the infinitesimal generator of 1D asymmetric $\alpha$-stable L\'{e}vy motions, based on the fact that the operator becomes a multiplier in the spectral space. These methods take the general…

数值分析 · 数学 2017-08-21 Yanghong Huang , Xiao Wang

Simulating multi-scale phenomena such as turbulent fluid flows is typically computationally very expensive. Filtering the smaller scales allows for using coarse discretizations, however, this requires closure models to account for the…

计算工程、金融与科学 · 计算机科学 2022-08-22 Syver Døving Agdestein , Benjamin Sanderse

Finite-time coherent sets inhibit mixing over finite times. The most expensive part of the transfer operator approach to detecting coherent sets is the construction of the operator itself. We present a numerical method based on radial basis…

数值分析 · 数学 2015-11-10 Gary Froyland , Oliver Junge

By building upon the recent theory that established the connection between implicit generative modeling (IGM) and optimal transport, in this study, we propose a novel parameter-free algorithm for learning the underlying distributions of…

The global macroscopic behaviour of a dynamical system is encoded in the eigenfunctions of a certain transfer operator associated to it. For systems with low dimensional long term dynamics, efficient techniques exist for a numerical…

数值分析 · 数学 2008-02-28 Oliver Junge , Peter Koltai

By using the Onsager principle as an approximation tool, we give a novel derivation for the moving finite element method for gradient flow equations. We show that the discretized problem has the same energy dissipation structure as the…

数值分析 · 数学 2020-09-04 Xianmin Xu

In this paper, we present a theoretical and computational workflow for the non-parametric Bayesian inference of drift and diffusion functions of autonomous diffusion processes. We base the inference on the partial differential equations…

计算工程、金融与科学 · 计算机科学 2024-11-05 Maximilian Kruse , Sebastian Krumscheid

We study Flow Matching in a semi-discrete setting where a Gaussian source is transported toward a discrete target supported on finitely many points. This semi-discrete regime is the theoretical setting behind the use of Flow Matching for…

机器学习 · 计算机科学 2026-05-11 Emile Pierret , Johannes Hertrich , Samuel Hurault , Julie Delon

The study of transport and mixing processes in dynamical systems is particularly important for the analysis of mathematical models of physical systems. Barriers to transport, which mitigate mixing, are currently the subject of intense…

动力系统 · 数学 2015-06-11 Gary Froyland

Dynamical systems can be analyzed via their Frobenius-Perron transfer operator and its estimation from data is an active field of research. Recently entropic transfer operators have been introduced to estimate the operator of deterministic…

动力系统 · 数学 2026-01-26 Hancheng Bi , Clément Sarrazin , Bernhard Schmitzer , Thilo D. Stier

We propose the tensorizing flow method for estimating high-dimensional probability density functions from the observed data. The method is based on tensor-train and flow-based generative modeling. Our method first efficiently constructs an…

机器学习 · 计算机科学 2022-12-02 Yinuo Ren , Hongli Zhao , Yuehaw Khoo , Lexing Ying

In this paper we present a general, axiomatical framework for the rigorous approximation of invariant densities and other important statistical features of dynamics. We approximate the system trough a finite element reduction, by composing…

动力系统 · 数学 2023-04-05 Stefano Galatolo , Maurizio Monge , Isaia Nisoli , Federico Poloni

Lossless compression methods shorten the expected representation size of data without loss of information, using a statistical model. Flow-based models are attractive in this setting because they admit exact likelihood optimization, which…

机器学习 · 计算机科学 2019-12-09 Emiel Hoogeboom , Jorn W. T. Peters , Rianne van den Berg , Max Welling

Global information about dynamical systems can be extracted by analysing associated infinite-dimensional transfer operators, such as Perron-Frobenius and Koopman operators as well as their infinitesimal generators. In practice, these…

数值分析 · 数学 2024-06-21 Liam Llamazares-Elias , Samir Llamazares-Elias , Jonas Latz , Stefan Klus

Diffusion models have had a profound impact on many application areas, including those where data are intrinsically infinite-dimensional, such as images or time series. The standard approach is first to discretize and then to apply…

机器学习 · 统计学 2025-06-09 Jakiw Pidstrigach , Youssef Marzouk , Sebastian Reich , Sven Wang

We develop robust and scalable fully implicit nonlinear finite element solvers for the simulations of biological transportation networks driven by the gradient flow minimization of a non-convex energy cost functional. Our approach employs a…

计算工程、金融与科学 · 计算机科学 2025-04-08 Jan Haskovec , Peter Markowich , Simone Portaro , Stefano Zampini

We develop a structure-preserving computational framework for optimal mixing control in incompressible flows. Our approach exactly conserves the continuous system's key invariants (mass and $L^2$-energy), while also maintaining discrete…

数值分析 · 数学 2026-01-13 Weiwei Hu , Ziqian Li , Yubiao Zhang , Enrique Zuazua

We propose the characteristic generator, a novel one-step generative model that combines the efficiency of sampling in Generative Adversarial Networks (GANs) with the stable performance of flow-based models. Our model is driven by…

机器学习 · 计算机科学 2025-12-29 Zhao Ding , Chenguang Duan , Yuling Jiao , Ruoxuan Li , Jerry Zhijian Yang , Pingwen Zhang

We propose a new framework to estimate the evolution of an ensemble of indistinguishable agents on a hidden Markov chain using only aggregate output data. This work can be viewed as an extension of the recent developments in optimal mass…

最优化与控制 · 数学 2021-07-01 Isabel Haasler , Axel Ringh , Yongxin Chen , Johan Karlsson

We develop a theory of optimal transport for stationary random measures with a focus on stationary point processes and construct a family of distances on the set of stationary random measures. These induce a natural notion of interpolation…

概率论 · 数学 2024-02-02 Matthias Erbar , Martin Huesmann , Jonas Jalowy , Bastian Müller