相关论文: Density Approximation of Affine Jump Diffusions vi…

Score-based diffusion models have demonstrated outstanding empirical performance in machine learning and artificial intelligence, particularly in generating high-quality new samples from complex probability distributions. Improving the…

Diffusion models have recently attained significant interest within the community owing to their strong performance as generative models. Furthermore, its application to inverse problems have demonstrated state-of-the-art performance.…

In this research note we provide a variational basis for the optimal artificial diffusion method, which has been a cornerstone in developing many stabilized methods. The optimal artificial diffusion method produces exact nodal solutions…

An anisotropic random barrier model is presented, in which the transition probabilities in different directions have different probability density functions. At low temperatures, the anisotropic long--time diffusion coefficients, obtained…

We investigate three different methods for systematically approximating the diffusion coefficient of a deterministic random walk on the line which contains dynamical correlations that change irregularly under parameter variation. Capturing…

We model the evolution of the concentration field of macromolecules in a symmetric field-flow fractionation (FFF) channel by a one-dimensional advection-diffusion equation. The coefficients are precisely determined from the fluid dynamics.…

We propose a relaxation time approximation for the description of the dynamics of strongly excited fermion systems. Our approach is based on time-dependent density functional theory at the level of the local density approximation. This…

We establish a set of equations for moments of the distribution function. In the relaxation time approximations, these moments obey a coupled set of equations that can be truncated order-by-order. Solving the equations of moments, we are…

Diffusion models offer stable training and state-of-the-art performance for deep generative modeling tasks. Here, we consider their use in the context of multivariate subsurface modeling and probabilistic inversion. We first demonstrate…

We present a multiscale approach to model diffusion in a crowded environment and its effect on the reaction rates. Diffusion in biological systems is often modeled by a discrete space jump process in order to capture the inherent noise of…

A variety of researchers have successfully obtained the parameters of low dimensional diffusion models using the data that comes out of atomistic simulations. This naturally raises a variety of questions about efficient estimation,…

Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a…

We consider an advection-diffusion equation that is both non-coercive and advection-dominated. We present a possible numerical approach, to our best knowledge new, and based on the invariant measure associated to the original equation. The…

Generative diffusion models have achieved remarkable success in producing high-quality images. However, these models typically operate in continuous intensity spaces, diffusing independently across pixels and color channels. As a result,…

This paper develops power series expansions of a general class of moment functions, including transition densities and option prices, of continuous-time Markov processes, including jump--diffusions. The proposed expansions extend the ones…

This paper mainly addresses the optimization of $p$-th moment of $\mathbb{R}^n$-valued random variable. Through an ingenious approximation mechanism, one transforms the maximization problem into a sequence of minimization problems, which…

Diffusion Morphs (DiM) are a recent state-of-the-art method for creating high quality face morphs; however, they require a high number of network function evaluations (NFE) to create the morphs. We propose a new DiM pipeline, Fast-DiM,…

It is generally accepted that the asset price processes contain jumps. In fact, pure jump models have been widely used to model asset prices and/or stochastic volatilities. The question is: is there any statistical evidence from the…

Optical flow estimation has achieved promising results in conventional scenes but faces challenges in high-speed and low-light scenes, which suffer from motion blur and insufficient illumination. These conditions lead to weakened texture…

Pure-jump processes have been increasingly popular in modeling high-frequency financial data, partially due to their versatility and flexibility. In the meantime, several statistical tests have been proposed in the literature to check the…