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We propose a methodology that combines generative latent diffusion models with physics-informed machine learning to generate solutions of parametric partial differential equations (PDEs) conditioned on partial observations, which includes,…

机器学习 · 计算机科学 2026-02-11 Davide Gallon , Philippe von Wurstemberger , Patrick Cheridito , Arnulf Jentzen

Diffusion-based generative models use stochastic differential equations (SDEs) and their equivalent ordinary differential equations (ODEs) to establish a smooth connection between a complex data distribution and a tractable prior…

机器学习 · 计算机科学 2024-08-25 Defang Chen , Zhenyu Zhou , Can Wang , Chunhua Shen , Siwei Lyu

Standard and anomalous transport in incompressible flow is investigated using multiscale techniques. Eddy-diffusivities emerge from the multiscale analysis through the solution of an auxiliary equation. From the latter it is derived an…

凝聚态物理 · 物理学 2009-10-22 L. Biferale , A. Crisanti , M. Vergassola , A. Vulpiani

We consider the trajectories of points on $\mathbb{S}^{d - 1}$ under sequences of certain folding maps associated with reflections. The main result characterizes collections of folding maps that produce dense trajectories. The minimal…

动力系统 · 数学 2018-07-03 Almut Burchard , Gregory R. Chambers , Anne Dranovski

We propose a novel framework for adaptively learning the time-evolving solutions of stochastic partial differential equations (SPDEs) using score-based diffusion models within a recursive Bayesian inference setting. SPDEs play a central…

统计计算 · 统计学 2025-08-12 Toan Huynh , Ruth Lopez Fajardo , Guannan Zhang , Lili Ju , Feng Bao

Solving inverse problems -- recovering signals from incomplete or noisy measurements -- is fundamental in science and engineering. Score-based generative models (SGMs) have recently emerged as a powerful framework for this task. Two main…

Starting with a transient irreducible diffusion process $X^0$ on a locally compact separable metric space $(D, d)$, one can construct a canonical symmetric reflected diffusion process $\bar X$ on a completion $D^*$ of $(D, d)$ through the…

概率论 · 数学 2025-12-10 Shiping Cao , Zhen-Qing Chen

We prove existence and uniqueness for semimartingale reflecting diffusions in 2-dimensional piecewise smooth domains with varying, oblique directions of reflection on each "side", under geometric, easily verifiable conditions. Our…

概率论 · 数学 2024-07-31 Cristina Costantini , Thomas G. Kurtz

We develop a consistent method for estimating the parameters of a rich class of path-dependent SDEs, called signature SDEs, which can model general path-dependent phenomena. Path signatures are iterated integrals of a given path with the…

统计理论 · 数学 2025-05-29 Pardis Semnani , Vincent Guan , Elina Robeva , Darrick Lee

We consider the problem of imaging extended reflectors in terminating waveguides. We form the image by back-propagating the array response matrix projected on the waveguide's non-evanescent modes. The projection is adequately defined for…

计算物理 · 物理学 2017-11-30 Chrysoula Tsogka , Dimitrios A. Mitsoudis , Symeon Papadimitropoulos

The inherent challenge of detecting symmetries stems from arbitrary orientations of symmetry patterns; a reflection symmetry mirrors itself against an axis with a specific orientation while a rotation symmetry matches its rotated copy with…

计算机视觉与模式识别 · 计算机科学 2022-04-01 Ahyun Seo , Byungjin Kim , Suha Kwak , Minsu Cho

We study the problem of existence, uniqueness and approximation of solutions of finite dimensional Stratonovich stochastic differential equations with reflecting boundary condition driven by semimartingales with jumps. As an application we…

概率论 · 数学 2014-11-11 Leszek Slominski

This paper studies the theory and applications of the diffraction of electromagnetic waves by space-time periodic (STP) diffraction gratings. We show that, in contrast with conventional spatially periodic grating, a STP diffraction grating…

应用物理 · 物理学 2019-08-21 Sajjad Taravati , George V. Eleftheriades

We consider a damped linear hyperbolic system modelling the propagation of pressure waves in a network of pipes. Well-posedness is established via semi-group theory and the existence of a unique steady state is proven in the absence of…

数值分析 · 数学 2016-05-11 Herbert Egger , Thomas Kugler

Recent advances in scanning electron microscope (SEM) based Kikuchi diffraction have demonstrated the important potential for reflection and transmission methods, like transmission Kikuchi diffraction (TKD) and electron backscatter…

材料科学 · 物理学 2025-02-21 Tianbi Zhang , Lukas Berners , Jakub Holzer , T. Ben Britton

This article presents a review of some old and new results on the long time behavior of reflected diffusions. First, we present a summary of prior results on construction, ergodicity and geometric ergodicity of reflected diffusions in the…

概率论 · 数学 2022-08-08 Sayan Banerjee , Amarjit Budhiraja

Electron Backscatter Diffraction (EBSD) is a technique to obtain microcrystallographic information from materials by collecting large-angle Kikuchi patterns in the scanning electron microscope (SEM). An important fundamental question…

材料科学 · 物理学 2019-03-06 Aimo Winkelmann , T. Ben Britton , Gert Nolze

In this work, we present a theoretical and computational framework for constructing stochastic transport maps between probability distributions using diffusion processes. We begin by proving that the time-marginal distribution of the sum of…

概率论 · 数学 2025-03-27 Xicheng Zhang

Graph-based semi-supervised learning usually involves two separate stages, constructing an affinity graph and then propagating labels for transductive inference on the graph. It is suboptimal to solve them independently, as the correlation…

计算机视觉与模式识别 · 计算机科学 2019-02-19 Qilin Li , Senjian An , Ling Li , Wanquan Liu

We evaluate the differential conductance measured in a scanning tunneling microscopy (STM) setting at arbitrary electron transmission between an STM tip and a two-dimensional (2D) superconductor with arbitrary gap structure. Our analytical…

超导电性 · 物理学 2023-05-30 P. O. Sukhachov , Felix von Oppen , L. I. Glazman