arXiv:2603. 18907v2 Announce Type: replace Abstract: We propose a new Neural Galerkin Normalizing Flow framework to approximate the transition probability density function of a diffusion process by solving the corresponding Fokker-Planck equation with an atomic initial distribution, parametrically with respect to the location of the initial mass.
By Riccardo Saporiti, Fabio Nobile
arXiv:2606. 16138v1 Announce Type: cross Abstract: Recovering dynamical systems from noisy observations is a recurring challenge across scientific domains, including neuroscience and physics.
By Henry D. Smith, Brian L. Trippe, Scott W. Linderman
arXiv:2606. 01086v1 Announce Type: cross Abstract: Flow and diffusion models generate high-quality samples in many modalities; however, many network evaluations are required during inference due to numerical integration of an underlying differential equation.
By Sam McCallum, Zander W. Blasingame, Timothy Herschell, Niklas Rindtorff, Alexander Tong, James Foster
arXiv:2601. 08527v3 Announce Type: replace-cross Abstract: We propose a novel method for sampling from unnormalized Boltzmann densities based on a probability flow ordinary differential equation (ODE) derived from linear stochastic interpolants.
By Chenguang Duan, Yuling Jiao, Gabriele Steidl, Christian Wald, Jerry Zhijian Yang, Ruizhe Zhang
arXiv:2412. 03405v3 Announce Type: replace-cross Abstract: Motivated by dynamic risk measures and conditional $g$-expectations, in this work we propose a numerical method to approximate the solution operator given by a Backward Stochastic Differential Equation (BSDE).
By Pere Diaz-Lozano, Giulia Di Nunno
arXiv:2608. 10384v1 Announce Type: new Abstract: This paper studies inverse sampling for L\'evy-driven generative models from the perspective of Markov generators.
By Tianfu Qi, Jun Wang, Jun Zhang
arXiv:2512. 19196v4 Announce Type: replace-cross Abstract: Solving high-dimensional Fokker-Planck (FP) equations remains a challenging problem in computational physics and stochastic dynamics, due to the curse of dimensionality, unbounded domains, and complex probability landscapes.
By Xiaolong Wu, Qifeng Liao
arXiv:2505. 06800v2 Announce Type: replace-cross Abstract: Diffusion-based generative models have renewed interest in stochastic differential equation methods for sampling from complex distributions.
By Jairon H. N. Batista, Fl\'avio B. Gon\c{c}alves, Yuri F. Saporito, Rodrigo S. Targino
arXiv:2606. 26592v1 Announce Type: cross Abstract: We propose latent-space diffusion posterior sampling (L-DPS), an approximate Bayesian framework for high-dimensional inverse problems governed by partial differential equations (PDEs).
By Yuanzhe Wang, Alexandre M. Tartakovsky
arXiv:2606. 20417v1 Announce Type: new Abstract: Inverse problems for differential equations arise throughout science and engineering, where one seeks to infer unknown model parameters from noisy or incomplete observations.
By Christian Jimenez-Beltran, Aretha L. Teckentrup, Antonio Vergari, Konstantinos C. Zygalakis
arXiv:2606. 11156v1 Announce Type: cross Abstract: Recent one-step generative models accelerate sampling by learning deterministic flow maps of the underlying dynamics.
By Zhengkai Pan, Peter Potaptchik, Wenxi Yao, Michael S. Albergo, Jakiw Pidstrigach
arXiv:2607. 06841v1 Announce Type: cross Abstract: Diffusion models offer a powerful framework for sampling from complex probability densities by learning to reverse a noising process.
By Robert Gruhlke, Julius Berner, David Sommer, Lorenz Richter