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