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Oct 16

Ionization waves (striations) in low-current DC discharges in noble gases obtained with a hybrid kinetic-fluid model

A hybrid kinetic-fluid model is used to study ionization waves (striations) in a low-current plasma column of DC discharges in noble gases. Coupled solutions of a kinetic equation for electrons, a drift-diffusion equation of ions, and a Poisson equation for the electric field are obtained to clarify the nature of plasma stratification in the positive column and near-electrode effects. A simplified two-level excitation-ionization model is used for the conditions when the nonlinear effects due to stepwise ionization, gas heating, and Coulomb interactions among electrons are negligible. It is confirmed that the nonlocal effects are responsible for the formation of moving striations in DC discharges at low plasma densities. The calculated properties of self-excited waves of S, P, and R types in Neon and S type in Argon agree with available experimental data. The reason for Helium plasma stability to stratification is clarified. It is shown that sustaining stratified plasma is more efficient than striation-free plasma when the ionization rate is a nonlinear function of the electric field. However, the nonlinear dependence of the ionization rate on the electric field is not required for plasma stratification. Striations of S, P, and R types in Neon exist with minimal or no ionization enhancement. Effects of the column length on the wave properties have been demonstrated in our simulations.

  • 2 authors
·
Dec 10, 2022

Plasma stratification in AC discharges in noble gases at low currents

A hybrid kinetic-fluid model is used to study plasma stratification in alternating current (AC) discharges in noble gases at low plasma densities. Self-consistent coupled solutions of a nonlocal kinetic equation for electrons, a drift-diffusion equation of ions, and a Poisson equation for the electric field are obtained for a positive column and the entire discharge with near-electrode sheaths. A simplified two-level excitation-ionization model neglects the nonlinear effects due to stepwise ionization, gas heating, and Coulomb interactions among electrons. Standing striations are obtained for the reduced values of electric fields, E/p, corresponding to the inelastic energy balance of electrons in a range of driving frequencies. An analog of Novak law (striation length proportional to the excitation threshold of atoms and inversely proportional to the mean square root of the electric field), is observed in simulations, indicating the nonlocal nature of standing striations in AC discharges at low plasma densities. Stratified plasma operates in a dynamic regime for various driving frequencies. In this regime, ions respond to the time-averaged electric field, whereas electrons react to the instantaneous electric field. The disparity of time scales between ambipolar diffusion, which occurs at the ion time scale, and electron kinetics in the coordinate-energy phase space, which occurs at the free electron diffusion time scale, produces complicated fluxes in the phase space (due to electron heating, energy loss in collisions, and ionization processes) that are responsible for the stratification. Our paper emphasizes the need for the kinetic approach to analyze stratification phenomena in AC discharge of noble gases. It promotes an efficient method for the kinetic treatment of electrons that is an alternative to the commonly used PIC method.

  • 2 authors
·
Oct 22, 2024

Stable Neural Stochastic Differential Equations in Analyzing Irregular Time Series Data

Irregular sampling intervals and missing values in real-world time series data present challenges for conventional methods that assume consistent intervals and complete data. Neural Ordinary Differential Equations (Neural ODEs) offer an alternative approach, utilizing neural networks combined with ODE solvers to learn continuous latent representations through parameterized vector fields. Neural Stochastic Differential Equations (Neural SDEs) extend Neural ODEs by incorporating a diffusion term, although this addition is not trivial, particularly when addressing irregular intervals and missing values. Consequently, careful design of drift and diffusion functions is crucial for maintaining stability and enhancing performance, while incautious choices can result in adverse properties such as the absence of strong solutions, stochastic destabilization, or unstable Euler discretizations, significantly affecting Neural SDEs' performance. In this study, we propose three stable classes of Neural SDEs: Langevin-type SDE, Linear Noise SDE, and Geometric SDE. Then, we rigorously demonstrate their robustness in maintaining excellent performance under distribution shift, while effectively preventing overfitting. To assess the effectiveness of our approach, we conduct extensive experiments on four benchmark datasets for interpolation, forecasting, and classification tasks, and analyze the robustness of our methods with 30 public datasets under different missing rates. Our results demonstrate the efficacy of the proposed method in handling real-world irregular time series data.

  • 3 authors
·
Feb 22, 2024

The Double Dilemma in Multi-Task Radiology Report Generation: A Gradient Dynamics Analysis and Solution

While multi-task learning based automatic radiology report generation (RRG) is widely adopted to ensure clinical consistency, most focus on architectural designs yet remain limited to coarse linear scalarization strategies. These strategies cannot effectively balance the hard constraints of discriminative clinical supervision with the smoothness requirements of report generation. To address these problems, we analyze the failure mechanism of linear scalarization from the perspective of gradient dynamics, utilizing the stochastic differential equation (SDE) framework to characterize it as a "Double Dilemma" of drift term deviation and diffusion term decay. Based on this, we propose a backbone-agnostic optimizer named Conflict-Averse Magnitude-Enhanced Gradient Descent (CAME-Grad). Through conflict-averse direction rectification and magnitude-enhanced energy injection, the algorithm not only ensures geometric validity, but also avoids local optimal solutions. Then, the adaptive gradient fusion mechanism is used to establish a dynamic balance between the theoretical optimal direction and the task-specific inductive bias. Experiments show that as a universal plug-and-play optimizer, CAME-Grad brings substantial and consistent improvements across eight diverse RRG methods, elevating overall clinical efficacy performance by an average of 2.3% on MIMIC-CXR and 1.9% on IU X-Ray. Our code is available at https://github.com/vpsg-research/CAME-Grad.

  • 4 authors
·
May 21

Stochastic Interpolants: A Unifying Framework for Flows and Diffusions

A class of generative models that unifies flow-based and diffusion-based methods is introduced. These models extend the framework proposed in Albergo & Vanden-Eijnden (2023), enabling the use of a broad class of continuous-time stochastic processes called `stochastic interpolants' to bridge any two arbitrary probability density functions exactly in finite time. These interpolants are built by combining data from the two prescribed densities with an additional latent variable that shapes the bridge in a flexible way. The time-dependent probability density function of the stochastic interpolant is shown to satisfy a first-order transport equation as well as a family of forward and backward Fokker-Planck equations with tunable diffusion coefficient. Upon consideration of the time evolution of an individual sample, this viewpoint immediately leads to both deterministic and stochastic generative models based on probability flow equations or stochastic differential equations with an adjustable level of noise. The drift coefficients entering these models are time-dependent velocity fields characterized as the unique minimizers of simple quadratic objective functions, one of which is a new objective for the score of the interpolant density. We show that minimization of these quadratic objectives leads to control of the likelihood for generative models built upon stochastic dynamics, while likelihood control for deterministic dynamics is more stringent. We also discuss connections with other methods such as score-based diffusion models, stochastic localization processes, probabilistic denoising techniques, and rectifying flows. In addition, we demonstrate that stochastic interpolants recover the Schr\"odinger bridge between the two target densities when explicitly optimizing over the interpolant. Finally, algorithmic aspects are discussed and the approach is illustrated on numerical examples.

  • 3 authors
·
Mar 15, 2023

Diffusion limits of cyclic finite-velocity random motions along vector fields

We investigate diffusion approximations for a class of multivariate inhomogeneous finite-velocity random motions motivated by models of active particles. A particle alternates cyclically among prescribed velocity fields V_1,dots,V_p with random run times and evolves according to either a flight dynamics, consisting of piecewise-linear motion, or a gliding dynamics, in which the particle follows the corresponding velocity flow. Under a Kac-type scaling that couples vanishing run times with diverging particle speed, we prove weak convergence of both processes to multidimensional diffusions. It turns out that the order of successive cyclic motions affects the diffusion limit. In addition to the second-order term generated by fluctuations of the random run times, the limiting drift contains directional derivatives DV_i[V_j] of the underlying vector fields. In Stratonovich form, part of this drift is expressed through their Lie brackets [V_i,V_j]. Thus, the generic non-commutativity of the microscopic motions survives the diffusive scaling and generates a macroscopic drift which depends on the cyclic order. The limiting drift also distinguishes the flight and gliding dynamics, despite their being driven by the same vector fields and run times. Several examples, including run-and-reverse motion and cyclic dynamics generated by multiple vector fields, illustrate how the cyclic switching protocol and the geometry of the underlying velocity fields shape the limiting diffusions.

  • 3 authors
·
Aug 30 1

The Principles of Diffusion Models

This monograph presents the core principles that have guided the development of diffusion models, tracing their origins and showing how diverse formulations arise from shared mathematical ideas. Diffusion modeling starts by defining a forward process that gradually corrupts data into noise, linking the data distribution to a simple prior through a continuum of intermediate distributions. The goal is to learn a reverse process that transforms noise back into data while recovering the same intermediates. We describe three complementary views. The variational view, inspired by variational autoencoders, sees diffusion as learning to remove noise step by step. The score-based view, rooted in energy-based modeling, learns the gradient of the evolving data distribution, indicating how to nudge samples toward more likely regions. The flow-based view, related to normalizing flows, treats generation as following a smooth path that moves samples from noise to data under a learned velocity field. These perspectives share a common backbone: a time-dependent velocity field whose flow transports a simple prior to the data. Sampling then amounts to solving a differential equation that evolves noise into data along a continuous trajectory. On this foundation, the monograph discusses guidance for controllable generation, efficient numerical solvers, and diffusion-motivated flow-map models that learn direct mappings between arbitrary times. It provides a conceptual and mathematically grounded understanding of diffusion models for readers with basic deep-learning knowledge.

  • 5 authors
·
Oct 23, 2025 3

Closing the ODE-SDE gap in score-based diffusion models through the Fokker-Planck equation

Score-based diffusion models have emerged as one of the most promising frameworks for deep generative modelling, due to their state-of-the art performance in many generation tasks while relying on mathematical foundations such as stochastic differential equations (SDEs) and ordinary differential equations (ODEs). Empirically, it has been reported that ODE based samples are inferior to SDE based samples. In this paper we rigorously describe the range of dynamics and approximations that arise when training score-based diffusion models, including the true SDE dynamics, the neural approximations, the various approximate particle dynamics that result, as well as their associated Fokker--Planck equations and the neural network approximations of these Fokker--Planck equations. We systematically analyse the difference between the ODE and SDE dynamics of score-based diffusion models, and link it to an associated Fokker--Planck equation. We derive a theoretical upper bound on the Wasserstein 2-distance between the ODE- and SDE-induced distributions in terms of a Fokker--Planck residual. We also show numerically that conventional score-based diffusion models can exhibit significant differences between ODE- and SDE-induced distributions which we demonstrate using explicit comparisons. Moreover, we show numerically that reducing the Fokker--Planck residual by adding it as an additional regularisation term leads to closing the gap between ODE- and SDE-induced distributions. Our experiments suggest that this regularisation can improve the distribution generated by the ODE, however that this can come at the cost of degraded SDE sample quality.

  • 5 authors
·
Nov 27, 2023

MRS: A Fast Sampler for Mean Reverting Diffusion based on ODE and SDE Solvers

In applications of diffusion models, controllable generation is of practical significance, but is also challenging. Current methods for controllable generation primarily focus on modifying the score function of diffusion models, while Mean Reverting (MR) Diffusion directly modifies the structure of the stochastic differential equation (SDE), making the incorporation of image conditions simpler and more natural. However, current training-free fast samplers are not directly applicable to MR Diffusion. And thus MR Diffusion requires hundreds of NFEs (number of function evaluations) to obtain high-quality samples. In this paper, we propose a new algorithm named MRS (MR Sampler) to reduce the sampling NFEs of MR Diffusion. We solve the reverse-time SDE and the probability flow ordinary differential equation (PF-ODE) associated with MR Diffusion, and derive semi-analytical solutions. The solutions consist of an analytical function and an integral parameterized by a neural network. Based on this solution, we can generate high-quality samples in fewer steps. Our approach does not require training and supports all mainstream parameterizations, including noise prediction, data prediction and velocity prediction. Extensive experiments demonstrate that MR Sampler maintains high sampling quality with a speedup of 10 to 20 times across ten different image restoration tasks. Our algorithm accelerates the sampling procedure of MR Diffusion, making it more practical in controllable generation.

  • 6 authors
·
Feb 11, 2025 2

On gauge freedom, conservativity and intrinsic dimensionality estimation in diffusion models

Diffusion models are generative models that have recently demonstrated impressive performances in terms of sampling quality and density estimation in high dimensions. They rely on a forward continuous diffusion process and a backward continuous denoising process, which can be described by a time-dependent vector field and is used as a generative model. In the original formulation of the diffusion model, this vector field is assumed to be the score function (i.e. it is the gradient of the log-probability at a given time in the diffusion process). Curiously, on the practical side, most studies on diffusion models implement this vector field as a neural network function and do not constrain it be the gradient of some energy function (that is, most studies do not constrain the vector field to be conservative). Even though some studies investigated empirically whether such a constraint will lead to a performance gain, they lead to contradicting results and failed to provide analytical results. Here, we provide three analytical results regarding the extent of the modeling freedom of this vector field. {Firstly, we propose a novel decomposition of vector fields into a conservative component and an orthogonal component which satisfies a given (gauge) freedom. Secondly, from this orthogonal decomposition, we show that exact density estimation and exact sampling is achieved when the conservative component is exactly equals to the true score and therefore conservativity is neither necessary nor sufficient to obtain exact density estimation and exact sampling. Finally, we show that when it comes to inferring local information of the data manifold, constraining the vector field to be conservative is desirable.

  • 2 authors
·
Feb 6, 2024

Stochastic acceleration in arbitrary astrophysical environments

Turbulent magnetic fields are to some extent a universal feature in astrophysical phenomena. Charged particles that encounter these turbulence get on average accelerated according to the so-called second-order Fermi process. However, in most astrophysical environments there are additional competing processes, such as different kinds of first-order energy changes and particle escape, that effect the resulting momentum distribution of the particles. In this work we provide to our knowledge the first semi-analytical solution of the isotropic steady-state momentum diffusion equation including continuous and catastrophic momentum changes that can be applied to any arbitrary astrophysical system of interest. Here, we adopt that the assigned magnetic turbulence is constrained on a finite range and the particle flux vanishes beyond these boundaries. Consequently, we show that the so-called pile-up bump -- that has for some special cases long been established -- is a universal feature of stochastic acceleration that emerges around the momentum chi_{rm eq} where acceleration and continuous loss are in equilibrium if the particle's residence time in the system is sufficient at chi_{rm eq}. In general, the impact of continuous and catastrophic momentum changes plays a crucial role in the shape of the steady-state momentum distribution of the accelerated particles, where simplified unbroken power-law approximations are often not adequate.

  • 2 authors
·
Nov 22, 2024

Structural and Convergence Analysis of Discrete-Time Denoising Diffusion Probabilistic Models

This paper studies the original discrete-time denoising diffusion probabilistic model (DDPM) from a probabilistic point of view. We present three main theoretical results. First, we show that the time-dependent score function associated with the forward diffusion process admits a characterization as the backward component of a forward--backward stochastic differential equation (FBSDE). This result provides a structural description of the score function and clarifies how score estimation errors propagate along the reverse-time dynamics. As a by-product, we also obtain a system of semilinear parabolic PDEs for the score function. Second, we use tools from Schrödinger's problem to relate distributional errors arising in reverse time to corresponding errors in forward time. This approach allows us to control the reverse-time sampling error in a systematic way. Third, combining these results, we derive an explicit upper bound for the total variation distance between the sampling distribution of the discrete-time DDPM algorithm and the target data distribution under general finite noise schedules. The resulting bound separates the contributions of the learning error and the time discretization error. Our analysis highlights the intrinsic probabilistic structure underlying discrete-time DDPMs and provides a clearer understanding of the sources of error in their sampling procedure.

  • 1 authors
·
Jan 9

Electromagnetic drift-kinetic particle-in-cell model with energy and charge conservation for studying finite-β plasmas

The paper proposes a generalization of the fully implicit energy- and charge-conserving electromagnetic particle-in-cell method to the case where the lightest type of plasma particle (electrons) is described in the drift-kinetic approximation. This allows us to remove the very strict time step limitation of this method requiring to resolve the gyrorotation of electrons. Since the drift-kinetic model is only applicable to light particles whose contribution to plasma polarization is small, this model can be further simplified by neglecting the electron polarization drift and including in Maxwell's equations, in addition to the current of gyrocenters, only the magnetization current. In order for such a hybrid model to retain conservative properties in finite-difference form, a method of self-consistent interpolation of nabla B in the mirror force from grid to particle and the magnetization vector from particle to grid is proposed. Unlike existing drift-kinetic models, this model is not limited to considering small perturbations near a given equilibrium, and therefore allows one to study the formation of plasma equilibria in regimes with a finite ratio of plasma to magnetic field pressure. Testing of the parallel code implemented in C++ using the PETSc library confirmed the fulfillment of the finite-difference laws of energy and charge conservation, as well as the ability of the model (in the drift-kinetic version for all types of particles) to correctly reproduce the diamagnetic effect and longitudinal ion-acoustic wave.

  • 3 authors
·
Sep 30

DPM-Solver: A Fast ODE Solver for Diffusion Probabilistic Model Sampling in Around 10 Steps

Diffusion probabilistic models (DPMs) are emerging powerful generative models. Despite their high-quality generation performance, DPMs still suffer from their slow sampling as they generally need hundreds or thousands of sequential function evaluations (steps) of large neural networks to draw a sample. Sampling from DPMs can be viewed alternatively as solving the corresponding diffusion ordinary differential equations (ODEs). In this work, we propose an exact formulation of the solution of diffusion ODEs. The formulation analytically computes the linear part of the solution, rather than leaving all terms to black-box ODE solvers as adopted in previous works. By applying change-of-variable, the solution can be equivalently simplified to an exponentially weighted integral of the neural network. Based on our formulation, we propose DPM-Solver, a fast dedicated high-order solver for diffusion ODEs with the convergence order guarantee. DPM-Solver is suitable for both discrete-time and continuous-time DPMs without any further training. Experimental results show that DPM-Solver can generate high-quality samples in only 10 to 20 function evaluations on various datasets. We achieve 4.70 FID in 10 function evaluations and 2.87 FID in 20 function evaluations on the CIFAR10 dataset, and a 4sim 16times speedup compared with previous state-of-the-art training-free samplers on various datasets.

  • 6 authors
·
Jun 2, 2022

Well-Posedness of a Coupled Brinkman--Biofilm--Nutrient System with Volume-Fraction Constraints

We investigate a coupled system of partial differential equations modeling the interaction between Brinkman flow, biofilm evolution, and nutrient transport in a porous medium. The model captures the mutual influence between the fluid velocity and the biofilm through drag and diffusion coefficients that depend on the local biofilm volume fraction. A hard constraint on the admissible range of the biofilm fraction is incorporated through the subdifferential of an indicator functional, which leads naturally to an evolution variational inequality formulation for the biofilm dynamics. Assuming standard coercivity, ellipticity, and growth conditions on the model coefficients and reaction terms, we prove the global-in-time existence of weak solutions. The analysis relies on a decomposition of the system into three interconnected subproblems: the Brinkman equation with a fixed biofilm profile, the constrained biofilm evolution treated through maximal monotone operator theory, and the nutrient equation viewed as a semilinear parabolic problem. These components are then coupled through a Leray--Schauder type fixed-point argument, with the passage to the limit justified by Aubin--Lions and Simon compactness results. We further establish the nonnegativity of the nutrient concentration under a natural quasi-positivity assumption on the reaction term. Finally, we provide conditional uniqueness results for weak solutions in two spatial dimensions under additional smallness assumptions.

  • 2 authors
·
Jun 30

DRIFT-Net: A Spectral--Coupled Neural Operator for PDEs Learning

Learning PDE dynamics with neural solvers can significantly improve wall-clock efficiency and accuracy compared with classical numerical solvers. In recent years, foundation models for PDEs have largely adopted multi-scale windowed self-attention, with the scOT backbone in Poseidon serving as a representative example. However, because of their locality, truly globally consistent spectral coupling can only be propagated gradually through deep stacking and window shifting. This weakens global coupling and leads to error accumulation and drift during closed-loop rollouts. To address this, we propose DRIFT-Net. It employs a dual-branch design comprising a spectral branch and an image branch. The spectral branch is responsible for capturing global, large-scale low-frequency information, whereas the image branch focuses on local details and nonstationary structures. Specifically, we first perform controlled, lightweight mixing within the low-frequency range. Then we fuse the spectral and image paths at each layer via bandwise weighting, which avoids the width inflation and training instability caused by naive concatenation. The fused result is transformed back into the spatial domain and added to the image branch, thereby preserving both global structure and high-frequency details across scales. Compared with strong attention-based baselines, DRIFT-Net achieves lower error and higher throughput with fewer parameters under identical training settings and budget. On Navier--Stokes benchmarks, the relative L_{1} error is reduced by 7\%--54\%, the parameter count decreases by about 15\%, and the throughput remains higher than scOT. Ablation studies and theoretical analyses further demonstrate the stability and effectiveness of this design. The code is available at https://github.com/cruiseresearchgroup/DRIFT-Net.

DiffEditor: Boosting Accuracy and Flexibility on Diffusion-based Image Editing

Large-scale Text-to-Image (T2I) diffusion models have revolutionized image generation over the last few years. Although owning diverse and high-quality generation capabilities, translating these abilities to fine-grained image editing remains challenging. In this paper, we propose DiffEditor to rectify two weaknesses in existing diffusion-based image editing: (1) in complex scenarios, editing results often lack editing accuracy and exhibit unexpected artifacts; (2) lack of flexibility to harmonize editing operations, e.g., imagine new content. In our solution, we introduce image prompts in fine-grained image editing, cooperating with the text prompt to better describe the editing content. To increase the flexibility while maintaining content consistency, we locally combine stochastic differential equation (SDE) into the ordinary differential equation (ODE) sampling. In addition, we incorporate regional score-based gradient guidance and a time travel strategy into the diffusion sampling, further improving the editing quality. Extensive experiments demonstrate that our method can efficiently achieve state-of-the-art performance on various fine-grained image editing tasks, including editing within a single image (e.g., object moving, resizing, and content dragging) and across images (e.g., appearance replacing and object pasting). Our source code is released at https://github.com/MC-E/DragonDiffusion.

  • 5 authors
·
Feb 4, 2024 1

Diffusion Sampling with Momentum for Mitigating Divergence Artifacts

Despite the remarkable success of diffusion models in image generation, slow sampling remains a persistent issue. To accelerate the sampling process, prior studies have reformulated diffusion sampling as an ODE/SDE and introduced higher-order numerical methods. However, these methods often produce divergence artifacts, especially with a low number of sampling steps, which limits the achievable acceleration. In this paper, we investigate the potential causes of these artifacts and suggest that the small stability regions of these methods could be the principal cause. To address this issue, we propose two novel techniques. The first technique involves the incorporation of Heavy Ball (HB) momentum, a well-known technique for improving optimization, into existing diffusion numerical methods to expand their stability regions. We also prove that the resulting methods have first-order convergence. The second technique, called Generalized Heavy Ball (GHVB), constructs a new high-order method that offers a variable trade-off between accuracy and artifact suppression. Experimental results show that our techniques are highly effective in reducing artifacts and improving image quality, surpassing state-of-the-art diffusion solvers on both pixel-based and latent-based diffusion models for low-step sampling. Our research provides novel insights into the design of numerical methods for future diffusion work.

  • 5 authors
·
Jul 20, 2023

Mathematical modelling of flow and adsorption in a gas chromatograph

In this paper, a mathematical model is developed to describe the evolution of the concentration of compounds through a gas chromatography column. The model couples mass balances and kinetic equations for all components. Both single and multiple-component cases are considered with constant or variable velocity. Non-dimensionalisation indicates the small effect of diffusion. The system where diffusion is neglected is analysed using Laplace transforms. In the multiple-component case, it is demonstrated that the competition between the compounds is negligible and the equations may be decoupled. This reduces the problem to solving a single integral equation to determine the concentration profile for all components (since they are scaled versions of each other). For a given analyte, we then only two parameters need to be fitted to the data. To verify this approach, the full governing equations are also solved numerically using the finite difference method and a global adaptive quadrature method to integrate the Laplace transformation. Comparison with the Laplace solution verifies the high degree of accuracy of the simpler Laplace form. The Laplace solution is then verified against experimental data from BTEX chromatography. This novel method, which involves solving a single equation and fitting parameters in pairs for individual components, is highly efficient. It is significantly faster and simpler than the full numerical solution and avoids the computationally expensive methods that would normally be used to fit all curves at the same time.

  • 5 authors
·
Oct 7, 2024

Physics-Informed Neural Network for the Transient Diffusivity Equation in Reservoir Engineering

Physics-Informed machine learning models have recently emerged with some interesting and unique features that can be applied to reservoir engineering. In particular, physics-informed neural networks (PINN) leverage the fact that neural networks are a type of universal function approximators that can embed the knowledge of any physical laws that govern a given data-set in the learning process, and can be described by partial differential equations. The transient diffusivity equation is a fundamental equation in reservoir engineering and the general solution to this equation forms the basis for Pressure Transient Analysis (PTA). The diffusivity equation is derived by combining three physical principles, the continuity equation, Darcy's equation, and the equation of state for a slightly compressible liquid. Obtaining general solutions to this equation is imperative to understand flow regimes in porous media. Analytical solutions of the transient diffusivity equation are usually hard to obtain due to the stiff nature of the equation caused by the steep gradients of the pressure near the well. In this work we apply physics-informed neural networks to the one and two dimensional diffusivity equation and demonstrate that decomposing the space domain into very few subdomains can overcome the stiffness problem of the equation. Additionally, we demonstrate that the inverse capabilities of PINNs can estimate missing physics such as permeability and distance from sealing boundary similar to buildup tests without shutting in the well.

  • 2 authors
·
Sep 29, 2023

PFGM++: Unlocking the Potential of Physics-Inspired Generative Models

We introduce a new family of physics-inspired generative models termed PFGM++ that unifies diffusion models and Poisson Flow Generative Models (PFGM). These models realize generative trajectories for N dimensional data by embedding paths in N{+}D dimensional space while still controlling the progression with a simple scalar norm of the D additional variables. The new models reduce to PFGM when D{=}1 and to diffusion models when D{to}infty. The flexibility of choosing D allows us to trade off robustness against rigidity as increasing D results in more concentrated coupling between the data and the additional variable norms. We dispense with the biased large batch field targets used in PFGM and instead provide an unbiased perturbation-based objective similar to diffusion models. To explore different choices of D, we provide a direct alignment method for transferring well-tuned hyperparameters from diffusion models (D{to} infty) to any finite D values. Our experiments show that models with finite D can be superior to previous state-of-the-art diffusion models on CIFAR-10/FFHQ 64{times}64 datasets, with FID scores of 1.91/2.43 when D{=}2048/128. In class-conditional setting, D{=}2048 yields current state-of-the-art FID of 1.74 on CIFAR-10. In addition, we demonstrate that models with smaller D exhibit improved robustness against modeling errors. Code is available at https://github.com/Newbeeer/pfgmpp

  • 6 authors
·
Feb 8, 2023

The Rayleigh-Boltzmann equation with shear deformations in the hyperbolic-dominated regime

In this paper we consider a particular class of solutions of the Rayleigh-Boltzmann equation, known in the nonlinear setting as homoenergetic solutions, which have the form gleft( x,v,t right) =fleft( v-Lleft( tright)x,tright) where the matrix L(t) describes a shear flow deformation. We began this analysis in [22] where we rigorously proved the existence of a stationary non-equilibrium solution and established the different behaviour of the solutions for small and large values of the shear parameter, for cut-off collision kernels with homogeneity parameter 0leq gamma <1, including Maxwell molecules and hard potentials. In this paper, we concentrate in the case where the deformation term dominates the collision term for large times (hyperbolic-dominated regime). This occurs for collision kernels with gamma < 0 and in particular we focus on gamma in (-1,0). In such a hyperbolic-dominated regime, it appears challenging to provide a clear description of the long-term asymptotics of the solutions. Here we present a formal analysis of the long-time asymptotics for the distribution of velocities and provide the explicit form for the asymptotic profile. Additionally, we discuss the different asymptotic behaviour expected in the case of homogeneity gamma < -1. Furthermore, we provide a probabilistic interpretation describing a stochastic process consisting in a combination of collisions and shear flows. The tagged particle velocity {v(t)}_{tgeq 0} is a Markov process that arises from the combination of free flights in a shear flow along with random jumps caused by collisions.

  • 3 authors
·
Jun 18, 2025

Consistent Sampling and Simulation: Molecular Dynamics with Energy-Based Diffusion Models

In recent years, diffusion models trained on equilibrium molecular distributions have proven effective for sampling biomolecules. Beyond direct sampling, the score of such a model can also be used to derive the forces that act on molecular systems. However, while classical diffusion sampling usually recovers the training distribution, the corresponding energy-based interpretation of the learned score is often inconsistent with this distribution, even for low-dimensional toy systems. We trace this inconsistency to inaccuracies of the learned score at very small diffusion timesteps, where the model must capture the correct evolution of the data distribution. In this regime, diffusion models fail to satisfy the Fokker--Planck equation, which governs the evolution of the score. We interpret this deviation as one source of the observed inconsistencies and propose an energy-based diffusion model with a Fokker--Planck-derived regularization term to enforce consistency. We demonstrate our approach by sampling and simulating multiple biomolecular systems, including fast-folding proteins, and by introducing a state-of-the-art transferable Boltzmann emulator for dipeptides that supports simulation and achieves improved consistency and efficient sampling. Our code, model weights, and self-contained JAX and PyTorch notebooks are available at https://github.com/noegroup/ScoreMD.

  • 5 authors
·
Jun 20, 2025

Are We Really Learning the Score Function? Reinterpreting Diffusion Models Through Wasserstein Gradient Flow Matching

Diffusion models are commonly interpreted as learning the score function, i.e., the gradient of the log-density of noisy data. However, this assumption implies that the target of learning is a conservative vector field, which is not enforced by the neural network architectures used in practice. We present numerical evidence that trained diffusion networks violate both integral and differential constraints required of true score functions, demonstrating that the learned vector fields are not conservative. Despite this, the models perform remarkably well as generative mechanisms. To explain this apparent paradox, we advocate a new theoretical perspective: diffusion training is better understood as flow matching to the velocity field of a Wasserstein Gradient Flow (WGF), rather than as score learning for a reverse-time stochastic differential equation. Under this view, the "probability flow" arises naturally from the WGF framework, eliminating the need to invoke reverse-time SDE theory and clarifying why generative sampling remains successful even when the neural vector field is not a true score. We further show that non-conservative errors from neural approximation do not necessarily harm density transport. Our results advocate for adopting the WGF perspective as a principled, elegant, and theoretically grounded framework for understanding diffusion generative models.

  • 4 authors
·
Aug 29, 2025

Microstructural Geometry Revealed by NMR Lineshape Analysis

We introduce a technique for extracting microstructural geometry from NMR lineshape analysis in porous materials at angstrom-scale resolution with the use of weak magnetic field gradients. Diverging from the generally held view of FID signals undergoing simple exponential decay, we show that a detailed analysis of the line shape can unravel structural geometry on much smaller scales than previously thought. While the original q-space PFG NMR relies on strong magnetic field gradients in order to achieve high spatial resolution, our current approach reaches comparable or higher resolution using much weaker gradients. As a model system, we simulated gas diffusion for xenon confined within carbon nanotubes over a range of temperatures and nanotube diameters in order to unveil manifestations of confinement in the diffusion behavior. We report a multiscale scheme that couples the above MD simulations with the generalized Langevin equation to estimate the transport properties of interest for this problem, such as diffusivity coefficients and NMR lineshapes, using the Green-Kubo correlation function to correctly evaluate time-dependent diffusion. Our results highlight how NMR methodologies can be adapted as effective means towards structural investigation at very small scales when dealing with complicated geometries. This method is expected to find applications in materials science, catalysis, biomedicine and other areas.

  • 2 authors
·
Oct 12, 2024

A Unified Module for Accelerating STABLE-DIFFUSION: LCM-LORA

This paper presents a comprehensive study on the unified module for accelerating stable-diffusion processes, specifically focusing on the lcm-lora module. Stable-diffusion processes play a crucial role in various scientific and engineering domains, and their acceleration is of paramount importance for efficient computational performance. The standard iterative procedures for solving fixed-source discrete ordinates problems often exhibit slow convergence, particularly in optically thick scenarios. To address this challenge, unconditionally stable diffusion-acceleration methods have been developed, aiming to enhance the computational efficiency of transport equations and discrete ordinates problems. This study delves into the theoretical foundations and numerical results of unconditionally stable diffusion synthetic acceleration methods, providing insights into their stability and performance for model discrete ordinates problems. Furthermore, the paper explores recent advancements in diffusion model acceleration, including on device acceleration of large diffusion models via gpu aware optimizations, highlighting the potential for significantly improved inference latency. The results and analyses in this study provide important insights into stable diffusion processes and have important ramifications for the creation and application of acceleration methods specifically, the lcm-lora module in a variety of computing environments.

  • 2 authors
·
Mar 24, 2024

Hyperparameters are all you need: Using five-step inference for an original diffusion model to generate images comparable to the latest distillation model

The diffusion model is a state-of-the-art generative model that generates an image by applying a neural network iteratively. Moreover, this generation process is regarded as an algorithm solving an ordinary differential equation or a stochastic differential equation. Based on the analysis of the truncation error of the diffusion ODE and SDE, our study proposes a training-free algorithm that generates high-quality 512 x 512 and 1024 x 1024 images in eight steps, with flexible guidance scales. To the best of my knowledge, our algorithm is the first one that samples a 1024 x 1024 resolution image in 8 steps with an FID performance comparable to that of the latest distillation model, but without additional training. Meanwhile, our algorithm can also generate a 512 x 512 image in 8 steps, and its FID performance is better than the inference result using state-of-the-art ODE solver DPM++ 2m in 20 steps. We validate our eight-step image generation algorithm using the COCO 2014, COCO 2017, and LAION datasets. And our best FID performance is 15.7, 22.35, and 17.52. While the FID performance of DPM++2m is 17.3, 23.75, and 17.33. Further, it also outperforms the state-of-the-art AMED-plugin solver, whose FID performance is 19.07, 25.50, and 18.06. We also apply the algorithm in five-step inference without additional training, for which the best FID performance in the datasets mentioned above is 19.18, 23.24, and 19.61, respectively, and is comparable to the performance of the state-of-the-art AMED Pulgin solver in eight steps, SDXL-turbo in four steps, and the state-of-the-art diffusion distillation model Flash Diffusion in five steps. We also validate our algorithm in synthesizing 1024 * 1024 images within 6 steps, whose FID performance only has a limited distance to the latest distillation algorithm. The code is in repo: https://github.com/TheLovesOfLadyPurple/Hyperparameters-are-all-you-need

  • 1 authors
·
Sep 30, 2025

Stochastic gradient descent on the epigenetic landscape: a unified framework for cellular plasticity, tumor heterogeneity, and the asymptotic irrelevance of fitness

Phenotypic plasticity, the ability of cells to switch between states, is central to development, differentiation, and therapy resistance. Although it is modeled at several scales, from compartmental ODEs to phenotype-structured PDEs and single-cell stochastic equations, a framework connecting these descriptions is missing. We present such a framework. Starting from a general n-compartment ODE model encompassing nonlinear growth and linear transitions between phenotypes, we show, with a new, elementary and generalizable proof of a recent theorem, that under uniform competition, the long-term population distribution is solely governed by transition rates. All phenotypes become selectively neutral at saturation, and the imprint of fitness differences during growth fades at an explicit rate. Restricting transitions to neighboring states transforms the model into a discretization of a phenotype-structured reaction-diffusion-advection PDE. In this continuum model, diffusion and advection are identified from switching rates, and fitness remains asymptotically irrelevant. Interpreting the advection velocity as the negative gradient of an effective epigenetic potential transforms the PDE into a Fokker--Planck equation and converts single-cell trajectories into stochastic gradient descent (SGD) in the Langevin sense on the phenotypic landscape. Non-local transitions, such as mutations, are incorporated via an integro-differential term, yielding a unified model with reaction, gradient flow, diffusion, and jumps. State-dependent noise reshapes the effective landscape without altering the underlying potential. This gives cancer a route to elevated plasticity that static, single-cell snapshots cannot distinguish from a changed landscape. This framework provides a physical interpretation of Waddington's landscape, where cells perform SGD, and cancer corresponds to a corrupted landscape.

  • 1 authors
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Sep 28

Solving Inverse Problems via Diffusion-Based Priors: An Approximation-Free Ensemble Sampling Approach

Diffusion models (DMs) have proven to be effective in modeling high-dimensional distributions, leading to their widespread adoption for representing complex priors in Bayesian inverse problems (BIPs). However, current DM-based posterior sampling methods proposed for solving common BIPs rely on heuristic approximations to the generative process. To exploit the generative capability of DMs and avoid the usage of such approximations, we propose an ensemble-based algorithm that performs posterior sampling without the use of heuristic approximations. Our algorithm is motivated by existing works that combine DM-based methods with the sequential Monte Carlo (SMC) method. By examining how the prior evolves through the diffusion process encoded by the pre-trained score function, we derive a modified partial differential equation (PDE) governing the evolution of the corresponding posterior distribution. This PDE includes a modified diffusion term and a reweighting term, which can be simulated via stochastic weighted particle methods. Theoretically, we prove that the error between the true posterior distribution can be bounded in terms of the training error of the pre-trained score function and the number of particles in the ensemble. Empirically, we validate our algorithm on several inverse problems in imaging to show that our method gives more accurate reconstructions compared to existing DM-based methods.

  • 5 authors
·
Jun 4, 2025

Single-seed generation of Brownian paths and integrals for adaptive and high order SDE solvers

Despite the success of adaptive time-stepping in ODE simulation, it has so far seen few applications for Stochastic Differential Equations (SDEs). To simulate SDEs adaptively, methods such as the Virtual Brownian Tree (VBT) have been developed, which can generate Brownian motion (BM) non-chronologically. However, in most applications, knowing only the values of Brownian motion is not enough to achieve a high order of convergence; for that, we must compute time-integrals of BM such as int_s^t W_r , dr. With the aim of using high order SDE solvers adaptively, we extend the VBT to generate these integrals of BM in addition to the Brownian increments. A JAX-based implementation of our construction is included in the popular Diffrax library (https://github.com/patrick-kidger/diffrax). Since the entire Brownian path produced by VBT is uniquely determined by a single PRNG seed, previously generated samples need not be stored, which results in a constant memory footprint and enables experiment repeatability and strong error estimation. Based on binary search, the VBT's time complexity is logarithmic in the tolerance parameter varepsilon. Unlike the original VBT algorithm, which was only precise at some dyadic times, we prove that our construction exactly matches the joint distribution of the Brownian motion and its time integrals at any query times, provided they are at least varepsilon apart. We present two applications of adaptive high order solvers enabled by our new VBT. Using adaptive solvers to simulate a high-volatility CIR model, we achieve more than twice the convergence order of constant stepping. We apply an adaptive third order underdamped or kinetic Langevin solver to an MCMC problem, where our approach outperforms the No U-Turn Sampler, while using only a tenth of its function evaluations.

  • 3 authors
·
May 10, 2024

Parabolic-elliptic and indirect-direct simplifications in chemotaxis systems driven by indirect signalling

Singular limits for the following indirect signalling chemotaxis system align* \left\{ array{lllllll} \partial_t n = \Delta n - \nabla \cdot (n \nabla c ) & in \Omega\times(0,\infty) , \varepsilon \partial_t c = \Delta c - c + w & in \Omega\times(0,\infty), \varepsilon \partial_t w = \tau \Delta w - w + n & in \Omega\times (0,\infty), \partial_\nu n = \partial_\nu c = \partial_\nu w = 0, &on \partial\Omega\times (0,\infty) %(n,c,w)_{t=0} = (n_0,c_0,w_0) & on \Omega, array \right. align* are investigated. More precisely, we study parabolic-elliptic simplification, or PES, varepsilonto 0^+ with fixed tau>0 up to the critical dimension N=4, and indirect-direct simplification, or IDS, (varepsilon,tau)to (0^+,0^+) up to the critical dimension N=2. These are relevant in biological situations where the signalling process is on a much faster time scale compared to the species diffusion and all interactions. Showing singular limits in critical dimensions is challenging. To deal with the PES, we carefully combine the entropy function, an Adam-type inequality, the regularisation of slow evolution, and an energy equation method to obtain strong convergence in representative spaces. For the IDS, a bootstrap argument concerning the L^p-energy function is devised, which allows us to obtain suitable uniform bounds for the singular limits. Moreover, in both scenarios, we also present the convergence rates, where the effect of the initial layer and the convergence to the critical manifold are also revealed.

  • 4 authors
·
Aug 2, 2025

Diffusion in Diffusion: Cyclic One-Way Diffusion for Text-Vision-Conditioned Generation

Originating from the diffusion phenomenon in physics that describes particle movement, the diffusion generative models inherit the characteristics of stochastic random walk in the data space along the denoising trajectory. However, the intrinsic mutual interference among image regions contradicts the need for practical downstream application scenarios where the preservation of low-level pixel information from given conditioning is desired (e.g., customization tasks like personalized generation and inpainting based on a user-provided single image). In this work, we investigate the diffusion (physics) in diffusion (machine learning) properties and propose our Cyclic One-Way Diffusion (COW) method to control the direction of diffusion phenomenon given a pre-trained frozen diffusion model for versatile customization application scenarios, where the low-level pixel information from the conditioning needs to be preserved. Notably, unlike most current methods that incorporate additional conditions by fine-tuning the base text-to-image diffusion model or learning auxiliary networks, our method provides a novel perspective to understand the task needs and is applicable to a wider range of customization scenarios in a learning-free manner. Extensive experiment results show that our proposed COW can achieve more flexible customization based on strict visual conditions in different application settings. Project page: https://wangruoyu02.github.io/cow.github.io/.

  • 5 authors
·
Jun 14, 2023

Analysis of grid instabilities in particle-in-cell codes based on a meshfree approach

A new method of analyzing grid, or aliasing, instabilities is described, in particle-in-cell (PIC) codes for plasma kinetic theory. It starts with a meshfree approach with N_{p} macroparticles, with N_{p}<infty. Linearization of these equations is done about a uniform density non-drifting equilibrium prescribed by macroparticles on a uniform lattice. Macroparticle positions perturbations are induced about this lattice. The resulting linear equations are analyzed for stability and dispersion relations. The linearized equations are then discretized on a grid of N_{g} points with N_{g} le N_{p}, in both momentum conserving (MCP) and energy conserving (ECP) formulations. For a cold stationary plasma, this leads a dynamical matrix. For ECP, the matrix is symmetric and positive definite (SPD) and immediately shows stability. For MCP, the dynamical matrix is neither symmetric nor positive definite, preventing immediate conclusions on stability. For both MCP and ECP and for a cold stationary plasma, the resulting matrix elements vary relative to the meshfree value, a result of aliasing. This deviation is periodic in the displacement of the particle lattice relative to the grid. In the MCP discretization, eigenvalues occur in complex conjugate pairs for general placement of the particle lattice relative to the grid. These conjugate pairs indicate nonnegative growth rates. The nature of the aliasing is studied and shown to be related to the trapezoidal rule error over the grid. The scaling of the linear growth rates with respect to N_{g} and especially with respect to N_{ppc} is studied. These analytical results are compared with PIC simulations and found to be in excellent agreement. The connection with a cold drifting beam is discussed briefly, specifically, grid-induced instabilities for both the MCP and ECP.

  • 2 authors
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Sep 30

Dale meets Langevin: A Multiplicative Denoising Diffusion Model

Gradient descent has proven to be a powerful and effective technique for optimization in numerous machine learning applications. Recent advances in computational neuroscience have shown that learning in standard gradient descent optimization formulation is not consistent with learning in biological systems. This has opened up interesting avenues for building biologically inspired learning techniques. One such approach is inspired by Dale's law, which states that inhibitory and excitatory synapses do not swap roles during the course of learning. The resulting exponential gradient descent optimization scheme leads to log-normally distributed synaptic weights. Interestingly, the density that satisfies the Fokker-Planck equation corresponding to the stochastic differential equation (SDE) with geometric Brownian motion (GBM) is the log-normal density. Leveraging this connection, we start with the SDE governing geometric Brownian motion, and show that discretizing the corresponding reverse-time SDE yields a multiplicative update rule, which surprisingly, coincides with the sampling equivalent of the exponential gradient descent update founded on Dale's law. Furthermore, we propose a new formalism for multiplicative denoising score-matching, subsuming the loss function proposed by Hyvaerinen for non-negative data. Indeed, log-normally distributed data is positive and the proposed score-matching formalism turns out to be a natural fit. This allows for training of score-based models for image data and results in a novel multiplicative update scheme for sample generation starting from a log-normal density. Experimental results on MNIST, Fashion MNIST, and Kuzushiji datasets demonstrate generative capability of the new scheme. To the best of our knowledge, this is the first instance of a biologically inspired generative model employing multiplicative updates, founded on geometric Brownian motion.

A Kinetic Concentration criterion for Large-data Boltzmann Dynamics

We establish a conditional theory of genuinely non-perturbative global dynamics for the cutoff Boltzmann equation with hard potentials on the three-dimensional torus. We prove that any global mild solution satisfying \[ \sup_{t\ge0}\int_{\mathbb R^3}W(v)\sup_{x\in\mathbb T^3}F(t,x,v)\,dv<\infty, \] for a suitable stretched-exponential weight \(W\), enjoys uniform weighted \(L^\infty\) control, is unique in the dissipative mild class, and converges exponentially to the global Maxwellian. In particular, these conclusions hold for arbitrary-amplitude solutions admitting a uniform stretched-exponential velocity upper bound. The key mechanism is a *tail-to-coercivity principle*: uniform velocity-tail control generates positive lower bounds for the local density and nonlinear collision frequency, without imposing macroscopic coercivity a priori. A double-Duhamel positivity argument also generates a Gaussian lower bound at arbitrarily short positive times, allowing initial data with local vacuum. We establish a polynomially weighted counterpart under an additional spatially uniform lower velocity profile, obtaining analogous weighted \(L^\infty\) bounds, uniqueness, and exponential relaxation. Our results provide a low-regularity alternative to conditional theories requiring smoothness and pointwise macroscopic bounds. They reveal how a single velocity-tail condition controls large-data Boltzmann dynamics and suggest a route toward problems with physical boundary conditions.

  • 5 authors
·
Oct 7

Steady-Forcing: Balancing Spatial Persistence and Motion Continuity in Long-Horizon Nature Video Diffusion

Autoregressive video diffusion models enable streaming generation but often degrade over long rollouts: static scene layouts drift, while mechanisms that improve spatial stability tend to suppress motion, causing natural flows such as water, fire, or smoke to stagnate. We study this stability-motion trade-off in fixed-camera long-horizon nature video generation, where the two failure modes can be more clearly separated than in moving-camera settings. We propose Steady-Forcing, a memory and training framework combining a persistent visual anchor (V-Sink), an exponential moving-average motion memory (EMA-Sink), block-relative temporal encoding, periodic cache purification, and distillation from a Wan2.1-14B teacher with motion-rewarded priors under task-focused configurations. Together, these components are designed to preserve background identity while sustaining visually plausible fluid dynamics over multi-minute autoregressive rollouts. Evaluations across seven baselines show that Steady-Forcing improves long horizon background consistency and imaging quality, while a blind user study indicates stronger perceived stability and motion continuity. The benchmark evaluation further suggest that generic VBench aggregate scores under-penalize fixed-camera artifacts as well as rewarding drift-induced optical flow as Dynamic Degree while not directly penalizing texture hardening or flow stagnation - motivating future task-specific benchmarks for static-camera nature-flow evaluation. Project page: https://minar09.github.io/steadyforcing/

Diffusion Models for Medical Image Analysis: A Comprehensive Survey

Denoising diffusion models, a class of generative models, have garnered immense interest lately in various deep-learning problems. A diffusion probabilistic model defines a forward diffusion stage where the input data is gradually perturbed over several steps by adding Gaussian noise and then learns to reverse the diffusion process to retrieve the desired noise-free data from noisy data samples. Diffusion models are widely appreciated for their strong mode coverage and quality of the generated samples despite their known computational burdens. Capitalizing on the advances in computer vision, the field of medical imaging has also observed a growing interest in diffusion models. To help the researcher navigate this profusion, this survey intends to provide a comprehensive overview of diffusion models in the discipline of medical image analysis. Specifically, we introduce the solid theoretical foundation and fundamental concepts behind diffusion models and the three generic diffusion modelling frameworks: diffusion probabilistic models, noise-conditioned score networks, and stochastic differential equations. Then, we provide a systematic taxonomy of diffusion models in the medical domain and propose a multi-perspective categorization based on their application, imaging modality, organ of interest, and algorithms. To this end, we cover extensive applications of diffusion models in the medical domain. Furthermore, we emphasize the practical use case of some selected approaches, and then we discuss the limitations of the diffusion models in the medical domain and propose several directions to fulfill the demands of this field. Finally, we gather the overviewed studies with their available open-source implementations at https://github.com/amirhossein-kz/Awesome-Diffusion-Models-in-Medical-Imaging.

  • 7 authors
·
Nov 14, 2022

On Neural Differential Equations

The conjoining of dynamical systems and deep learning has become a topic of great interest. In particular, neural differential equations (NDEs) demonstrate that neural networks and differential equation are two sides of the same coin. Traditional parameterised differential equations are a special case. Many popular neural network architectures, such as residual networks and recurrent networks, are discretisations. NDEs are suitable for tackling generative problems, dynamical systems, and time series (particularly in physics, finance, ...) and are thus of interest to both modern machine learning and traditional mathematical modelling. NDEs offer high-capacity function approximation, strong priors on model space, the ability to handle irregular data, memory efficiency, and a wealth of available theory on both sides. This doctoral thesis provides an in-depth survey of the field. Topics include: neural ordinary differential equations (e.g. for hybrid neural/mechanistic modelling of physical systems); neural controlled differential equations (e.g. for learning functions of irregular time series); and neural stochastic differential equations (e.g. to produce generative models capable of representing complex stochastic dynamics, or sampling from complex high-dimensional distributions). Further topics include: numerical methods for NDEs (e.g. reversible differential equations solvers, backpropagation through differential equations, Brownian reconstruction); symbolic regression for dynamical systems (e.g. via regularised evolution); and deep implicit models (e.g. deep equilibrium models, differentiable optimisation). We anticipate this thesis will be of interest to anyone interested in the marriage of deep learning with dynamical systems, and hope it will provide a useful reference for the current state of the art.

  • 1 authors
·
Feb 4, 2022

A Recursive Representation of Compatibility Matrices for Transported Differential Operators

We develop a recursive algebraic framework for the compatibility matrices arising in moving-boundary problems for the heat equation. Such matrices naturally appear in the analysis of boundary trace operators, including Dirichlet-to-Neumann maps and first-passage problems for Brownian motion. The construction is based on two recursive hierarchies: transported differential operators in the interior and boundary operators generated by successive differentiation of the boundary condition. Their interaction produces a recursive family of compatibility matrices whose size grows linearly with the order of the transported operator. The main contribution of the paper is a decomposition of every compatibility matrix into a universal reference matrix and a sequence of transport perturbations. This representation isolates the boundary geometry from the recursive transport corrections and shows that only the transport rows change at each recursive level. Consequently, the determinant of the compatibility matrix may be interpreted as the determinant of a reference matrix together with successive low-rank perturbations. The recursive construction is illustrated through explicit examples, which suggest additional algebraic structure in the reference determinants. The resulting recursive representation provides a systematic organization of compatibility matrices and establishes an algebraic foundation for future investigations of recursive determinant formulas, boundary trace operators, and Dirichlet-to-Neumann maps for moving-boundary problems.

  • 1 authors
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Aug 10

GENIE: Higher-Order Denoising Diffusion Solvers

Denoising diffusion models (DDMs) have emerged as a powerful class of generative models. A forward diffusion process slowly perturbs the data, while a deep model learns to gradually denoise. Synthesis amounts to solving a differential equation (DE) defined by the learnt model. Solving the DE requires slow iterative solvers for high-quality generation. In this work, we propose Higher-Order Denoising Diffusion Solvers (GENIE): Based on truncated Taylor methods, we derive a novel higher-order solver that significantly accelerates synthesis. Our solver relies on higher-order gradients of the perturbed data distribution, that is, higher-order score functions. In practice, only Jacobian-vector products (JVPs) are required and we propose to extract them from the first-order score network via automatic differentiation. We then distill the JVPs into a separate neural network that allows us to efficiently compute the necessary higher-order terms for our novel sampler during synthesis. We only need to train a small additional head on top of the first-order score network. We validate GENIE on multiple image generation benchmarks and demonstrate that GENIE outperforms all previous solvers. Unlike recent methods that fundamentally alter the generation process in DDMs, our GENIE solves the true generative DE and still enables applications such as encoding and guided sampling. Project page and code: https://nv-tlabs.github.io/GENIE.

  • 3 authors
·
Oct 11, 2022