A survey on diffusion models for time series and spatio-temporal data

Y Yang, M **, H Wen, C Zhang, Y Liang, L Ma… - arxiv preprint arxiv …, 2024 - arxiv.org
The study of time series is crucial for understanding trends and anomalies over time,
enabling predictive insights across various sectors. Spatio-temporal data, on the other hand …

Helixdiff, a score-based diffusion model for generating all-atom α-helical structures

X **e, PA Valiente, J Kim, PM Kim - ACS Central Science, 2024 - ACS Publications
Here, we present HelixDiff, a score-based diffusion model for generating all-atom helical
structures. We developed a hot spot-specific generation algorithm for the conditional design …

Positivity preserving truncated Euler–Maruyama method for stochastic Lotka–Volterra competition model

X Mao, F Wei, T Wiriyakraikul - Journal of Computational and Applied …, 2021 - Elsevier
The well-known stochastic Lotka–Volterra model for interacting multi-species in ecology has
some typical features: highly nonlinear, positive solution and multi-dimensional. The known …

[HTML][HTML] Convergence rates of the truncated Euler–Maruyama method for stochastic differential equations

X Mao - Journal of Computational and Applied Mathematics, 2016 - Elsevier
Influenced by Higham et al.(2002), several numerical methods have been developed to
study the strong convergence of the numerical solutions to stochastic differential equations …

Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in pth moment and stability

X Li, X Mao, G Yin - IMA Journal of Numerical Analysis, 2019 - academic.oup.com
Solving stochastic differential equations (SDEs) numerically, explicit Euler–Maruyama (EM)
schemes are used most frequently under global Lipschitz conditions for both drift and …

An advanced numerical scheme for multi-dimensional stochastic Kolmogorov equations with superlinear coefficients

Y Cai, X Mao, F Wei - Journal of Computational and Applied Mathematics, 2024 - Elsevier
This work develops a novel approximation for a class of superlinear stochastic Kolmogorov
equations with positive global solutions. On the one hand, most existing explicit methods …

[HTML][HTML] Data-driven discovery of stochastic differential equations

Y Wang, H Fang, J **, G Ma, X He, X Dai, Z Yue… - Engineering, 2022 - Elsevier
Stochastic differential equations (SDEs) are mathematical models that are widely used to
describe complex processes or phenomena perturbed by random noise from different …

Using process data to generate an optimal control policy via apprenticeship and reinforcement learning

M Mowbray, R Smith, EA Del Rio‐Chanona… - AIChE …, 2021 - Wiley Online Library
Reinforcement learning (RL) is a data‐driven approach to synthesizing an optimal control
policy. A barrier to wide implementation of RL‐based controllers is its data‐hungry nature …

Adaptive Euler–Maruyama method for SDEs with nonglobally Lipschitz drift

W Fang, MB Giles - The Annals of Applied Probability, 2020 - JSTOR
This paper proposes an adaptive timestep construction for an Euler–Maruyama
approximation of SDEs with nonglobally Lipschitz drift. It is proved that if the timestep is …

An adaptive Euler–Maruyama scheme for McKean–Vlasov SDEs with super-linear growth and application to the mean-field FitzHugh–Nagumo model

C Reisinger, W Stockinger - Journal of Computational and Applied …, 2022 - Elsevier
In this paper, we introduce fully implementable, adaptive Euler–Maruyama schemes for
McKean–Vlasov stochastic differential equations (SDEs) assuming only a standard …