The contributions of this paper are as follows (Figure 1): 1.

The contributions of this paper are as follows (Figure 1): 1.

In many engineering and applied science domains, high-dimensional nonlinear filtering is still a challenging problem. Recent advances in score-based diffusion models offer a promising alternative for posterior sampling but require repeated retraining to track evolving priors, which is impractical in high dimensions. In this work, we propose the Conditional Score-based Filter (CSF), a novel algorithm that leverages a set-transformer encoder and a conditional diffusion model to achieve efficient and accurate posterior sampling without retraining. By decoupling prior modeling and posterior sampling into offline and online stages, CSF enables scalable score-based filtering across diverse nonlinear systems. Extensive experiments on benchmark problems show that CSF achieves superior accuracy, robustness, and efficiency across diverse nonlinear filtering scenarios.

We develop diffusion models for simulating lattice gauge theories, where stochastic quantization is explicitly incorporated as a physical condition for sampling. We demonstrate the applicability of this novel sampler to U(1) gauge theory in two spacetime dimensions and find that a model trained at a small inverse coupling constant can be extrapolated to larger inverse coupling regions without encountering the topological freezing problem. Additionally, the trained model can be employed to sample configurations on different lattice sizes without requiring further training. The exactness of the generated samples is ensured by incorporating Metropolis-adjusted Langevin dynamics into the generation process. Furthermore, we demonstrate that this approach enables more efficient sampling of topological quantities compared to traditional algorithms such as Hybrid Monte Carlo and Langevin simulations.

This paper explores the application of Stochastic Differential Equations (SDE) to interpret the text generation process of Large Language Models (LLMs) such as GPT-4. Text generation in LLMs is modeled as a stochastic process where each step depends on previously generated content and model parameters, sampling the next word from a vocabulary distribution. We represent this generation process using SDE to capture both deterministic trends and stochastic perturbations. The drift term describes the deterministic trends in the generation process, while the diffusion term captures the stochastic variations. We fit these functions using neural networks and validate the model on real-world text corpora. Through numerical simulations and comprehensive analyses, including drift and diffusion analysis, stochastic process property evaluation, and phase space exploration, we provide deep insights into the dynamics of text generation. This approach not only enhances the understanding of the inner workings of LLMs but also offers a novel mathematical perspective on language generation, which is crucial for diagnosing, optimizing, and controlling the quality of generated text.

With the rapid increase of observational, experimental and simulated data for stochastic systems, tremendous efforts have been devoted to identifying governing laws underlying the evolution of these systems. Despite the broad applications of non-Gaussian fluctuations in numerous physical phenomena, the data-driven approaches to extracting stochastic dynamics with L\'{e}vy noise are relatively few. In this work, we propose a Weak Collocation Regression (WCR) to explicitly reveal unknown stochastic dynamical systems, i.e., the Stochastic Differential Equation (SDE) with both $\alpha$-stable L\'{e}vy noise and Gaussian noise, from discrete aggregate data. This method utilizes the evolution equation of the probability distribution function, i.e., the Fokker-Planck (FP) equation. With the weak form of the FP equation, the WCR constructs a linear system of unknown parameters where all integrals are evaluated by Monte Carlo method with the observations. Then, the unknown parameters are obtained by a sparse linear regression. For a SDE with L\'{e}vy noise, the corresponding FP equation is a partial integro-differential equation (PIDE), which contains nonlocal terms, and is difficult to deal with. The weak form can avoid complicated multiple integrals. Our approach can simultaneously distinguish mixed noise types, even in multi-dimensional problems. Numerical experiments demonstrate that our method is accurate and computationally efficient.