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math.NA2026
Sparse entropic quadrature for moment equations
Georgii Oblapenko, Michael Herty, Manuel Torrilhon
In the present work, we study the properties of the sparse entropic quadrature method, a recently proposed method for the closure of systems of moment equations in rarefied gas dyn…
math.NA2026
A PDE-Based Framework for Generative Modeling Beyond Classical Score-Based Diffusion
Horacio Tettamanti, Michael Herty
We introduce an alternative generative framework based on a nonlinear modification of the classical Ornstein--Uhlenbeck dynamics. The proposed dynamics admits both a microscopic de…
math.NA2026
Ensemble Kalman Inversion as an Inertial Interacting Particle System
Michael Herty, Pierpaolo Porretta, Giuseppe Visconti
Ensemble Kalman Inversion (EKI) is a derivative-free, ensemble-based method for inverse and optimization problems. A central limitation of its continuous-time dynamics is premature…