Rex: A Family of Reversible Exponential (Stochastic) Runge-Kutta Solvers

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arXiv:2502.08834v5 Announce Type: replace-cross Abstract: Deep generative models based on neural differential equations have become state-of-the-art for many generation tasks. These models rely on ODE/SDE solvers that integrate from a prior distribution to the data distribution; in many applications it is also highly desirable to integrate in the inverse direction. Standard solvers, however, accumulate discretization errors that prohibit exact inversion, an inaccuracy that is unacceptable in precision-critical applications. Existing inversion methods suffer from poor stability and low order of convergence, and are strictly limited to the ODE setting. In this work, we propose Rex, a family of reversible exponential (stochastic) Runge-Kutta solvers obtained by applying Lawson methods to convert any explicit (stochastic) Runge-Kutta scheme into an algebraically reversible one for both diffusion ODEs and SDEs. Beyond a rigorous theoretical analysis -- establishing arbitrary-order convergence and a non-zero region of linear stability -- we empirically demonstrate that Rex achieves near-machine-precision reconstruction and improves Boltzmann sampling with flow models as well as image generation and editing with diffusion models.

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