Daily Papers

A fundamental dilemma in generative modeling persists: iterative diffusion models achieve outstanding fidelity, but at a significant computational cost, while efficient few-step alternatives are constrained by a hard quality ceiling. This conflict between generation steps and output quality arises from restrictive training objectives that focus exclusively on either infinitesimal dynamics (PF-ODEs) or direct endpoint prediction. We address this challenge by introducing an exact, continuous-time dynamics equation that analytically defines state transitions across any finite time interval. This leads to a novel generative paradigm, Transition Models (TiM), which adapt to arbitrary-step transitions, seamlessly traversing the generative trajectory from single leaps to fine-grained refinement with more steps. Despite having only 865M parameters, TiM achieves state-of-the-art performance, surpassing leading models such as SD3.5 (8B parameters) and FLUX.1 (12B parameters) across all evaluated step counts. Importantly, unlike previous few-step generators, TiM demonstrates monotonic quality improvement as the sampling budget increases. Additionally, when employing our native-resolution strategy, TiM delivers exceptional fidelity at resolutions up to 4096x4096.

Discovering the underlying relationships among variables from temporal observations has been a longstanding challenge in numerous scientific disciplines, including biology, finance, and climate science. The dynamics of such systems are often best described using continuous-time stochastic processes. Unfortunately, most existing structure learning approaches assume that the underlying process evolves in discrete-time and/or observations occur at regular time intervals. These mismatched assumptions can often lead to incorrect learned structures and models. In this work, we introduce a novel structure learning method, SCOTCH, which combines neural stochastic differential equations (SDE) with variational inference to infer a posterior distribution over possible structures. This continuous-time approach can naturally handle both learning from and predicting observations at arbitrary time points. Theoretically, we establish sufficient conditions for an SDE and SCOTCH to be structurally identifiable, and prove its consistency under infinite data limits. Empirically, we demonstrate that our approach leads to improved structure learning performance on both synthetic and real-world datasets compared to relevant baselines under regular and irregular sampling intervals.

Learning the continuous dynamics of a system from snapshots of its temporal marginals is a problem which appears throughout natural sciences and machine learning, including in quantum systems, single-cell biological data, and generative modeling. In these settings, we assume access to cross-sectional samples that are uncorrelated over time, rather than full trajectories of samples. In order to better understand the systems under observation, we would like to learn a model of the underlying process that allows us to propagate samples in time and thereby simulate entire individual trajectories. In this work, we propose Action Matching, a method for learning a rich family of dynamics using only independent samples from its time evolution. We derive a tractable training objective, which does not rely on explicit assumptions about the underlying dynamics and does not require back-propagation through differential equations or optimal transport solvers. Inspired by connections with optimal transport, we derive extensions of Action Matching to learn stochastic differential equations and dynamics involving creation and destruction of probability mass. Finally, we showcase applications of Action Matching by achieving competitive performance in a diverse set of experiments from biology, physics, and generative modeling.

We introduce a new class of time-continuous recurrent neural network models. Instead of declaring a learning system's dynamics by implicit nonlinearities, we construct networks of linear first-order dynamical systems modulated via nonlinear interlinked gates. The resulting models represent dynamical systems with varying (i.e., liquid) time-constants coupled to their hidden state, with outputs being computed by numerical differential equation solvers. These neural networks exhibit stable and bounded behavior, yield superior expressivity within the family of neural ordinary differential equations, and give rise to improved performance on time-series prediction tasks. To demonstrate these properties, we first take a theoretical approach to find bounds over their dynamics and compute their expressive power by the trajectory length measure in latent trajectory space. We then conduct a series of time-series prediction experiments to manifest the approximation capability of Liquid Time-Constant Networks (LTCs) compared to classical and modern RNNs. Code and data are available at https://github.com/raminmh/liquid_time_constant_networks

We introduce a new family of deep neural network models. Instead of specifying a discrete sequence of hidden layers, we parameterize the derivative of the hidden state using a neural network. The output of the network is computed using a black-box differential equation solver. These continuous-depth models have constant memory cost, adapt their evaluation strategy to each input, and can explicitly trade numerical precision for speed. We demonstrate these properties in continuous-depth residual networks and continuous-time latent variable models. We also construct continuous normalizing flows, a generative model that can train by maximum likelihood, without partitioning or ordering the data dimensions. For training, we show how to scalably backpropagate through any ODE solver, without access to its internal operations. This allows end-to-end training of ODEs within larger models.

This paper presents a continuous-time optimal control framework for the generation of reference trajectories in driving scenarios with uncertainty. A previous work presented a discrete-time stochastic generator for autonomous vehicles; those results are extended to continuous time to ensure the robustness of the generator in a real-time setting. We show that the stochastic model in continuous time can capture the uncertainty of information by producing better results, limiting the risk of violating the problem's constraints compared to a discrete approach. Dynamic solvers provide faster computation and the continuous-time model is more robust to a wider variety of driving scenarios than the discrete-time model, as it can handle further time horizons, which allows trajectory planning outside the framework of urban driving scenarios.

We introduce Lagrangian Flow Networks (LFlows) for modeling fluid densities and velocities continuously in space and time. By construction, the proposed LFlows satisfy the continuity equation, a PDE describing mass conservation in its differentiable form. Our model is based on the insight that solutions to the continuity equation can be expressed as time-dependent density transformations via differentiable and invertible maps. This follows from classical theory of the existence and uniqueness of Lagrangian flows for smooth vector fields. Hence, we model fluid densities by transforming a base density with parameterized diffeomorphisms conditioned on time. The key benefit compared to methods relying on numerical ODE solvers or PINNs is that the analytic expression of the velocity is always consistent with changes in density. Furthermore, we require neither expensive numerical solvers, nor additional penalties to enforce the PDE. LFlows show higher predictive accuracy in density modeling tasks compared to competing models in 2D and 3D, while being computationally efficient. As a real-world application, we model bird migration based on sparse weather radar measurements.

Learning accurate predictive models of real-world dynamic phenomena (e.g., climate, biological) remains a challenging task. One key issue is that the data generated by both natural and artificial processes often comprise time series that are irregularly sampled and/or contain missing observations. In this work, we propose the Neural Continuous-Discrete State Space Model (NCDSSM) for continuous-time modeling of time series through discrete-time observations. NCDSSM employs auxiliary variables to disentangle recognition from dynamics, thus requiring amortized inference only for the auxiliary variables. Leveraging techniques from continuous-discrete filtering theory, we demonstrate how to perform accurate Bayesian inference for the dynamic states. We propose three flexible parameterizations of the latent dynamics and an efficient training objective that marginalizes the dynamic states during inference. Empirical results on multiple benchmark datasets across various domains show improved imputation and forecasting performance of NCDSSM over existing models.

The optimization of the latents and parameters of diffusion models with respect to some differentiable metric defined on the output of the model is a challenging and complex problem. The sampling for diffusion models is done by solving either the probability flow ODE or diffusion SDE wherein a neural network approximates the score function allowing a numerical ODE/SDE solver to be used. However, naive backpropagation techniques are memory intensive, requiring the storage of all intermediate states, and face additional complexity in handling the injected noise from the diffusion term of the diffusion SDE. We propose a novel family of bespoke ODE solvers to the continuous adjoint equations for diffusion models, which we call AdjointDEIS. We exploit the unique construction of diffusion SDEs to further simplify the formulation of the continuous adjoint equations using exponential integrators. Moreover, we provide convergence order guarantees for our bespoke solvers. Significantly, we show that continuous adjoint equations for diffusion SDEs actually simplify to a simple ODE. Lastly, we demonstrate the effectiveness of AdjointDEIS for guided generation with an adversarial attack in the form of the face morphing problem. Our code will be released on our project page https://zblasingame.github.io/AdjointDEIS/

We consider the general class of time-homogeneous stochastic dynamical systems, both discrete and continuous, and study the problem of learning a representation of the state that faithfully captures its dynamics. This is instrumental to learning the transfer operator or the generator of the system, which in turn can be used for numerous tasks, such as forecasting and interpreting the system dynamics. We show that the search for a good representation can be cast as an optimization problem over neural networks. Our approach is supported by recent results in statistical learning theory, highlighting the role of approximation error and metric distortion in the learning problem. The objective function we propose is associated with projection operators from the representation space to the data space, overcomes metric distortion, and can be empirically estimated from data. In the discrete-time setting, we further derive a relaxed objective function that is differentiable and numerically well-conditioned. We compare our method against state-of-the-art approaches on different datasets, showing better performance across the board.

Treatment effect estimation in continuous time is crucial for personalized medicine. However, existing methods for this task are limited to point estimates of the potential outcomes, whereas uncertainty estimates have been ignored. Needless to say, uncertainty quantification is crucial for reliable decision-making in medical applications. To fill this gap, we propose a novel Bayesian neural controlled differential equation (BNCDE) for treatment effect estimation in continuous time. In our BNCDE, the time dimension is modeled through a coupled system of neural controlled differential equations and neural stochastic differential equations, where the neural stochastic differential equations allow for tractable variational Bayesian inference. Thereby, for an assigned sequence of treatments, our BNCDE provides meaningful posterior predictive distributions of the potential outcomes. To the best of our knowledge, ours is the first tailored neural method to provide uncertainty estimates of treatment effects in continuous time. As such, our method is of direct practical value for promoting reliable decision-making in medicine.

Residual neural networks are state-of-the-art deep learning models. Their continuous-depth analog, neural ordinary differential equations (ODEs), are also widely used. Despite their success, the link between the discrete and continuous models still lacks a solid mathematical foundation. In this article, we take a step in this direction by establishing an implicit regularization of deep residual networks towards neural ODEs, for nonlinear networks trained with gradient flow. We prove that if the network is initialized as a discretization of a neural ODE, then such a discretization holds throughout training. Our results are valid for a finite training time, and also as the training time tends to infinity provided that the network satisfies a Polyak-Lojasiewicz condition. Importantly, this condition holds for a family of residual networks where the residuals are two-layer perceptrons with an overparameterization in width that is only linear, and implies the convergence of gradient flow to a global minimum. Numerical experiments illustrate our results.

Practitioners frequently aim to infer an unobserved population trajectory using sample snapshots at multiple time points. For instance, in single-cell sequencing, scientists would like to learn how gene expression evolves over time. But sequencing any cell destroys that cell. So we cannot access any cell's full trajectory, but we can access snapshot samples from many cells. Stochastic differential equations are commonly used to analyze systems with full individual-trajectory access; since here we have only sample snapshots, these methods are inapplicable. The deep learning community has recently explored using Schr\"odinger bridges (SBs) and their extensions to estimate these dynamics. However, these methods either (1) interpolate between just two time points or (2) require a single fixed reference dynamic within the SB, which is often just set to be Brownian motion. But learning piecewise from adjacent time points can fail to capture long-term dependencies. And practitioners are typically able to specify a model class for the reference dynamic but not the exact values of the parameters within it. So we propose a new method that (1) learns the unobserved trajectories from sample snapshots across multiple time points and (2) requires specification only of a class of reference dynamics, not a single fixed one. In particular, we suggest an iterative projection method inspired by Schr\"odinger bridges; we alternate between learning a piecewise SB on the unobserved trajectories and using the learned SB to refine our best guess for the dynamics within the reference class. We demonstrate the advantages of our method via a well-known simulated parametric model from ecology, simulated and real data from systems biology, and real motion-capture data.

We propose a unified framework to study policy evaluation (PE) and the associated temporal difference (TD) methods for reinforcement learning in continuous time and space. We show that PE is equivalent to maintaining the martingale condition of a process. From this perspective, we find that the mean--square TD error approximates the quadratic variation of the martingale and thus is not a suitable objective for PE. We present two methods to use the martingale characterization for designing PE algorithms. The first one minimizes a "martingale loss function", whose solution is proved to be the best approximation of the true value function in the mean--square sense. This method interprets the classical gradient Monte-Carlo algorithm. The second method is based on a system of equations called the "martingale orthogonality conditions" with test functions. Solving these equations in different ways recovers various classical TD algorithms, such as TD(lambda), LSTD, and GTD. Different choices of test functions determine in what sense the resulting solutions approximate the true value function. Moreover, we prove that any convergent time-discretized algorithm converges to its continuous-time counterpart as the mesh size goes to zero, and we provide the convergence rate. We demonstrate the theoretical results and corresponding algorithms with numerical experiments and applications.

Generative models inspired by dynamical transport of measure -- such as flows and diffusions -- construct a continuous-time map between two probability densities. Conventionally, one of these is the target density, only accessible through samples, while the other is taken as a simple base density that is data-agnostic. In this work, using the framework of stochastic interpolants, we formalize how to couple the base and the target densities. This enables us to incorporate information about class labels or continuous embeddings to construct dynamical transport maps that serve as conditional generative models. We show that these transport maps can be learned by solving a simple square loss regression problem analogous to the standard independent setting. We demonstrate the usefulness of constructing dependent couplings in practice through experiments in super-resolution and in-painting.

We address the problem of learning the dynamics of an unknown non-parametric system linking a target and a feature time series. The feature time series is measured on a sparse and irregular grid, while we have access to only a few points of the target time series. Once learned, we can use these dynamics to predict values of the target from the previous values of the feature time series. We frame this task as learning the solution map of a controlled differential equation (CDE). By leveraging the rich theory of signatures, we are able to cast this non-linear problem as a high-dimensional linear regression. We provide an oracle bound on the prediction error which exhibits explicit dependencies on the individual-specific sampling schemes. Our theoretical results are illustrated by simulations which show that our method outperforms existing algorithms for recovering the full time series while being computationally cheap. We conclude by demonstrating its potential on real-world epidemiological data.

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.

State-space models (SSMs) offer a powerful framework for dynamical system analysis, wherein the temporal dynamics of the system are assumed to be captured through the evolution of the latent states, which govern the values of the observations. This paper provides a selective review of recent advancements in deep neural network-based approaches for SSMs, and presents a unified perspective for discrete time deep state space models and continuous time ones such as latent neural Ordinary Differential and Stochastic Differential Equations. It starts with an overview of the classical maximum likelihood based approach for learning SSMs, reviews variational autoencoder as a general learning pipeline for neural network-based approaches in the presence of latent variables, and discusses in detail representative deep learning models that fall under the SSM framework. Very recent developments, where SSMs are used as standalone architectural modules for improving efficiency in sequence modeling, are also examined. Finally, examples involving mixed frequency and irregularly-spaced time series data are presented to demonstrate the advantage of SSMs in these settings.

Methods based on ordinary differential equations (ODEs) are widely used to build generative models of time-series. In addition to high computational overhead due to explicitly computing hidden states recurrence, existing ODE-based models fall short in learning sequence data with sharp transitions - common in many real-world systems - due to numerical challenges during optimization. In this work, we propose LS4, a generative model for sequences with latent variables evolving according to a state space ODE to increase modeling capacity. Inspired by recent deep state space models (S4), we achieve speedups by leveraging a convolutional representation of LS4 which bypasses the explicit evaluation of hidden states. We show that LS4 significantly outperforms previous continuous-time generative models in terms of marginal distribution, classification, and prediction scores on real-world datasets in the Monash Forecasting Repository, and is capable of modeling highly stochastic data with sharp temporal transitions. LS4 sets state-of-the-art for continuous-time latent generative models, with significant improvement of mean squared error and tighter variational lower bounds on irregularly-sampled datasets, while also being x100 faster than other baselines on long sequences.

Neural Ordinary Differential Equations (NODEs) often struggle to adapt to new dynamic behaviors caused by parameter changes in the underlying physical system, even when these dynamics are similar to previously observed behaviors. This problem becomes more challenging when the changing parameters are unobserved, meaning their value or influence cannot be directly measured when collecting data. To address this issue, we introduce Neural Context Flow (NCF), a robust and interpretable Meta-Learning framework that includes uncertainty estimation. NCF uses Taylor expansion to enable contextual self-modulation, allowing context vectors to influence dynamics from other domains while also modulating themselves. After establishing theoretical guarantees, we empirically test NCF and compare it to related adaptation methods. Our results show that NCF achieves state-of-the-art Out-of-Distribution performance on 5 out of 6 linear and non-linear benchmark problems. Through extensive experiments, we explore the flexible model architecture of NCF and the encoded representations within the learned context vectors. Our findings highlight the potential implications of NCF for foundational models in the physical sciences, offering a promising approach to improving the adaptability and generalization of NODEs in various scientific applications. Our code is openly available at https://github.com/ddrous/ncflow.

Real-world time series are often governed by complex nonlinear dynamics. Understanding these underlying dynamics is crucial for precise future prediction. While deep learning has achieved major success in time series forecasting, many existing approaches do not explicitly model the dynamics. To bridge this gap, we introduce DeepEDM, a framework that integrates nonlinear dynamical systems modeling with deep neural networks. Inspired by empirical dynamic modeling (EDM) and rooted in Takens' theorem, DeepEDM presents a novel deep model that learns a latent space from time-delayed embeddings, and employs kernel regression to approximate the underlying dynamics, while leveraging efficient implementation of softmax attention and allowing for accurate prediction of future time steps. To evaluate our method, we conduct comprehensive experiments on synthetic data of nonlinear dynamical systems as well as real-world time series across domains. Our results show that DeepEDM is robust to input noise, and outperforms state-of-the-art methods in forecasting accuracy. Our code is available at: https://abrarmajeedi.github.io/deep_edm.

Selective state space models (SSM), such as Mamba, have gained prominence for their effectiveness in modeling sequential data. Despite their outstanding empirical performance, a comprehensive theoretical understanding of deep selective SSM remains elusive, hindering their further development and adoption for applications that need high fidelity. In this paper, we investigate the dynamical properties of tokens in a pre-trained Mamba model. In particular, we derive the dynamical system governing the continuous-time limit of the Mamba model and characterize the asymptotic behavior of its solutions. In the one-dimensional case, we prove that only one of the following two scenarios happens: either all tokens converge to zero, or all tokens diverge to infinity. We provide criteria based on model parameters to determine when each scenario occurs. For the convergent scenario, we empirically verify that this scenario negatively impacts the model's performance. For the divergent scenario, we prove that different tokens will diverge to infinity at different rates, thereby contributing unequally to the updates during model training. Based on these investigations, we propose two refinements for the model: excluding the convergent scenario and reordering tokens based on their importance scores, both aimed at improving practical performance. Our experimental results validate these refinements, offering insights into enhancing Mamba's effectiveness in real-world applications.

Graph Neural Networks (GNNs) with equivariant properties have emerged as powerful tools for modeling complex dynamics of multi-object physical systems. However, their generalization ability is limited by the inadequate consideration of physical inductive biases: (1) Existing studies overlook the continuity of transitions among system states, opting to employ several discrete transformation layers to learn the direct mapping between two adjacent states; (2) Most models only account for first-order velocity information, despite the fact that many physical systems are governed by second-order motion laws. To incorporate these inductive biases, we propose the Second-order Equivariant Graph Neural Ordinary Differential Equation (SEGNO). Specifically, we show how the second-order continuity can be incorporated into GNNs while maintaining the equivariant property. Furthermore, we offer theoretical insights into SEGNO, highlighting that it can learn a unique trajectory between adjacent states, which is crucial for model generalization. Additionally, we prove that the discrepancy between this learned trajectory of SEGNO and the true trajectory is bounded. Extensive experiments on complex dynamical systems including molecular dynamics and motion capture demonstrate that our model yields a significant improvement over the state-of-the-art baselines.

Dynamic Mode Decomposition (DMD) is an equation-free method that aims at reconstructing the best linear fit from temporal datasets. In this paper, we show that DMD does not provide accurate approximation for datasets describing oscillatory dynamics, like spiral waves and relaxation oscillations, or spatio-temporal Turing instability. Inspired from the classical "divide and conquer" approach, we propose a piecewise version of DMD (pDMD) to overcome this problem. The main idea is to split the original dataset in N submatrices and then apply the exact (randomized) DMD method in each subset of the obtained partition. We describe the pDMD algorithm in detail and we introduce some error indicators to evaluate its performance when N is increased. Numerical experiments show that very accurate reconstructions are obtained by pDMD for datasets arising from time snapshots of some reaction-diffusion PDE systems, like the FitzHugh-Nagumo model, the lambda-omega system and the DIB morpho-chemical system for battery modeling.

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.

Complex, temporally evolving phenomena, from climate to brain activity, are governed by dynamical systems (DS). DS reconstruction (DSR) seeks to infer generative surrogate models of these from observed data, reproducing their long-term behavior. Existing DSR approaches require purpose-training for any new system observed, lacking the zero-shot and in-context inference capabilities known from LLMs. Here we introduce DynaMix, a novel multivariate ALRNN-based mixture-of-experts architecture pre-trained for DSR, the first DSR model able to generalize zero-shot to out-of-domain DS. Just from a provided context signal, without any re-training, DynaMix faithfully forecasts the long-term evolution of novel DS where existing time series (TS) foundation models, like Chronos, fail -- at a fraction of the number of parameters and orders of magnitude faster inference times. DynaMix outperforms TS foundation models in terms of long-term statistics, and often also short-term forecasts, even on real-world time series, like traffic or weather data, typically used for training and evaluating TS models, but not at all part of DynaMix' training corpus. We illustrate some of the failure modes of TS models for DSR problems, and conclude that models built on DS principles may bear a huge potential also for advancing the TS prediction field.

We study a version of adversarial classification where an adversary is empowered to corrupt data inputs up to some distance varepsilon, using tools from variational analysis. In particular, we describe necessary conditions associated with the optimal classifier subject to such an adversary. Using the necessary conditions, we derive a geometric evolution equation which can be used to track the change in classification boundaries as varepsilon varies. This evolution equation may be described as an uncoupled system of differential equations in one dimension, or as a mean curvature type equation in higher dimension. In one dimension, and under mild assumptions on the data distribution, we rigorously prove that one can use the initial value problem starting from varepsilon=0, which is simply the Bayes classifier, in order to solve for the global minimizer of the adversarial problem for small values of varepsilon. In higher dimensions we provide a similar result, albeit conditional to the existence of regular solutions of the initial value problem. In the process of proving our main results we obtain a result of independent interest connecting the original adversarial problem with an optimal transport problem under no assumptions on whether classes are balanced or not. Numerical examples illustrating these ideas are also presented.

A complex system with cluttered observations may be a coupled mixture of multiple simple sub-systems corresponding to latent entities. Such sub-systems may hold distinct dynamics in the continuous-time domain; therein, complicated interactions between sub-systems also evolve over time. This setting is fairly common in the real world but has been less considered. In this paper, we propose a sequential learning approach under this setting by decoupling a complex system for handling irregularly sampled and cluttered sequential observations. Such decoupling brings about not only subsystems describing the dynamics of each latent entity but also a meta-system capturing the interaction between entities over time. Specifically, we argue that the meta-system evolving within a simplex is governed by projected differential equations (ProjDEs). We further analyze and provide neural-friendly projection operators in the context of Bregman divergence. Experimental results on synthetic and real-world datasets show the advantages of our approach when facing complex and cluttered sequential data compared to the state-of-the-art.

Inferring unbiased treatment effects has received widespread attention in the machine learning community. In recent years, our community has proposed numerous solutions in standard settings, high-dimensional treatment settings, and even longitudinal settings. While very diverse, the solution has mostly relied on neural networks for inference and simultaneous correction of assignment bias. New approaches typically build on top of previous approaches by proposing new (or refined) architectures and learning algorithms. However, the end result -- a neural-network-based inference machine -- remains unchallenged. In this paper, we introduce a different type of solution in the longitudinal setting: a closed-form ordinary differential equation (ODE). While we still rely on continuous optimization to learn an ODE, the resulting inference machine is no longer a neural network. Doing so yields several advantages such as interpretability, irregular sampling, and a different set of identification assumptions. Above all, we consider the introduction of a completely new type of solution to be our most important contribution as it may spark entirely new innovations in treatment effects in general. We facilitate this by formulating our contribution as a framework that can transform any ODE discovery method into a treatment effects method.

We introduce Poseidon, a foundation model for learning the solution operators of PDEs. It is based on a multiscale operator transformer, with time-conditioned layer norms that enable continuous-in-time evaluations. A novel training strategy leveraging the semi-group property of time-dependent PDEs to allow for significant scaling-up of the training data is also proposed. Poseidon is pretrained on a diverse, large scale dataset for the governing equations of fluid dynamics. It is then evaluated on a suite of 15 challenging downstream tasks that include a wide variety of PDE types and operators. We show that Poseidon exhibits excellent performance across the board by outperforming baselines significantly, both in terms of sample efficiency and accuracy. Poseidon also generalizes very well to new physics that is not seen during pretraining. Moreover, Poseidon scales with respect to model and data size, both for pretraining and for downstream tasks. Taken together, our results showcase the surprising ability of Poseidon to learn effective representations from a very small set of PDEs during pretraining in order to generalize well to unseen and unrelated PDEs downstream, demonstrating its potential as an effective, general purpose PDE foundation model. Finally, the Poseidon model as well as underlying pretraining and downstream datasets are open sourced, with code being available at https://github.com/camlab-ethz/poseidon and pretrained models and datasets at https://huggingface.co/camlab-ethz.

This work explores the in-context learning capabilities of State Space Models (SSMs) and presents, to the best of our knowledge, the first theoretical explanation of a possible underlying mechanism. We introduce a novel weight construction for SSMs, enabling them to predict the next state of any dynamical system after observing previous states without parameter fine-tuning. This is accomplished by extending the HiPPO framework to demonstrate that continuous SSMs can approximate the derivative of any input signal. Specifically, we find an explicit weight construction for continuous SSMs and provide an asymptotic error bound on the derivative approximation. The discretization of this continuous SSM subsequently yields a discrete SSM that predicts the next state. Finally, we demonstrate the effectiveness of our parameterization empirically. This work should be an initial step toward understanding how sequence models based on SSMs learn in context.

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.

Sequential VAEs have been successfully considered for many high-dimensional time series modelling problems, with many variant models relying on discrete-time mechanisms such as recurrent neural networks (RNNs). On the other hand, continuous-time methods have recently gained attraction, especially in the context of irregularly-sampled time series, where they can better handle the data than discrete-time methods. One such class are Gaussian process variational autoencoders (GPVAEs), where the VAE prior is set as a Gaussian process (GP). However, a major limitation of GPVAEs is that it inherits the cubic computational cost as GPs, making it unattractive to practioners. In this work, we leverage the equivalent discrete state space representation of Markovian GPs to enable linear time GPVAE training via Kalman filtering and smoothing. We show on a variety of high-dimensional temporal and spatiotemporal tasks that our method performs favourably compared to existing approaches whilst being computationally highly scalable.

Data-driven learning is rapidly evolving and places a new perspective on realizing state-space dynamical systems. However, dynamical systems derived from nonlinear ordinary differential equations (ODEs) suffer from limitations in computational efficiency. Thus, this paper stems from data-driven learning to advance states of dynamical systems utilizing a structured neural network (StNN). The proposed learning technique also seeks to identify an optimal, low-complexity operator to solve dynamical systems, the so-called Hankel operator, derived from time-delay measurements. Thus, we utilize the StNN based on the Hankel operator to solve dynamical systems as an alternative to existing data-driven techniques. We show that the proposed StNN reduces the number of parameters and computational complexity compared with the conventional neural networks and also with the classical data-driven techniques, such as Sparse Identification of Nonlinear Dynamics (SINDy) and Hankel Alternative view of Koopman (HAVOK), which is commonly known as delay-Dynamic Mode Decomposition(DMD) or Hankel-DMD. More specifically, we present numerical simulations to solve dynamical systems utilizing the StNN based on the Hankel operator beginning from the fundamental Lotka-Volterra model, where we compare the StNN with the LEarning Across Dynamical Systems (LEADS), and extend our analysis to highly nonlinear and chaotic Lorenz systems, comparing the StNN with conventional neural networks, SINDy, and HAVOK. Hence, we show that the proposed StNN paves the way for realizing state-space dynamical systems with a low-complexity learning algorithm, enabling prediction and understanding of future states.

Diffusion models (DMs) represent state-of-the-art generative models for continuous inputs. DMs work by constructing a Stochastic Differential Equation (SDE) in the input space (ie, position space), and using a neural network to reverse it. In this work, we introduce a novel generative modeling framework grounded in phase space dynamics, where a phase space is defined as {an augmented space encompassing both position and velocity.} Leveraging insights from Stochastic Optimal Control, we construct a path measure in the phase space that enables efficient sampling. {In contrast to DMs, our framework demonstrates the capability to generate realistic data points at an early stage of dynamics propagation.} This early prediction sets the stage for efficient data generation by leveraging additional velocity information along the trajectory. On standard image generation benchmarks, our model yields favorable performance over baselines in the regime of small Number of Function Evaluations (NFEs). Furthermore, our approach rivals the performance of diffusion models equipped with efficient sampling techniques, underscoring its potential as a new tool generative modeling.

Diffusion models have shown remarkable performance on many generative tasks. Despite recent success, most diffusion models are restricted in that they only allow linear transformation of the data distribution. In contrast, broader family of transformations can potentially help train generative distributions more efficiently, simplifying the reverse process and closing the gap between the true negative log-likelihood and the variational approximation. In this paper, we present Neural Diffusion Models (NDMs), a generalization of conventional diffusion models that enables defining and learning time-dependent non-linear transformations of data. We show how to optimise NDMs using a variational bound in a simulation-free setting. Moreover, we derive a time-continuous formulation of NDMs, which allows fast and reliable inference using off-the-shelf numerical ODE and SDE solvers. Finally, we demonstrate the utility of NDMs with learnable transformations through experiments on standard image generation benchmarks, including CIFAR-10, downsampled versions of ImageNet and CelebA-HQ. NDMs outperform conventional diffusion models in terms of likelihood and produce high-quality samples.

Implicit layer deep learning techniques, like Neural Differential Equations, have become an important modeling framework due to their ability to adapt to new problems automatically. Training a neural differential equation is effectively a search over a space of plausible dynamical systems. However, controlling the computational cost for these models is difficult since it relies on the number of steps the adaptive solver takes. Most prior works have used higher-order methods to reduce prediction timings while greatly increasing training time or reducing both training and prediction timings by relying on specific training algorithms, which are harder to use as a drop-in replacement due to strict requirements on automatic differentiation. In this manuscript, we use internal cost heuristics of adaptive differential equation solvers at stochastic time points to guide the training toward learning a dynamical system that is easier to integrate. We "close the black-box" and allow the use of our method with any adjoint technique for gradient calculations of the differential equation solution. We perform experimental studies to compare our method to global regularization to show that we attain similar performance numbers without compromising the flexibility of implementation on ordinary differential equations (ODEs) and stochastic differential equations (SDEs). We develop two sampling strategies to trade off between performance and training time. Our method reduces the number of function evaluations to 0.556-0.733x and accelerates predictions by 1.3-2x.

Partial differential equations (PDEs) are instrumental for modeling dynamical systems in science and engineering. The advent of neural networks has initiated a significant shift in tackling these complexities though challenges in accuracy persist, especially for initial value problems. In this paper, we introduce the Time-Evolving Natural Gradient (TENG), generalizing time-dependent variational principles and optimization-based time integration, leveraging natural gradient optimization to obtain high accuracy in neural-network-based PDE solutions. Our comprehensive development includes algorithms like TENG-Euler and its high-order variants, such as TENG-Heun, tailored for enhanced precision and efficiency. TENG's effectiveness is further validated through its performance, surpassing current leading methods and achieving machine precision in step-by-step optimizations across a spectrum of PDEs, including the heat equation, Allen-Cahn equation, and Burgers' equation.

Dynamical systems with complex behaviours, e.g. immune system cells interacting with a pathogen, are commonly modelled by splitting the behaviour into different regimes, or modes, each with simpler dynamics, and then learning the switching behaviour from one mode to another. Switching Dynamical Systems (SDS) are a powerful tool that automatically discovers these modes and mode-switching behaviour from time series data. While effective, these methods focus on independent objects, where the modes of one object are independent of the modes of the other objects. In this paper, we focus on the more general interacting object setting for switching dynamical systems, where the per-object dynamics also depends on an unknown and dynamically changing subset of other objects and their modes. To this end, we propose a novel graph-based approach for switching dynamical systems, GRAph Switching dynamical Systems (GRASS), in which we use a dynamic graph to characterize interactions between objects and learn both intra-object and inter-object mode-switching behaviour. We introduce two new datasets for this setting, a synthesized ODE-driven particles dataset and a real-world Salsa Couple Dancing dataset. Experiments show that GRASS can consistently outperforms previous state-of-the-art methods.

Typical generative diffusion models rely on a Gaussian diffusion process for training the backward transformations, which can then be used to generate samples from Gaussian noise. However, real world data often takes place in discrete-state spaces, including many scientific applications. Here, we develop a theoretical formulation for arbitrary discrete-state Markov processes in the forward diffusion process using exact (as opposed to variational) analysis. We relate the theory to the existing continuous-state Gaussian diffusion as well as other approaches to discrete diffusion, and identify the corresponding reverse-time stochastic process and score function in the continuous-time setting, and the reverse-time mapping in the discrete-time setting. As an example of this framework, we introduce ``Blackout Diffusion'', which learns to produce samples from an empty image instead of from noise. Numerical experiments on the CIFAR-10, Binarized MNIST, and CelebA datasets confirm the feasibility of our approach. Generalizing from specific (Gaussian) forward processes to discrete-state processes without a variational approximation sheds light on how to interpret diffusion models, which we discuss.

Reasoning system dynamics is one of the most important analytical approaches for many scientific studies. With the initial state of a system as input, the recent graph neural networks (GNNs)-based methods are capable of predicting the future state distant in time with high accuracy. Although these methods have diverse designs in modeling the coordinates and interacting forces of the system, we show that they actually share a common paradigm that learns the integration of the velocity over the interval between the initial and terminal coordinates. However, their integrand is constant w.r.t. time. Inspired by this observation, we propose a new approach to predict the integration based on several velocity estimations with Newton-Cotes formulas and prove its effectiveness theoretically. Extensive experiments on several benchmarks empirically demonstrate consistent and significant improvement compared with the state-of-the-art methods.

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.

Dynamical systems provide a comprehensive way to study complex and changing behaviors across various sciences. Many modern systems are too complicated to analyze directly or we do not have access to models, driving significant interest in learning methods. Koopman operators have emerged as a dominant approach because they allow the study of nonlinear dynamics using linear techniques by solving an infinite-dimensional spectral problem. However, current algorithms face challenges such as lack of convergence, hindering practical progress. This paper addresses a fundamental open question: When can we robustly learn the spectral properties of Koopman operators from trajectory data of dynamical systems, and when can we not? Understanding these boundaries is crucial for analysis, applications, and designing algorithms. We establish a foundational approach that combines computational analysis and ergodic theory, revealing the first fundamental barriers -- universal for any algorithm -- associated with system geometry and complexity, regardless of data quality and quantity. For instance, we demonstrate well-behaved smooth dynamical systems on tori where non-trivial eigenfunctions of the Koopman operator cannot be determined by any sequence of (even randomized) algorithms, even with unlimited training data. Additionally, we identify when learning is possible and introduce optimal algorithms with verification that overcome issues in standard methods. These results pave the way for a sharp classification theory of data-driven dynamical systems based on how many limits are needed to solve a problem. These limits characterize all previous methods, presenting a unified view. Our framework systematically determines when and how Koopman spectral properties can be learned.

We study a discrete model for generalized exchange-driven growth in which the particle exchanged between two clusters is not limited to be of size one. This set of models include as special cases the usual exchange-driven growth system and the coagulation-fragmentation system with binary fragmentation. Under reasonable general condition on the rate coefficients we establish the existence of admissible solutions, meaning solutions that are obtained as appropriate limit of solutions to a finite-dimensional truncation of the infinite-dimensional ODE. For these solutions we prove that, in the class of models we call isolated both the total number of particles and the total mass are conserved, whereas in those models we can non-isolated only the mass is conserved. Additionally, under more restrictive growth conditions for the rate equations we obtain uniqueness of solutions to the initial value problems.

In this paper, we consider a varying terminal time structure for the stochastic optimal control problem under state constraints, in which the terminal time varies with the mean value of the state. In this new stochastic optimal control system, the control domain does not need to be convex and the diffusion coefficient contains the control variable. To overcome the difficulty in the proof of the related Pontryagin's stochastic maximum principle, we develop asymptotic first- and second-order adjoint equations for the varying terminal time, and then establish its variational equation. In the end, two examples are given to verify the main results of this study.

Deep neural networks (DNN) have shown great capacity of modeling a dynamical system; nevertheless, they usually do not obey physics constraints such as conservation laws. This paper proposes a new learning framework named ConCerNet to improve the trustworthiness of the DNN based dynamics modeling to endow the invariant properties. ConCerNet consists of two steps: (i) a contrastive learning method to automatically capture the system invariants (i.e. conservation properties) along the trajectory observations; (ii) a neural projection layer to guarantee that the learned dynamics models preserve the learned invariants. We theoretically prove the functional relationship between the learned latent representation and the unknown system invariant function. Experiments show that our method consistently outperforms the baseline neural networks in both coordinate error and conservation metrics by a large margin. With neural network based parameterization and no dependence on prior knowledge, our method can be extended to complex and large-scale dynamics by leveraging an autoencoder.

Diffusion models for continuous data gained widespread adoption owing to their high quality generation and control mechanisms. However, controllable diffusion on discrete data faces challenges given that continuous guidance methods do not directly apply to discrete diffusion. Here, we provide a straightforward derivation of classifier-free and classifier-based guidance for discrete diffusion, as well as a new class of diffusion models that leverage uniform noise and that are more guidable because they can continuously edit their outputs. We improve the quality of these models with a novel continuous-time variational lower bound that yields state-of-the-art performance, especially in settings involving guidance or fast generation. Empirically, we demonstrate that our guidance mechanisms combined with uniform noise diffusion improve controllable generation relative to autoregressive and diffusion baselines on several discrete data domains, including genomic sequences, small molecule design, and discretized image generation.

The Latent Stochastic Differential Equation (SDE) is a powerful tool for time series and sequence modeling. However, training Latent SDEs typically relies on adjoint sensitivity methods, which depend on simulation and backpropagation through approximate SDE solutions, which limit scalability. In this work, we propose SDE Matching, a new simulation-free method for training Latent SDEs. Inspired by modern Score- and Flow Matching algorithms for learning generative dynamics, we extend these ideas to the domain of stochastic dynamics for time series and sequence modeling, eliminating the need for costly numerical simulations. Our results demonstrate that SDE Matching achieves performance comparable to adjoint sensitivity methods while drastically reducing computational complexity.

We introduce the FRactional-Order graph Neural Dynamical network (FROND), a new continuous graph neural network (GNN) framework. Unlike traditional continuous GNNs that rely on integer-order differential equations, FROND employs the Caputo fractional derivative to leverage the non-local properties of fractional calculus. This approach enables the capture of long-term dependencies in feature updates, moving beyond the Markovian update mechanisms in conventional integer-order models and offering enhanced capabilities in graph representation learning. We offer an interpretation of the node feature updating process in FROND from a non-Markovian random walk perspective when the feature updating is particularly governed by a diffusion process. We demonstrate analytically that oversmoothing can be mitigated in this setting. Experimentally, we validate the FROND framework by comparing the fractional adaptations of various established integer-order continuous GNNs, demonstrating their consistently improved performance and underscoring the framework's potential as an effective extension to enhance traditional continuous GNNs. The code is available at https://github.com/zknus/ICLR2024-FROND.

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.

Discovering the underlying physical behavior of complex systems is a crucial, but less well-understood topic in many engineering disciplines. This study proposes a finite-difference inspired convolutional neural network framework to learn hidden partial differential equations from given data and iteratively estimate future dynamical behavior. The methodology designs the filter sizes such that they mimic the finite difference between the neighboring points. By learning the governing equation, the network predicts the future evolution of the solution by using only a few trainable parameters. In this paper, we provide numerical results to compare the efficiency of the second-order Trust-Region Conjugate Gradient (TRCG) method with the first-order ADAM optimizer.

Chaotic systems are intrinsically sensitive to small errors, challenging efforts to construct predictive data-driven models of real-world dynamical systems such as fluid flows or neuronal activity. Prior efforts comprise either specialized models trained separately on individual time series, or foundation models trained on vast time series databases with little underlying dynamical structure. Motivated by dynamical systems theory, we present Panda, Patched Attention for Nonlinear DynAmics. We train Panda on a novel synthetic, extensible dataset of 2 times 10^4 chaotic dynamical systems that we discover using an evolutionary algorithm. Trained purely on simulated data, Panda exhibits emergent properties: zero-shot forecasting of unseen real world chaotic systems, and nonlinear resonance patterns in cross-channel attention heads. Despite having been trained only on low-dimensional ordinary differential equations, Panda spontaneously develops the ability to predict partial differential equations without retraining. We demonstrate a neural scaling law for differential equations, underscoring the potential of pretrained models for probing abstract mathematical domains like nonlinear dynamics.

The study of the long-time dynamics of quantum systems can be a real challenge, especially in systems like ultracold gases, where the required timescales may be longer than the lifetime of the system itself. In this work, we show that it is possible to access the long-time dynamics of a strongly repulsive atomic gas mixture in shorter times. The shortcut-to-dynamics protocol that we propose does not modify the fate of the observables, but effectively jumps ahead in time without changing the system's inherent evolution. Just like the next-chapter button in a movie player that allows to quickly reach the part of the movie one wants to watch, it is a leap into the future.

Neural Controlled Differential Equations (NCDEs) are a state-of-the-art tool for supervised learning with irregularly sampled time series (Kidger, 2020). However, no theoretical analysis of their performance has been provided yet, and it remains unclear in particular how the irregularity of the time series affects their predictions. By merging the rich theory of controlled differential equations (CDE) and Lipschitz-based measures of the complexity of deep neural nets, we take a first step towards the theoretical understanding of NCDE. Our first result is a generalization bound for this class of predictors that depends on the regularity of the time series data. In a second time, we leverage the continuity of the flow of CDEs to provide a detailed analysis of both the sampling-induced bias and the approximation bias. Regarding this last result, we show how classical approximation results on neural nets may transfer to NCDEs. Our theoretical results are validated through a series of experiments.

In this work, we generalize the reaction-diffusion equation in statistical physics, Schr\"odinger equation in quantum mechanics, Helmholtz equation in paraxial optics into the neural partial differential equations (NPDE), which can be considered as the fundamental equations in the field of artificial intelligence research. We take finite difference method to discretize NPDE for finding numerical solution, and the basic building blocks of deep neural network architecture, including multi-layer perceptron, convolutional neural network and recurrent neural networks, are generated. The learning strategies, such as Adaptive moment estimation, L-BFGS, pseudoinverse learning algorithms and partial differential equation constrained optimization, are also presented. We believe it is of significance that presented clear physical image of interpretable deep neural networks, which makes it be possible for applying to analog computing device design, and pave the road to physical artificial intelligence.

Partial Differential Equations are foundational in modeling science and natural systems such as fluid dynamics and weather forecasting. The Latent Evolution of PDEs method is designed to address the computational intensity of classical and deep learning-based PDE solvers by proposing a scalable and efficient alternative. To enhance the efficiency and accuracy of LE-PDE, we incorporate the Mamba model, an advanced machine learning model known for its predictive efficiency and robustness in handling complex dynamic systems with a progressive learning strategy. The LE-PDE was tested on several benchmark problems. The method demonstrated a marked reduction in computational time compared to traditional solvers and standalone deep learning models while maintaining high accuracy in predicting system behavior over time. Our method doubles the inference speed compared to the LE-PDE while retaining the same level of parameter efficiency, making it well-suited for scenarios requiring long-term predictions.

Effective control and prediction of dynamical systems often require appropriate handling of continuous-time and discrete, event-triggered processes. Stochastic hybrid systems (SHSs), common across engineering domains, provide a formalism for dynamical systems subject to discrete, possibly stochastic, state jumps and multi-modal continuous-time flows. Despite the versatility and importance of SHSs across applications, a general procedure for the explicit learning of both discrete events and multi-mode continuous dynamics remains an open problem. This work introduces Neural Hybrid Automata (NHAs), a recipe for learning SHS dynamics without a priori knowledge on the number of modes and inter-modal transition dynamics. NHAs provide a systematic inference method based on normalizing flows, neural differential equations and self-supervision. We showcase NHAs on several tasks, including mode recovery and flow learning in systems with stochastic transitions, and end-to-end learning of hierarchical robot controllers.

Dynamical systems (DS) theory is fundamental for many areas of science and engineering. It can provide deep insights into the behavior of systems evolving in time, as typically described by differential or recursive equations. A common approach to facilitate mathematical tractability and interpretability of DS models involves decomposing nonlinear DS into multiple linear DS separated by switching manifolds, i.e. piecewise linear (PWL) systems. PWL models are popular in engineering and a frequent choice in mathematics for analyzing the topological properties of DS. However, hand-crafting such models is tedious and only possible for very low-dimensional scenarios, while inferring them from data usually gives rise to unnecessarily complex representations with very many linear subregions. Here we introduce Almost-Linear Recurrent Neural Networks (AL-RNNs) which automatically and robustly produce most parsimonious PWL representations of DS from time series data, using as few PWL nonlinearities as possible. AL-RNNs can be efficiently trained with any SOTA algorithm for dynamical systems reconstruction (DSR), and naturally give rise to a symbolic encoding of the underlying DS that provably preserves important topological properties. We show that for the Lorenz and R\"ossler systems, AL-RNNs discover, in a purely data-driven way, the known topologically minimal PWL representations of the corresponding chaotic attractors. We further illustrate on two challenging empirical datasets that interpretable symbolic encodings of the dynamics can be achieved, tremendously facilitating mathematical and computational analysis of the underlying systems.

While the popularity of physics-informed neural networks (PINNs) is steadily rising, to this date PINNs have not been successful in simulating dynamical systems whose solution exhibits multi-scale, chaotic or turbulent behavior. In this work we attribute this shortcoming to the inability of existing PINNs formulations to respect the spatio-temporal causal structure that is inherent to the evolution of physical systems. We argue that this is a fundamental limitation and a key source of error that can ultimately steer PINN models to converge towards erroneous solutions. We address this pathology by proposing a simple re-formulation of PINNs loss functions that can explicitly account for physical causality during model training. We demonstrate that this simple modification alone is enough to introduce significant accuracy improvements, as well as a practical quantitative mechanism for assessing the convergence of a PINNs model. We provide state-of-the-art numerical results across a series of benchmarks for which existing PINNs formulations fail, including the chaotic Lorenz system, the Kuramoto-Sivashinsky equation in the chaotic regime, and the Navier-Stokes equations in the turbulent regime. To the best of our knowledge, this is the first time that PINNs have been successful in simulating such systems, introducing new opportunities for their applicability to problems of industrial complexity.

We study the SAM (Sharpness-Aware Minimization) optimizer which has recently attracted a lot of interest due to its increased performance over more classical variants of stochastic gradient descent. Our main contribution is the derivation of continuous-time models (in the form of SDEs) for SAM and two of its variants, both for the full-batch and mini-batch settings. We demonstrate that these SDEs are rigorous approximations of the real discrete-time algorithms (in a weak sense, scaling linearly with the learning rate). Using these models, we then offer an explanation of why SAM prefers flat minima over sharp ones~--~by showing that it minimizes an implicitly regularized loss with a Hessian-dependent noise structure. Finally, we prove that SAM is attracted to saddle points under some realistic conditions. Our theoretical results are supported by detailed experiments.

A Milstein-type method is proposed for some highly non-linear non-autonomous time-changed stochastic differential equations (SDEs). The spatial variables in the coefficients of the time-changed SDEs satisfy the super-linear growth condition and the temporal variables obey some H\"older's continuity condition. The strong convergence in the finite time is studied and the convergence order is obtained.

We obtain (small-parameter) well-posedness for the (space-time periodic) Phi^4 equation in the full subcritical regime in the context of regularity structures based on multi-indices. As opposed to Hairer's more extrinsic tree-based setting, due to the intrinsic description encoded by multi-indices, it is not possible to obtain a solution theory via the standard fixed-point argument. Instead, we develop a more intrinsic approach for existence using a variant of the continuity method from classical PDE theory based on a priori estimates for a new `robust' formulation of the equation. This formulation also allows us to obtain uniqueness of solutions and continuity of the solution map in the model norm even at the limit of vanishing regularisation scale. Since our proof relies on the structure of the nonlinearity in only a mild way, we expect the same ideas to be sufficient to treat a more general class of equations.

We prove existence of weak and strong solutions and uniqueness for a viscous dyadic model driven by additive white noise in time using a path-wise approach. Existence of invariant measures also established and a simple balance relation among the mean rates of energy injection, dissipation and flux is derived and we investigate the asymptotic exponents zeta_{p} of the p-order structure functions.

Approximating nonlinear differential equations using a neural network provides a robust and efficient tool for various scientific computing tasks, including real-time predictions, inverse problems, optimal controls, and surrogate modeling. Previous works have focused on embedding dynamical systems into networks through two approaches: learning a single solution operator (i.e., the mapping from input parametrized functions to solutions) or learning the governing system of equations (i.e., the constitutive model relative to the state variables). Both of these approaches yield different representations for the same underlying data or function. Additionally, observing that families of differential equations often share key characteristics, we seek one network representation across a wide range of equations. Our method, called Predicting Operators and Symbolic Expressions (PROSE), learns maps from multimodal inputs to multimodal outputs, capable of generating both numerical predictions and mathematical equations. By using a transformer structure and a feature fusion approach, our network can simultaneously embed sets of solution operators for various parametric differential equations using a single trained network. Detailed experiments demonstrate that the network benefits from its multimodal nature, resulting in improved prediction accuracy and better generalization. The network is shown to be able to handle noise in the data and errors in the symbolic representation, including noisy numerical values, model misspecification, and erroneous addition or deletion of terms. PROSE provides a new neural network framework for differential equations which allows for more flexibility and generality in learning operators and governing equations from data.

The accurate modeling of dynamics in interactive environments is critical for successful long-range prediction. Such a capability could advance Reinforcement Learning (RL) and Planning algorithms, but achieving it is challenging. Inaccuracies in model estimates can compound, resulting in increased errors over long horizons. We approach this problem from the lens of Koopman theory, where the nonlinear dynamics of the environment can be linearized in a high-dimensional latent space. This allows us to efficiently parallelize the sequential problem of long-range prediction using convolution while accounting for the agent's action at every time step. Our approach also enables stability analysis and better control over gradients through time. Taken together, these advantages result in significant improvement over the existing approaches, both in the efficiency and the accuracy of modeling dynamics over extended horizons. We also show that this model can be easily incorporated into dynamics modeling for model-based planning and model-free RL and report promising experimental results.

We present a novel variational framework for performing inference in (neural) stochastic differential equations (SDEs) driven by Markov-approximate fractional Brownian motion (fBM). SDEs offer a versatile tool for modeling real-world continuous-time dynamic systems with inherent noise and randomness. Combining SDEs with the powerful inference capabilities of variational methods, enables the learning of representative function distributions through stochastic gradient descent. However, conventional SDEs typically assume the underlying noise to follow a Brownian motion (BM), which hinders their ability to capture long-term dependencies. In contrast, fractional Brownian motion (fBM) extends BM to encompass non-Markovian dynamics, but existing methods for inferring fBM parameters are either computationally demanding or statistically inefficient. In this paper, building upon the Markov approximation of fBM, we derive the evidence lower bound essential for efficient variational inference of posterior path measures, drawing from the well-established field of stochastic analysis. Additionally, we provide a closed-form expression to determine optimal approximation coefficients. Furthermore, we propose the use of neural networks to learn the drift, diffusion and control terms within our variational posterior, leading to the variational training of neural-SDEs. In this framework, we also optimize the Hurst index, governing the nature of our fractional noise. Beyond validation on synthetic data, we contribute a novel architecture for variational latent video prediction,-an approach that, to the best of our knowledge, enables the first variational neural-SDE application to video perception.

We formulate a hierarchical rectified flow to model data distributions. It hierarchically couples multiple ordinary differential equations (ODEs) and defines a time-differentiable stochastic process that generates a data distribution from a known source distribution. Each ODE resembles the ODE that is solved in a classic rectified flow, but differs in its domain, i.e., location, velocity, acceleration, etc. Unlike the classic rectified flow formulation, which formulates a single ODE in the location domain and only captures the expected velocity field (sufficient to capture a multi-modal data distribution), the hierarchical rectified flow formulation models the multi-modal random velocity field, acceleration field, etc., in their entirety. This more faithful modeling of the random velocity field enables integration paths to intersect when the underlying ODE is solved during data generation. Intersecting paths in turn lead to integration trajectories that are more straight than those obtained in the classic rectified flow formulation, where integration paths cannot intersect. This leads to modeling of data distributions with fewer neural function evaluations. We empirically verify this on synthetic 1D and 2D data as well as MNIST, CIFAR-10, and ImageNet-32 data. Our code is available at: https://riccizz.github.io/HRF/.

Price responsiveness is a major feature of end use customers (EUCs) that participate in demand response (DR) programs, and has been conventionally modeled with static demand functions, which take the electricity price as the input and the aggregate energy consumption as the output. This, however, neglects the inherent temporal correlation of the EUC behaviors, and may result in large errors when predicting the actual responses of EUCs in real-time pricing (RTP) programs. In this paper, we propose a dynamical DR model so as to capture the temporal behavior of the EUCs. The states in the proposed dynamical DR model can be explicitly chosen, in which case the model can be represented by a linear function or a multi-layer feedforward neural network, or implicitly chosen, in which case the model can be represented by a recurrent neural network or a long short-term memory unit network. In both cases, the dynamical DR model can be learned from historical price and energy consumption data. Numerical simulation illustrated how the states are chosen and also showed the proposed dynamical DR model significantly outperforms the static ones.

Recent years have witnessed significant progress in developing efficient training and fast sampling approaches for diffusion models. A recent remarkable advancement is the use of stochastic differential equations (SDEs) to describe data perturbation and generative modeling in a unified mathematical framework. In this paper, we reveal several intriguing geometric structures of diffusion models and contribute a simple yet powerful interpretation to their sampling dynamics. Through carefully inspecting a popular variance-exploding SDE and its marginal-preserving ordinary differential equation (ODE) for sampling, we discover that the data distribution and the noise distribution are smoothly connected with an explicit, quasi-linear sampling trajectory, and another implicit denoising trajectory, which even converges faster in terms of visual quality. We also establish a theoretical relationship between the optimal ODE-based sampling and the classic mean-shift (mode-seeking) algorithm, with which we can characterize the asymptotic behavior of diffusion models and identify the score deviation. These new geometric observations enable us to improve previous sampling algorithms, re-examine latent interpolation, as well as re-explain the working principles of distillation-based fast sampling techniques.

Modern techniques for physical simulations rely on numerical schemes and mesh-refinement methods to address trade-offs between precision and complexity, but these handcrafted solutions are tedious and require high computational power. Data-driven methods based on large-scale machine learning promise high adaptivity by integrating long-range dependencies more directly and efficiently. In this work, we focus on fluid dynamics and address the shortcomings of a large part of the literature, which are based on fixed support for computations and predictions in the form of regular or irregular grids. We propose a novel setup to perform predictions in a continuous spatial and temporal domain while being trained on sparse observations. We formulate the task as a double observation problem and propose a solution with two interlinked dynamical systems defined on, respectively, the sparse positions and the continuous domain, which allows to forecast and interpolate a solution from the initial condition. Our practical implementation involves recurrent GNNs and a spatio-temporal attention observer capable of interpolating the solution at arbitrary locations. Our model not only generalizes to new initial conditions (as standard auto-regressive models do) but also performs evaluation at arbitrary space and time locations. We evaluate on three standard datasets in fluid dynamics and compare to strong baselines, which are outperformed both in classical settings and in the extended new task requiring continuous predictions.

In this work, we consider the problem of deriving and incorporating accurate dynamic models for model predictive control (MPC) with an application to quadrotor control. MPC relies on precise dynamic models to achieve the desired closed-loop performance. However, the presence of uncertainties in complex systems and the environments they operate in poses a challenge in obtaining sufficiently accurate representations of the system dynamics. In this work, we make use of a deep learning tool, knowledge-based neural ordinary differential equations (KNODE), to augment a model obtained from first principles. The resulting hybrid model encompasses both a nominal first-principle model and a neural network learnt from simulated or real-world experimental data. Using a quadrotor, we benchmark our hybrid model against a state-of-the-art Gaussian Process (GP) model and show that the hybrid model provides more accurate predictions of the quadrotor dynamics and is able to generalize beyond the training data. To improve closed-loop performance, the hybrid model is integrated into a novel MPC framework, known as KNODE-MPC. Results show that the integrated framework achieves 60.2% improvement in simulations and more than 21% in physical experiments, in terms of trajectory tracking performance.

We introduce controlgym, a library of thirty-six safety-critical industrial control settings, and ten infinite-dimensional partial differential equation (PDE)-based control problems. Integrated within the OpenAI Gym/Gymnasium (Gym) framework, controlgym allows direct applications of standard reinforcement learning (RL) algorithms like stable-baselines3. Our control environments complement those in Gym with continuous, unbounded action and observation spaces, motivated by real-world control applications. Moreover, the PDE control environments uniquely allow the users to extend the state dimensionality of the system to infinity while preserving the intrinsic dynamics. This feature is crucial for evaluating the scalability of RL algorithms for control. This project serves the learning for dynamics & control (L4DC) community, aiming to explore key questions: the convergence of RL algorithms in learning control policies; the stability and robustness issues of learning-based controllers; and the scalability of RL algorithms to high- and potentially infinite-dimensional systems. We open-source the controlgym project at https://github.com/xiangyuan-zhang/controlgym.

We consider the problem of modeling high-speed flows using machine learning methods. While most prior studies focus on low-speed fluid flows in which uniform time-stepping is practical, flows approaching and exceeding the speed of sound exhibit sudden changes such as shock waves. In such cases, it is essential to use adaptive time-stepping methods to allow a temporal resolution sufficient to resolve these phenomena while simultaneously balancing computational costs. Here, we propose a two-phase machine learning method, known as ShockCast, to model high-speed flows with adaptive time-stepping. In the first phase, we propose to employ a machine learning model to predict the timestep size. In the second phase, the predicted timestep is used as an input along with the current fluid fields to advance the system state by the predicted timestep. We explore several physically-motivated components for timestep prediction and introduce timestep conditioning strategies inspired by neural ODE and Mixture of Experts. As ShockCast is the first framework for learning high-speed flows, we evaluate our methods by generating two supersonic flow datasets, available at https://huggingface.co/datasets/divelab. Our code is publicly available as part of the AIRS library (https://github.com/divelab/AIRS).

We develop a spacetime neural network method with second order optimization for solving quantum dynamics from the high dimensional Schr\"{o}dinger equation. In contrast to the standard iterative first order optimization and the time-dependent variational principle, our approach utilizes the implicit mid-point method and generates the solution for all spatial and temporal values simultaneously after optimization. We demonstrate the method in the Schr\"{o}dinger equation with a self-normalized autoregressive spacetime neural network construction. Future explorations for solving different high dimensional differential equations are discussed.

Even for known nonlinear dynamical systems, feedback controller synthesis is a difficult problem that often requires leveraging the particular structure of the dynamics to induce a stable closed-loop system. For general nonlinear models, including those fit to data, there may not be enough known structure to reliably synthesize a stabilizing feedback controller. In this paper, we discuss a state-dependent nonlinear tracking controller formulation based on a state-dependent Riccati equation for general nonlinear control-affine systems. This formulation depends on a nonlinear factorization of the system of vector fields defining the control-affine dynamics, which always exists under mild smoothness assumptions. We propose a method for learning this factorization from a finite set of data. On a variety of simulated nonlinear dynamical systems, we empirically demonstrate the efficacy of learned versions of this controller in stable trajectory tracking. Alongside our learning method, we evaluate recent ideas in jointly learning a controller and stabilizability certificate for known dynamical systems; we show experimentally that such methods can be frail in comparison.

Conventional wisdom suggests that autoregressive models are used to process discrete data. When applied to continuous modalities such as visual data, Visual AutoRegressive modeling (VAR) typically resorts to quantization-based approaches to cast the data into a discrete space, which can introduce significant information loss. To tackle this issue, we introduce a Continuous VAR framework that enables direct visual autoregressive generation without vector quantization. The underlying theoretical foundation is strictly proper scoring rules, which provide powerful statistical tools capable of evaluating how well a generative model approximates the true distribution. Within this framework, all we need is to select a strictly proper score and set it as the training objective to optimize. We primarily explore a class of training objectives based on the energy score, which is likelihood-free and thus overcomes the difficulty of making probabilistic predictions in the continuous space. Previous efforts on continuous autoregressive generation, such as GIVT and diffusion loss, can also be derived from our framework using other strictly proper scores. Source code: https://github.com/shaochenze/EAR.

Important classes of active matter systems can be modeled using kinetic theories. However, kinetic theories can be high dimensional and challenging to simulate. Reduced-order representations based on tracking only low-order moments of the kinetic model serve as an efficient alternative, but typically require closure assumptions to model unrepresented higher-order moments. In this study, we present a learning framework based on neural networks that exploit rotational symmetries in the closure terms to learn accurate closure models directly from kinetic simulations. The data-driven closures demonstrate excellent a-priori predictions comparable to the state-of-the-art Bingham closure. We provide a systematic comparison between different neural network architectures and demonstrate that nonlocal effects can be safely ignored to model the closure terms. We develop an active learning strategy that enables accurate prediction of the closure terms across the entire parameter space using a single neural network without the need for retraining. We also propose a data-efficient training procedure based on time-stepping constraints and a differentiable pseudo-spectral solver, which enables the learning of stable closures suitable for a-posteriori inference. The coarse-grained simulations equipped with data-driven closure models faithfully reproduce the mean velocity statistics, scalar order parameters, and velocity power spectra observed in simulations of the kinetic theory. Our differentiable framework also facilitates the estimation of parameters in coarse-grained descriptions conditioned on data.

Diffusion models have exhibited excellent performance in various domains. The probability flow ordinary differential equation (ODE) of diffusion models (i.e., diffusion ODEs) is a particular case of continuous normalizing flows (CNFs), which enables deterministic inference and exact likelihood evaluation. However, the likelihood estimation results by diffusion ODEs are still far from those of the state-of-the-art likelihood-based generative models. In this work, we propose several improved techniques for maximum likelihood estimation for diffusion ODEs, including both training and evaluation perspectives. For training, we propose velocity parameterization and explore variance reduction techniques for faster convergence. We also derive an error-bounded high-order flow matching objective for finetuning, which improves the ODE likelihood and smooths its trajectory. For evaluation, we propose a novel training-free truncated-normal dequantization to fill the training-evaluation gap commonly existing in diffusion ODEs. Building upon these techniques, we achieve state-of-the-art likelihood estimation results on image datasets (2.56 on CIFAR-10, 3.43/3.69 on ImageNet-32) without variational dequantization or data augmentation.

Recent advances in the theory of Neural Operators (NOs) have enabled fast and accurate computation of the solutions to complex systems described by partial differential equations (PDEs). Despite their great success, current NO-based solutions face important challenges when dealing with spatio-temporal PDEs over long time scales. Specifically, the current theory of NOs does not present a systematic framework to perform data assimilation and efficiently correct the evolution of PDE solutions over time based on sparsely sampled noisy measurements. In this paper, we propose a learning-based state-space approach to compute the solution operators to infinite-dimensional semilinear PDEs. Exploiting the structure of semilinear PDEs and the theory of nonlinear observers in function spaces, we develop a flexible recursive method that allows for both prediction and data assimilation by combining prediction and correction operations. The proposed framework is capable of producing fast and accurate predictions over long time horizons, dealing with irregularly sampled noisy measurements to correct the solution, and benefits from the decoupling between the spatial and temporal dynamics of this class of PDEs. We show through experiments on the Kuramoto-Sivashinsky, Navier-Stokes and Korteweg-de Vries equations that the proposed model is robust to noise and can leverage arbitrary amounts of measurements to correct its prediction over a long time horizon with little computational overhead.

Data-driven model predictive control has two key advantages over model-free methods: a potential for improved sample efficiency through model learning, and better performance as computational budget for planning increases. However, it is both costly to plan over long horizons and challenging to obtain an accurate model of the environment. In this work, we combine the strengths of model-free and model-based methods. We use a learned task-oriented latent dynamics model for local trajectory optimization over a short horizon, and use a learned terminal value function to estimate long-term return, both of which are learned jointly by temporal difference learning. Our method, TD-MPC, achieves superior sample efficiency and asymptotic performance over prior work on both state and image-based continuous control tasks from DMControl and Meta-World. Code and video results are available at https://nicklashansen.github.io/td-mpc.

This paper introduces Discrete-time Hybrid Automata Learning (DHAL), a framework using on-policy Reinforcement Learning to identify and execute mode-switching without trajectory segmentation or event function learning. Hybrid dynamical systems, which include continuous flow and discrete mode switching, can model robotics tasks like legged robot locomotion. Model-based methods usually depend on predefined gaits, while model-free approaches lack explicit mode-switching knowledge. Current methods identify discrete modes via segmentation before regressing continuous flow, but learning high-dimensional complex rigid body dynamics without trajectory labels or segmentation is a challenging open problem. Our approach incorporates a beta policy distribution and a multi-critic architecture to model contact-guided motions, exemplified by a challenging quadrupedal robot skateboard task. We validate our method through simulations and real-world tests, demonstrating robust performance in hybrid dynamical systems.

Numerous biological and physical processes can be modeled as systems of interacting entities evolving continuously over time, e.g. the dynamics of communicating cells or physical particles. Learning the dynamics of such systems is essential for predicting the temporal evolution of populations across novel samples and unseen environments. Flow-based models allow for learning these dynamics at the population level - they model the evolution of the entire distribution of samples. However, current flow-based models are limited to a single initial population and a set of predefined conditions which describe different dynamics. We argue that multiple processes in natural sciences have to be represented as vector fields on the Wasserstein manifold of probability densities. That is, the change of the population at any moment in time depends on the population itself due to the interactions between samples. In particular, this is crucial for personalized medicine where the development of diseases and their respective treatment response depends on the microenvironment of cells specific to each patient. We propose Meta Flow Matching (MFM), a practical approach to integrating along these vector fields on the Wasserstein manifold by amortizing the flow model over the initial populations. Namely, we embed the population of samples using a Graph Neural Network (GNN) and use these embeddings to train a Flow Matching model. This gives MFM the ability to generalize over the initial distributions unlike previously proposed methods. We demonstrate the ability of MFM to improve prediction of individual treatment responses on a large scale multi-patient single-cell drug screen dataset.

Robust reinforcement learning is essential for deploying reinforcement learning algorithms in real-world scenarios where environmental uncertainty predominates. Traditional robust reinforcement learning often depends on rectangularity assumptions, where adverse probability measures of outcome states are assumed to be independent across different states and actions. This assumption, rarely fulfilled in practice, leads to overly conservative policies. To address this problem, we introduce a new time-constrained robust MDP (TC-RMDP) formulation that considers multifactorial, correlated, and time-dependent disturbances, thus more accurately reflecting real-world dynamics. This formulation goes beyond the conventional rectangularity paradigm, offering new perspectives and expanding the analytical framework for robust RL. We propose three distinct algorithms, each using varying levels of environmental information, and evaluate them extensively on continuous control benchmarks. Our results demonstrate that these algorithms yield an efficient tradeoff between performance and robustness, outperforming traditional deep robust RL methods in time-constrained environments while preserving robustness in classical benchmarks. This study revisits the prevailing assumptions in robust RL and opens new avenues for developing more practical and realistic RL applications.

From a viewpoint of stochastic thermodynamics, we derive equations that describe the collective dynamics near the order-disorder transition in the globally coupled XY model and near the synchronization-desynchronization transition in the Kuramoto model. A new way of thinking is to interpret the deterministic time evolution of a macroscopic variable as an external operation to a thermodynamic system. We then find that the irreversible work determines the equation for the collective dynamics. When analyzing the Kuramoto model, we employ a generalized concept of irreversible work which originates from a non-equilibrium identity associated with steady state thermodynamics.

We propose PROSE-FD, a zero-shot multimodal PDE foundational model for simultaneous prediction of heterogeneous two-dimensional physical systems related to distinct fluid dynamics settings. These systems include shallow water equations and the Navier-Stokes equations with incompressible and compressible flow, regular and complex geometries, and different buoyancy settings. This work presents a new transformer-based multi-operator learning approach that fuses symbolic information to perform operator-based data prediction, i.e. non-autoregressive. By incorporating multiple modalities in the inputs, the PDE foundation model builds in a pathway for including mathematical descriptions of the physical behavior. We pre-train our foundation model on 6 parametric families of equations collected from 13 datasets, including over 60K trajectories. Our model outperforms popular operator learning, computer vision, and multi-physics models, in benchmark forward prediction tasks. We test our architecture choices with ablation studies.

I examine some analytical properties of a nonlinear reaction-diffusion system that has been used to model the propagation of a wildfire. I establish global-in-time existence and uniqueness of bounded mild solutions to the Cauchy problem for this system given bounded initial data. In particular, this shows that the model does not allow for thermal blow-up. If the initial temperature and fuel density also satisfy certain integrability conditions, the L^2-norms of these global solutions are uniformly bounded in time. Additionally, I use a bootstrap argument to show that small initial temperatures give rise to solutions that decay to zero as time goes to infinity, proving the existence of initial states that do not develop into travelling combustion waves.

This paper describes a method for learning low-dimensional approximations of nonlinear dynamical systems, based on neural-network approximations of the underlying Koopman operator. Extended Dynamic Mode Decomposition (EDMD) provides a useful data-driven approximation of the Koopman operator for analyzing dynamical systems. This paper addresses a fundamental problem associated with EDMD: a trade-off between representational capacity of the dictionary and over-fitting due to insufficient data. A new neural network architecture combining an autoencoder with linear recurrent dynamics in the encoded state is used to learn a low-dimensional and highly informative Koopman-invariant subspace of observables. A method is also presented for balanced model reduction of over-specified EDMD systems in feature space. Nonlinear reconstruction using partially linear multi-kernel regression aims to improve reconstruction accuracy from the low-dimensional state when the data has complex but intrinsically low-dimensional structure. The techniques demonstrate the ability to identify Koopman eigenfunctions of the unforced Duffing equation, create accurate low-dimensional models of an unstable cylinder wake flow, and make short-time predictions of the chaotic Kuramoto-Sivashinsky equation.

Long-term forecasting of chaotic systems from short-term observations remains a fundamental and underexplored challenge due to the intrinsic sensitivity to initial conditions and the complex geometry of strange attractors. Existing approaches often rely on long-term training data or focus on short-term sequence correlations, struggling to maintain predictive stability and dynamical coherence over extended horizons. We propose PhyxMamba, a novel framework that integrates a Mamba-based state-space model with physics-informed principles to capture the underlying dynamics of chaotic systems. By reconstructing the attractor manifold from brief observations using time-delay embeddings, PhyxMamba extracts global dynamical features essential for accurate forecasting. Our generative training scheme enables Mamba to replicate the physical process, augmented by multi-token prediction and attractor geometry regularization for physical constraints, enhancing prediction accuracy and preserving key statistical invariants. Extensive evaluations on diverse simulated and real-world chaotic systems demonstrate that PhyxMamba delivers superior long-term forecasting and faithfully captures essential dynamical invariants from short-term data. This framework opens new avenues for reliably predicting chaotic systems under observation-scarce conditions, with broad implications across climate science, neuroscience, epidemiology, and beyond. Our code is open-source at https://github.com/tsinghua-fib-lab/PhyxMamba.

Designing video prediction models that account for the inherent uncertainty of the future is challenging. Most works in the literature are based on stochastic image-autoregressive recurrent networks, which raises several performance and applicability issues. An alternative is to use fully latent temporal models which untie frame synthesis and temporal dynamics. However, no such model for stochastic video prediction has been proposed in the literature yet, due to design and training difficulties. In this paper, we overcome these difficulties by introducing a novel stochastic temporal model whose dynamics are governed in a latent space by a residual update rule. This first-order scheme is motivated by discretization schemes of differential equations. It naturally models video dynamics as it allows our simpler, more interpretable, latent model to outperform prior state-of-the-art methods on challenging datasets.

Generating realistic time series data is important for many engineering and scientific applications. Existing work tackles this problem using generative adversarial networks (GANs). However, GANs are often unstable during training, and they can suffer from mode collapse. While variational autoencoders (VAEs) are known to be more robust to these issues, they are (surprisingly) less often considered for time series generation. In this work, we introduce Koopman VAE (KVAE), a new generative framework that is based on a novel design for the model prior, and that can be optimized for either regular and irregular training data. Inspired by Koopman theory, we represent the latent conditional prior dynamics using a linear map. Our approach enhances generative modeling with two desired features: (i) incorporating domain knowledge can be achieved by leverageing spectral tools that prescribe constraints on the eigenvalues of the linear map; and (ii) studying the qualitative behavior and stablity of the system can be performed using tools from dynamical systems theory. Our results show that KVAE outperforms state-of-the-art GAN and VAE methods across several challenging synthetic and real-world time series generation benchmarks. Whether trained on regular or irregular data, KVAE generates time series that improve both discriminative and predictive metrics. We also present visual evidence suggesting that KVAE learns probability density functions that better approximate empirical ground truth distributions.

Diffusion models are a family of generative models that yield record-breaking performance in tasks such as image synthesis, video generation, and molecule design. Despite their capabilities, their efficiency, especially in the reverse denoising process, remains a challenge due to slow convergence rates and high computational costs. In this work, we introduce an approach that leverages continuous dynamical systems to design a novel denoising network for diffusion models that is more parameter-efficient, exhibits faster convergence, and demonstrates increased noise robustness. Experimenting with denoising probabilistic diffusion models, our framework operates with approximately a quarter of the parameters and 30% of the Floating Point Operations (FLOPs) compared to standard U-Nets in Denoising Diffusion Probabilistic Models (DDPMs). Furthermore, our model is up to 70% faster in inference than the baseline models when measured in equal conditions while converging to better quality solutions.

Extrapolation remains a grand challenge in deep neural networks across all application domains. We propose an operator learning method to solve time-dependent partial differential equations (PDEs) continuously and with extrapolation in time without any temporal discretization. The proposed method, named Diffusion-inspired Temporal Transformer Operator (DiTTO), is inspired by latent diffusion models and their conditioning mechanism, which we use to incorporate the temporal evolution of the PDE, in combination with elements from the transformer architecture to improve its capabilities. Upon training, DiTTO can make inferences in real-time. We demonstrate its extrapolation capability on a climate problem by estimating the temperature around the globe for several years, and also in modeling hypersonic flows around a double-cone. We propose different training strategies involving temporal-bundling and sub-sampling and demonstrate performance improvements for several benchmarks, performing extrapolation for long time intervals as well as zero-shot super-resolution in time.

We study the one-dimensional nonlocal Kirchhoff type bifurcation problem related to logistic equation of population dynamics. We establish the precise asymptotic formulas for bifurcation curve lambda = lambda(alpha) as alpha to infty in L^2-framework, where alpha:= Vert u_lambda Vert_2.

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.

Effective planning in model-based reinforcement learning (MBRL) and model-predictive control (MPC) relies on the accuracy of the learned dynamics model. In many instances of MBRL and MPC, this model is assumed to be stationary and is periodically re-trained from scratch on state transition experience collected from the beginning of environment interactions. This implies that the time required to train the dynamics model - and the pause required between plan executions - grows linearly with the size of the collected experience. We argue that this is too slow for lifelong robot learning and propose HyperCRL, a method that continually learns the encountered dynamics in a sequence of tasks using task-conditional hypernetworks. Our method has three main attributes: first, it includes dynamics learning sessions that do not revisit training data from previous tasks, so it only needs to store the most recent fixed-size portion of the state transition experience; second, it uses fixed-capacity hypernetworks to represent non-stationary and task-aware dynamics; third, it outperforms existing continual learning alternatives that rely on fixed-capacity networks, and does competitively with baselines that remember an ever increasing coreset of past experience. We show that HyperCRL is effective in continual model-based reinforcement learning in robot locomotion and manipulation scenarios, such as tasks involving pushing and door opening. Our project website with videos is at this link https://rvl.cs.toronto.edu/blog/2020/hypercrl

Learning complex dynamics driven by partial differential equations directly from data holds great promise for fast and accurate simulations of complex physical systems. In most cases, this problem can be formulated as an operator learning task, where one aims to learn the operator representing the physics of interest, which entails discretization of the continuous system. However, preserving key continuous properties at the discrete level, such as boundary conditions, and addressing physical systems with complex geometries is challenging for most existing approaches. We introduce a family of operator learning architectures, structure-preserving operator networks (SPONs), that allows to preserve key mathematical and physical properties of the continuous system by leveraging finite element (FE) discretizations of the input-output spaces. SPONs are encode-process-decode architectures that are end-to-end differentiable, where the encoder and decoder follows from the discretizations of the input-output spaces. SPONs can operate on complex geometries, enforce certain boundary conditions exactly, and offer theoretical guarantees. Our framework provides a flexible way of devising structure-preserving architectures tailored to specific applications, and offers an explicit trade-off between performance and efficiency, all thanks to the FE discretization of the input-output spaces. Additionally, we introduce a multigrid-inspired SPON architecture that yields improved performance at higher efficiency. Finally, we release a software to automate the design and training of SPON architectures.

Recent successful generative models are trained by fitting a neural network to an a-priori defined tractable probability density path taking noise to training examples. In this paper we investigate the space of Gaussian probability paths, which includes diffusion paths as an instance, and look for an optimal member in some useful sense. In particular, minimizing the Kinetic Energy (KE) of a path is known to make particles' trajectories simple, hence easier to sample, and empirically improve performance in terms of likelihood of unseen data and sample generation quality. We investigate Kinetic Optimal (KO) Gaussian paths and offer the following observations: (i) We show the KE takes a simplified form on the space of Gaussian paths, where the data is incorporated only through a single, one dimensional scalar function, called the data separation function. (ii) We characterize the KO solutions with a one dimensional ODE. (iii) We approximate data-dependent KO paths by approximating the data separation function and minimizing the KE. (iv) We prove that the data separation function converges to 1 in the general case of arbitrary normalized dataset consisting of n samples in d dimension as n/drightarrow 0. A consequence of this result is that the Conditional Optimal Transport (Cond-OT) path becomes kinetic optimal as n/drightarrow 0. We further support this theory with empirical experiments on ImageNet.

Many problems in astrophysics cover multiple orders of magnitude in spatial and temporal scales. While simulating systems that experience rapid changes in these conditions, it is essential to adapt the (time-) step size to capture the behavior of the system during those rapid changes and use a less accurate time step at other, less demanding, moments. We encounter three problems with traditional methods. Firstly, making such changes requires expert knowledge of the astrophysics as well as of the details of the numerical implementation. Secondly, some parameters that determine the time-step size are fixed throughout the simulation, which means that they do not adapt to the rapidly changing conditions of the problem. Lastly, we would like the choice of time-step size to balance accuracy and computation effort. We address these challenges with Reinforcement Learning by training it to select the time-step size dynamically. We use the integration of a system of three equal-mass bodies that move due to their mutual gravity as an example of its application. With our method, the selected integration parameter adapts to the specific requirements of the problem, both in terms of computation time and accuracy while eliminating the expert knowledge needed to set up these simulations. Our method produces results competitive to existing methods and improve the results found with the most commonly-used values of time-step parameter. This method can be applied to other integrators without further retraining. We show that this extrapolation works for variable time-step integrators but does not perform to the desired accuracy for fixed time-step integrators.

Machine learning for differential equations paves the way for computationally efficient alternatives to numerical solvers, with potentially broad impacts in science and engineering. Though current algorithms typically require simulated training data tailored to a given setting, one may instead wish to learn useful information from heterogeneous sources, or from real dynamical systems observations that are messy or incomplete. In this work, we learn general-purpose representations of PDEs from heterogeneous data by implementing joint embedding methods for self-supervised learning (SSL), a framework for unsupervised representation learning that has had notable success in computer vision. Our representation outperforms baseline approaches to invariant tasks, such as regressing the coefficients of a PDE, while also improving the time-stepping performance of neural solvers. We hope that our proposed methodology will prove useful in the eventual development of general-purpose foundation models for PDEs.

Solving time-dependent parametric partial differential equations (PDEs) is challenging, as models must adapt to variations in parameters such as coefficients, forcing terms, and boundary conditions. Data-driven neural solvers either train on data sampled from the PDE parameters distribution in the hope that the model generalizes to new instances or rely on gradient-based adaptation and meta-learning to implicitly encode the dynamics from observations. This often comes with increased inference complexity. Inspired by the in-context learning capabilities of large language models (LLMs), we introduce Zebra, a novel generative auto-regressive transformer designed to solve parametric PDEs without requiring gradient adaptation at inference. By leveraging in-context information during both pre-training and inference, Zebra dynamically adapts to new tasks by conditioning on input sequences that incorporate context trajectories or preceding states. This approach enables Zebra to flexibly handle arbitrarily sized context inputs and supports uncertainty quantification through the sampling of multiple solution trajectories. We evaluate Zebra across a variety of challenging PDE scenarios, demonstrating its adaptability, robustness, and superior performance compared to existing approaches.

Time-dependent partial differential equations (PDEs) are ubiquitous in science and engineering. Recently, mostly due to the high computational cost of traditional solution techniques, deep neural network based surrogates have gained increased interest. The practical utility of such neural PDE solvers relies on their ability to provide accurate, stable predictions over long time horizons, which is a notoriously hard problem. In this work, we present a large-scale analysis of common temporal rollout strategies, identifying the neglect of non-dominant spatial frequency information, often associated with high frequencies in PDE solutions, as the primary pitfall limiting stable, accurate rollout performance. Based on these insights, we draw inspiration from recent advances in diffusion models to introduce PDE-Refiner; a novel model class that enables more accurate modeling of all frequency components via a multistep refinement process. We validate PDE-Refiner on challenging benchmarks of complex fluid dynamics, demonstrating stable and accurate rollouts that consistently outperform state-of-the-art models, including neural, numerical, and hybrid neural-numerical architectures. We further demonstrate that PDE-Refiner greatly enhances data efficiency, since the denoising objective implicitly induces a novel form of spectral data augmentation. Finally, PDE-Refiner's connection to diffusion models enables an accurate and efficient assessment of the model's predictive uncertainty, allowing us to estimate when the surrogate becomes inaccurate.

As neural networks grow in scale, their training becomes both computationally demanding and rich in dynamics. Amidst the flourishing interest in these training dynamics, we present a novel observation: Parameters during training exhibit intrinsic correlations over time. Capitalizing on this, we introduce Correlation Mode Decomposition (CMD). This algorithm clusters the parameter space into groups, termed modes, that display synchronized behavior across epochs. This enables CMD to efficiently represent the training dynamics of complex networks, like ResNets and Transformers, using only a few modes. Moreover, test set generalization is enhanced. We introduce an efficient CMD variant, designed to run concurrently with training. Our experiments indicate that CMD surpasses the state-of-the-art method for compactly modeled dynamics on image classification. Our modeling can improve training efficiency and lower communication overhead, as shown by our preliminary experiments in the context of federated learning.

Deep neural networks have become increasingly of interest in dynamical system prediction, but out-of-distribution generalization and long-term stability still remains challenging. In this work, we treat the domain parameters of dynamical systems as factors of variation of the data generating process. By leveraging ideas from supervised disentanglement and causal factorization, we aim to separate the domain parameters from the dynamics in the latent space of generative models. In our experiments we model dynamics both in phase space and in video sequences and conduct rigorous OOD evaluations. Results indicate that disentangled VAEs adapt better to domain parameters spaces that were not present in the training data. At the same time, disentanglement can improve the long-term and out-of-distribution predictions of state-of-the-art models in video sequences.

State density distribution, in contrast to worst-case reachability, can be leveraged for safety-related problems to better quantify the likelihood of the risk for potentially hazardous situations. In this work, we propose a data-driven method to compute the density distribution of reachable states for nonlinear and even black-box systems. Our semi-supervised approach learns system dynamics and the state density jointly from trajectory data, guided by the fact that the state density evolution follows the Liouville partial differential equation. With the help of neural network reachability tools, our approach can estimate the set of all possible future states as well as their density. Moreover, we could perform online safety verification with probability ranges for unsafe behaviors to occur. We use an extensive set of experiments to show that our learned solution can produce a much more accurate estimate on density distribution, and can quantify risks less conservatively and flexibly comparing with worst-case analysis.

The entropic fictitious play (EFP) is a recently proposed algorithm that minimizes the sum of a convex functional and entropy in the space of measures -- such an objective naturally arises in the optimization of a two-layer neural network in the mean-field regime. In this work, we provide a concise primal-dual analysis of EFP in the setting where the learning problem exhibits a finite-sum structure. We establish quantitative global convergence guarantees for both the continuous-time and discrete-time dynamics based on properties of a proximal Gibbs measure introduced in Nitanda et al. (2022). Furthermore, our primal-dual framework entails a memory-efficient particle-based implementation of the EFP update, and also suggests a connection to gradient boosting methods. We illustrate the efficiency of our novel implementation in experiments including neural network optimization and image synthesis.

Learning to remember over long timescales is fundamentally challenging for recurrent neural networks (RNNs). While much prior work has explored why RNNs struggle to learn long timescales and how to mitigate this, we still lack a clear understanding of the dynamics involved when RNNs learn long timescales via gradient descent. Here we build a mathematical theory of the learning dynamics of linear RNNs trained to integrate white noise. We show that when the initial recurrent weights are small, the dynamics of learning are described by a low-dimensional system that tracks a single outlier eigenvalue of the recurrent weights. This reveals the precise manner in which the long timescale associated with white noise integration is learned. We extend our analyses to RNNs learning a damped oscillatory filter, and find rich dynamical equations for the evolution of a conjugate pair of outlier eigenvalues. Taken together, our analyses build a rich mathematical framework for studying dynamical learning problems salient for both machine learning and neuroscience.

Recent advances in deep learning have inspired numerous works on data-driven solutions to partial differential equation (PDE) problems. These neural PDE solvers can often be much faster than their numerical counterparts; however, each presents its unique limitations and generally balances training cost, numerical accuracy, and ease of applicability to different problem setups. To address these limitations, we introduce several methods to apply latent diffusion models to physics simulation. Firstly, we introduce a mesh autoencoder to compress arbitrarily discretized PDE data, allowing for efficient diffusion training across various physics. Furthermore, we investigate full spatio-temporal solution generation to mitigate autoregressive error accumulation. Lastly, we investigate conditioning on initial physical quantities, as well as conditioning solely on a text prompt to introduce text2PDE generation. We show that language can be a compact, interpretable, and accurate modality for generating physics simulations, paving the way for more usable and accessible PDE solvers. Through experiments on both uniform and structured grids, we show that the proposed approach is competitive with current neural PDE solvers in both accuracy and efficiency, with promising scaling behavior up to sim3 billion parameters. By introducing a scalable, accurate, and usable physics simulator, we hope to bring neural PDE solvers closer to practical use.

For continuous action spaces, actor-critic methods are widely used in online reinforcement learning (RL). However, unlike RL algorithms for discrete actions, which generally model the optimal value function using the Bellman optimality operator, RL algorithms for continuous actions typically model Q-values for the current policy using the Bellman operator. These algorithms for continuous actions rely exclusively on policy updates for improvement, which often results in low sample efficiency. This study examines the effectiveness of incorporating the Bellman optimality operator into actor-critic frameworks. Experiments in a simple environment show that modeling optimal values accelerates learning but leads to overestimation bias. To address this, we propose an annealing approach that gradually transitions from the Bellman optimality operator to the Bellman operator, thereby accelerating learning while mitigating bias. Our method, combined with TD3 and SAC, significantly outperforms existing approaches across various locomotion and manipulation tasks, demonstrating improved performance and robustness to hyperparameters related to optimality. The code for this study is available at https://github.com/motokiomura/annealed-q-learning.

Designing biological sequences is an important challenge that requires satisfying complex constraints and thus is a natural problem to address with deep generative modeling. Diffusion generative models have achieved considerable success in many applications. Score-based generative stochastic differential equations (SDE) model is a continuous-time diffusion model framework that enjoys many benefits, but the originally proposed SDEs are not naturally designed for modeling discrete data. To develop generative SDE models for discrete data such as biological sequences, here we introduce a diffusion process defined in the probability simplex space with stationary distribution being the Dirichlet distribution. This makes diffusion in continuous space natural for modeling discrete data. We refer to this approach as Dirchlet diffusion score model. We demonstrate that this technique can generate samples that satisfy hard constraints using a Sudoku generation task. This generative model can also solve Sudoku, including hard puzzles, without additional training. Finally, we applied this approach to develop the first human promoter DNA sequence design model and showed that designed sequences share similar properties with natural promoter sequences.

Despite advances in learning-based methods, finding valid Lyapunov functions for nonlinear dynamical systems remains challenging. Current neural network approaches face two main issues: challenges in scalable verification and limited interpretability. To address these, we propose an end-to-end framework using transformers to construct analytical Lyapunov functions (local), which simplifies formal verification, enhances interpretability, and provides valuable insights for control engineers. Our framework consists of a transformer-based trainer that generates candidate Lyapunov functions and a falsifier that verifies candidate expressions and refines the model via risk-seeking policy gradient. Unlike Alfarano et al. (2024), which utilizes pre-training and seeks global Lyapunov functions for low-dimensional systems, our model is trained from scratch via reinforcement learning (RL) and succeeds in finding local Lyapunov functions for high-dimensional and non-polynomial systems. Given the analytical nature of the candidates, we employ efficient optimization methods for falsification during training and formal verification tools for the final verification. We demonstrate the efficiency of our approach on a range of nonlinear dynamical systems with up to ten dimensions and show that it can discover Lyapunov functions not previously identified in the control literature.

Markov jump processes are continuous-time stochastic processes with a wide range of applications in both natural and social sciences. Despite their widespread use, inference in these models is highly non-trivial and typically proceeds via either Monte Carlo or expectation-maximization methods. In this work we introduce an alternative, variational inference algorithm for Markov jump processes which relies on neural ordinary differential equations, and is trainable via back-propagation. Our methodology learns neural, continuous-time representations of the observed data, that are used to approximate the initial distribution and time-dependent transition probability rates of the posterior Markov jump process. The time-independent rates of the prior process are in contrast trained akin to generative adversarial networks. We test our approach on synthetic data sampled from ground-truth Markov jump processes, experimental switching ion channel data and molecular dynamics simulations. Source code to reproduce our experiments is available online.

Probabilistic dynamics model ensemble is widely used in existing model-based reinforcement learning methods as it outperforms a single dynamics model in both asymptotic performance and sample efficiency. In this paper, we provide both practical and theoretical insights on the empirical success of the probabilistic dynamics model ensemble through the lens of Lipschitz continuity. We find that, for a value function, the stronger the Lipschitz condition is, the smaller the gap between the true dynamics- and learned dynamics-induced Bellman operators is, thus enabling the converged value function to be closer to the optimal value function. Hence, we hypothesize that the key functionality of the probabilistic dynamics model ensemble is to regularize the Lipschitz condition of the value function using generated samples. To test this hypothesis, we devise two practical robust training mechanisms through computing the adversarial noise and regularizing the value network's spectral norm to directly regularize the Lipschitz condition of the value functions. Empirical results show that combined with our mechanisms, model-based RL algorithms with a single dynamics model outperform those with an ensemble of probabilistic dynamics models. These findings not only support the theoretical insight, but also provide a practical solution for developing computationally efficient model-based RL algorithms.

We propose a new method called the N-particle underdamped Langevin algorithm for optimizing a special class of non-linear functionals defined over the space of probability measures. Examples of problems with this formulation include training mean-field neural networks, maximum mean discrepancy minimization and kernel Stein discrepancy minimization. Our algorithm is based on a novel spacetime discretization of the mean-field underdamped Langevin dynamics, for which we provide a new, fast mixing guarantee. In addition, we demonstrate that our algorithm converges globally in total variation distance, bridging the theoretical gap between the dynamics and its practical implementation.

The collisionless Boltzmann equation (CBE) is a fundamental equation that governs the dynamics of a broad range of astrophysical systems from space plasma to star clusters and galaxies. It is computationally expensive to integrate the CBE directly in a multi-dimensional phase space, and thus the applications to realistic astrophysical problems have been limited so far. Recently, Todorova & Steijl (2020) proposed an efficient quantum algorithm to solve the CBE with significantly reduced computational complexity. We extend the algorithm to perform quantum simulations of self-gravitating systems, incorporating the method to calculate gravity with the major Fourier modes of the density distribution extracted from the solution-encoding quantum state. Our method improves the dependency of time and space complexities on Nv , the number of grid points in each velocity coordinate, compared to the classical simulation methods. We then conduct some numerical demonstrations of our method. We first run a 1+1 dimensional test calculation of free streaming motion on 64*64 grids using 13 simulated qubits and validate our method. We then perform simulations of Jeans collapse, and compare the result with analytic and linear theory calculations. It will thus allow us to perform large-scale CBE simulations on future quantum computers.

Discovering the underlying behavior of complex systems is an important topic in many science and engineering disciplines. In this paper, we propose a novel neural network framework, finite difference neural networks (FDNet), to learn partial differential equations from data. Specifically, our proposed finite difference inspired network is designed to learn the underlying governing partial differential equations from trajectory data, and to iteratively estimate the future dynamical behavior using only a few trainable parameters. We illustrate the performance (predictive power) of our framework on the heat equation, with and without noise and/or forcing, and compare our results to the Forward Euler method. Moreover, we show the advantages of using a Hessian-Free Trust Region method to train the network.

The striking fractal geometry of strange attractors underscores the generative nature of chaos: like probability distributions, chaotic systems can be repeatedly measured to produce arbitrarily-detailed information about the underlying attractor. Chaotic systems thus pose a unique challenge to modern statistical learning techniques, while retaining quantifiable mathematical properties that make them controllable and interpretable as benchmarks. Here, we present a growing database currently comprising 131 known chaotic dynamical systems spanning fields such as astrophysics, climatology, and biochemistry. Each system is paired with precomputed multivariate and univariate time series. Our dataset has comparable scale to existing static time series databases; however, our systems can be re-integrated to produce additional datasets of arbitrary length and granularity. Our dataset is annotated with known mathematical properties of each system, and we perform feature analysis to broadly categorize the diverse dynamics present across the collection. Chaotic systems inherently challenge forecasting models, and across extensive benchmarks we correlate forecasting performance with the degree of chaos present. We also exploit the unique generative properties of our dataset in several proof-of-concept experiments: surrogate transfer learning to improve time series classification, importance sampling to accelerate model training, and benchmarking symbolic regression algorithms.

Diffusion models are a class of probabilistic generative models that have been widely used as a prior for image processing tasks like text conditional generation and inpainting. We demonstrate that these models can be adapted to make predictions and provide uncertainty quantification for chaotic dynamical systems. In these applications, diffusion models can implicitly represent knowledge about outliers and extreme events; however, querying that knowledge through conditional sampling or measuring probabilities is surprisingly difficult. Existing methods for conditional sampling at inference time seek mainly to enforce the constraints, which is insufficient to match the statistics of the distribution or compute the probability of the chosen events. To achieve these ends, optimally one would use the conditional score function, but its computation is typically intractable. In this work, we develop a probabilistic approximation scheme for the conditional score function which provably converges to the true distribution as the noise level decreases. With this scheme we are able to sample conditionally on nonlinear userdefined events at inference time, and matches data statistics even when sampling from the tails of the distribution.

Creating noise from data is easy; creating data from noise is generative modeling. We present a stochastic differential equation (SDE) that smoothly transforms a complex data distribution to a known prior distribution by slowly injecting noise, and a corresponding reverse-time SDE that transforms the prior distribution back into the data distribution by slowly removing the noise. Crucially, the reverse-time SDE depends only on the time-dependent gradient field (\aka, score) of the perturbed data distribution. By leveraging advances in score-based generative modeling, we can accurately estimate these scores with neural networks, and use numerical SDE solvers to generate samples. We show that this framework encapsulates previous approaches in score-based generative modeling and diffusion probabilistic modeling, allowing for new sampling procedures and new modeling capabilities. In particular, we introduce a predictor-corrector framework to correct errors in the evolution of the discretized reverse-time SDE. We also derive an equivalent neural ODE that samples from the same distribution as the SDE, but additionally enables exact likelihood computation, and improved sampling efficiency. In addition, we provide a new way to solve inverse problems with score-based models, as demonstrated with experiments on class-conditional generation, image inpainting, and colorization. Combined with multiple architectural improvements, we achieve record-breaking performance for unconditional image generation on CIFAR-10 with an Inception score of 9.89 and FID of 2.20, a competitive likelihood of 2.99 bits/dim, and demonstrate high fidelity generation of 1024 x 1024 images for the first time from a score-based generative model.

Generalizing policies across different domains with dynamics mismatch poses a significant challenge in reinforcement learning. For example, a robot learns the policy in a simulator, but when it is deployed in the real world, the dynamics of the environment may be different. Given the source and target domain with dynamics mismatch, we consider the online dynamics adaptation problem, in which case the agent can access sufficient source domain data while online interactions with the target domain are limited. Existing research has attempted to solve the problem from the dynamics discrepancy perspective. In this work, we reveal the limitations of these methods and explore the problem from the value difference perspective via a novel insight on the value consistency across domains. Specifically, we present the Value-Guided Data Filtering (VGDF) algorithm, which selectively shares transitions from the source domain based on the proximity of paired value targets across the two domains. Empirical results on various environments with kinematic and morphology shifts demonstrate that our method achieves superior performance compared to prior approaches.

In this paper, we extend mean-field Langevin dynamics to minimax optimization over probability distributions for the first time with symmetric and provably convergent updates. We propose mean-field Langevin averaged gradient (MFL-AG), a single-loop algorithm that implements gradient descent ascent in the distribution spaces with a novel weighted averaging, and establish average-iterate convergence to the mixed Nash equilibrium. We also study both time and particle discretization regimes and prove a new uniform-in-time propagation of chaos result which accounts for the dependency of the particle interactions on all previous distributions. Furthermore, we propose mean-field Langevin anchored best response (MFL-ABR), a symmetric double-loop algorithm based on best response dynamics with linear last-iterate convergence. Finally, we study applications to zero-sum Markov games and conduct simulations demonstrating long-term optimality.

We study the momentum-based minimization of a diffuse perimeter functional on Euclidean spaces and on graphs with applications to semi-supervised classification tasks in machine learning. While the gradient flow in the task at hand is a parabolic partial differential equation, the momentum-method corresponds to a damped hyperbolic PDE, leading to qualitatively and quantitatively different trajectories. Using a convex-concave splitting-based FISTA-type time discretization, we demonstrate empirically that momentum can lead to faster convergence if the time step size is large but not too large. With large time steps, the PDE analysis offers only limited insight into the geometric behavior of solutions and typical hyperbolic phenomena like loss of regularity are not be observed in sample simulations.

State space models (SSMs) have shown remarkable empirical performance on many long sequence modeling tasks, but a theoretical understanding of these models is still lacking. In this work, we study the learning dynamics of linear SSMs to understand how covariance structure in data, latent state size, and initialization affect the evolution of parameters throughout learning with gradient descent. We show that focusing on the learning dynamics in the frequency domain affords analytical solutions under mild assumptions, and we establish a link between one-dimensional SSMs and the dynamics of deep linear feed-forward networks. Finally, we analyze how latent state over-parameterization affects convergence time and describe future work in extending our results to the study of deep SSMs with nonlinear connections. This work is a step toward a theory of learning dynamics in deep state space models.

Reinforcement learning (RL) for continuous control typically employs distributions whose support covers the entire action space. In this work, we investigate the colloquially known phenomenon that trained agents often prefer actions at the boundaries of that space. We draw theoretical connections to the emergence of bang-bang behavior in optimal control, and provide extensive empirical evaluation across a variety of recent RL algorithms. We replace the normal Gaussian by a Bernoulli distribution that solely considers the extremes along each action dimension - a bang-bang controller. Surprisingly, this achieves state-of-the-art performance on several continuous control benchmarks - in contrast to robotic hardware, where energy and maintenance cost affect controller choices. Since exploration, learning,and the final solution are entangled in RL, we provide additional imitation learning experiments to reduce the impact of exploration on our analysis. Finally, we show that our observations generalize to environments that aim to model real-world challenges and evaluate factors to mitigate the emergence of bang-bang solutions. Our findings emphasize challenges for benchmarking continuous control algorithms, particularly in light of potential real-world applications.

Democratization of machine learning requires architectures that automatically adapt to new problems. Neural Differential Equations (NDEs) have emerged as a popular modeling framework by removing the need for ML practitioners to choose the number of layers in a recurrent model. While we can control the computational cost by choosing the number of layers in standard architectures, in NDEs the number of neural network evaluations for a forward pass can depend on the number of steps of the adaptive ODE solver. But, can we force the NDE to learn the version with the least steps while not increasing the training cost? Current strategies to overcome slow prediction require high order automatic differentiation, leading to significantly higher training time. We describe a novel regularization method that uses the internal cost heuristics of adaptive differential equation solvers combined with discrete adjoint sensitivities to guide the training process towards learning NDEs that are easier to solve. This approach opens up the blackbox numerical analysis behind the differential equation solver's algorithm and directly uses its local error estimates and stiffness heuristics as cheap and accurate cost estimates. We incorporate our method without any change in the underlying NDE framework and show that our method extends beyond Ordinary Differential Equations to accommodate Neural Stochastic Differential Equations. We demonstrate how our approach can halve the prediction time and, unlike other methods which can increase the training time by an order of magnitude, we demonstrate similar reduction in training times. Together this showcases how the knowledge embedded within state-of-the-art equation solvers can be used to enhance machine learning.

The aim of this paper is to present an elementary computable theory of probability, random variables and stochastic processes. The probability theory is baed on existing approaches using valuations and lower integrals. Various approaches to random variables are discussed, including the approach based on completions in a Polish space. We apply the theory to the study of stochastic dynamical systems in discrete-time, and give a brief exposition of the Wiener process as a foundation for stochastic differential equations. The theory is based within the framework of type-two effectivity, so has an explicit direct link with Turing computation, and is expressed in a system of computable types and operations, so has a clean mathematical description.

Implicit Neural Spatial Representation (INSR) has emerged as an effective representation of spatially-dependent vector fields. This work explores solving time-dependent PDEs with INSR. Classical PDE solvers introduce both temporal and spatial discretizations. Common spatial discretizations include meshes and meshless point clouds, where each degree-of-freedom corresponds to a location in space. While these explicit spatial correspondences are intuitive to model and understand, these representations are not necessarily optimal for accuracy, memory usage, or adaptivity. Keeping the classical temporal discretization unchanged (e.g., explicit/implicit Euler), we explore INSR as an alternative spatial discretization, where spatial information is implicitly stored in the neural network weights. The network weights then evolve over time via time integration. Our approach does not require any training data generated by existing solvers because our approach is the solver itself. We validate our approach on various PDEs with examples involving large elastic deformations, turbulent fluids, and multi-scale phenomena. While slower to compute than traditional representations, our approach exhibits higher accuracy and lower memory consumption. Whereas classical solvers can dynamically adapt their spatial representation only by resorting to complex remeshing algorithms, our INSR approach is intrinsically adaptive. By tapping into the rich literature of classic time integrators, e.g., operator-splitting schemes, our method enables challenging simulations in contact mechanics and turbulent flows where previous neural-physics approaches struggle. Videos and codes are available on the project page: http://www.cs.columbia.edu/cg/INSR-PDE/

Finding the mixed Nash equilibria (MNE) of a two-player zero sum continuous game is an important and challenging problem in machine learning. A canonical algorithm to finding the MNE is the noisy gradient descent ascent method which in the infinite particle limit gives rise to the {\em Mean-Field Gradient Descent Ascent} (GDA) dynamics on the space of probability measures. In this paper, we first study the convergence of a two-scale Mean-Field GDA dynamics for finding the MNE of the entropy-regularized objective. More precisely we show that for each finite temperature (or regularization parameter), the two-scale Mean-Field GDA with a suitable {\em finite} scale ratio converges exponentially to the unique MNE without assuming the convexity or concavity of the interaction potential. The key ingredient of our proof lies in the construction of new Lyapunov functions that dissipate exponentially along the Mean-Field GDA. We further study the simulated annealing of the Mean-Field GDA dynamics. We show that with a temperature schedule that decays logarithmically in time the annealed Mean-Field GDA converges to the MNE of the original unregularized objective.

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.

We introduce Diffusion World Model (DWM), a conditional diffusion model capable of predicting multistep future states and rewards concurrently. As opposed to traditional one-step dynamics models, DWM offers long-horizon predictions in a single forward pass, eliminating the need for recursive quires. We integrate DWM into model-based value estimation, where the short-term return is simulated by future trajectories sampled from DWM. In the context of offline reinforcement learning, DWM can be viewed as a conservative value regularization through generative modeling. Alternatively, it can be seen as a data source that enables offline Q-learning with synthetic data. Our experiments on the D4RL dataset confirm the robustness of DWM to long-horizon simulation. In terms of absolute performance, DWM significantly surpasses one-step dynamics models with a 44% performance gain, and achieves state-of-the-art performance.

Climate-economic modeling under uncertainty presents significant computational challenges that may limit policymakers' ability to address climate change effectively. This paper explores neural network-based approaches for solving high-dimensional optimal control problems arising from models that incorporate ambiguity aversion in climate mitigation decisions. We develop a continuous-time endogenous-growth economic model that accounts for multiple mitigation pathways, including emission-free capital and carbon intensity reductions. Given the inherent complexity and high dimensionality of these models, traditional numerical methods become computationally intractable. We benchmark several neural network architectures against finite-difference generated solutions, evaluating their ability to capture the dynamic interactions between uncertainty, technology transitions, and optimal climate policy. Our findings demonstrate that appropriate neural architecture selection significantly impacts both solution accuracy and computational efficiency when modeling climate-economic systems under uncertainty. These methodological advances enable more sophisticated modeling of climate policy decisions, allowing for better representation of technology transitions and uncertainty-critical elements for developing effective mitigation strategies in the face of climate change.

A common pipeline in learning-based control is to iteratively estimate a model of system dynamics, and apply a trajectory optimization algorithm - e.g.~iLQR - on the learned model to minimize a target cost. This paper conducts a rigorous analysis of a simplified variant of this strategy for general nonlinear systems. We analyze an algorithm which iterates between estimating local linear models of nonlinear system dynamics and performing iLQR-like policy updates. We demonstrate that this algorithm attains sample complexity polynomial in relevant problem parameters, and, by synthesizing locally stabilizing gains, overcomes exponential dependence in problem horizon. Experimental results validate the performance of our algorithm, and compare to natural deep-learning baselines.

Motivated by the paradigm of reservoir computing, we consider randomly initialized controlled ResNets defined as Euler-discretizations of neural controlled differential equations (Neural CDEs), a unified architecture which enconpasses both RNNs and ResNets. We show that in the infinite-width-depth limit and under proper scaling, these architectures converge weakly to Gaussian processes indexed on some spaces of continuous paths and with kernels satisfying certain partial differential equations (PDEs) varying according to the choice of activation function, extending the results of Hayou (2022); Hayou & Yang (2023) to the controlled and homogeneous case. In the special, homogeneous, case where the activation is the identity, we show that the equation reduces to a linear PDE and the limiting kernel agrees with the signature kernel of Salvi et al. (2021a). We name this new family of limiting kernels neural signature kernels. Finally, we show that in the infinite-depth regime, finite-width controlled ResNets converge in distribution to Neural CDEs with random vector fields which, depending on whether the weights are shared across layers, are either time-independent and Gaussian or behave like a matrix-valued Brownian motion.

A path-integral approach to quantum acoustics is developed here. In contrast to the commonly utilized particle perspective, this emerging field brings forth a long neglected but essential wave paradigm for lattice vibrations. Within the coherent state picture, we formulate a non-Markovian, stochastic master equation that captures the exact dynamics of any system with coupling linear in the bath coordinates and nonlinear in the system coordinates. We further demonstrate the capability of the presented master equation by applying the corresponding procedure to the eminent Fr\"ohlich model. In general, we establish a solid foundation for quantum acoustics as a kindred framework to quantum optics, while paving the way for deeper first-principle explorations of non-perturbative system dynamics driven by lattice vibrations.

We propose a new method to ensure neural ordinary differential equations (ODEs) satisfy output specifications by using invariance set propagation. Our approach uses a class of control barrier functions to transform output specifications into constraints on the parameters and inputs of the learning system. This setup allows us to achieve output specification guarantees simply by changing the constrained parameters/inputs both during training and inference. Moreover, we demonstrate that our invariance set propagation through data-controlled neural ODEs not only maintains generalization performance but also creates an additional degree of robustness by enabling causal manipulation of the system's parameters/inputs. We test our method on a series of representation learning tasks, including modeling physical dynamics and convexity portraits, as well as safe collision avoidance for autonomous vehicles.

Koopman representations aim to learn features of nonlinear dynamical systems (NLDS) which lead to linear dynamics in the latent space. Theoretically, such features can be used to simplify many problems in modeling and control of NLDS. In this work we study autoencoder formulations of this problem, and different ways they can be used to model dynamics, specifically for future state prediction over long horizons. We discover several limitations of predicting future states in the latent space and propose an inference-time mechanism, which we refer to as Periodic Reencoding, for faithfully capturing long term dynamics. We justify this method both analytically and empirically via experiments in low and high dimensional NLDS.

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.

Simulating and controlling physical systems described by partial differential equations (PDEs) are crucial tasks across science and engineering. Recently, diffusion generative models have emerged as a competitive class of methods for these tasks due to their ability to capture long-term dependencies and model high-dimensional states. However, diffusion models typically struggle with handling system states with abrupt changes and generalizing to higher resolutions. In this work, we propose Wavelet Diffusion Neural Operator (WDNO), a novel PDE simulation and control framework that enhances the handling of these complexities. WDNO comprises two key innovations. Firstly, WDNO performs diffusion-based generative modeling in the wavelet domain for the entire trajectory to handle abrupt changes and long-term dependencies effectively. Secondly, to address the issue of poor generalization across different resolutions, which is one of the fundamental tasks in modeling physical systems, we introduce multi-resolution training. We validate WDNO on five physical systems, including 1D advection equation, three challenging physical systems with abrupt changes (1D Burgers' equation, 1D compressible Navier-Stokes equation and 2D incompressible fluid), and a real-world dataset ERA5, which demonstrates superior performance on both simulation and control tasks over state-of-the-art methods, with significant improvements in long-term and detail prediction accuracy. Remarkably, in the challenging context of the 2D high-dimensional and indirect control task aimed at reducing smoke leakage, WDNO reduces the leakage by 33.2% compared to the second-best baseline. The code can be found at https://github.com/AI4Science-WestlakeU/wdno.git.

In this paper, we develop and implement an efficient asymptotic-preserving (AP) scheme to solve the gas mixture of Boltzmann equations under the disparate mass scaling relevant to the so-called "epochal relaxation" phenomenon. The disparity in molecular masses, ranging across several orders of magnitude, leads to significant challenges in both the evaluation of collision operators and the designing of time-stepping schemes to capture the multi-scale nature of the dynamics. A direct implementation of the spectral method faces prohibitive computational costs as the mass ratio increases due to the need to resolve vastly different thermal velocities. Unlike [I. M. Gamba, S. Jin, and L. Liu, Commun. Math. Sci., 17 (2019), pp. 1257-1289], we propose an alternative approach based on proper truncation of asymptotic expansions of the collision operators, which significantly reduces the computational complexity and works well for small varepsilon. By incorporating the separation of three time scales in the model's relaxation process [P. Degond and B. Lucquin-Desreux, Math. Models Methods Appl. Sci., 6 (1996), pp. 405-436], we design an AP scheme that captures the specific dynamics of the disparate mass model while maintaining computational efficiency. Numerical experiments demonstrate the effectiveness of the proposed scheme in handling large mass ratios of heavy and light species, as well as capturing the epochal relaxation phenomenon.

Synthesizing optimal controllers for dynamical systems often involves solving optimization problems with hard real-time constraints. These constraints determine the class of numerical methods that can be applied: computationally expensive but accurate numerical routines are replaced by fast and inaccurate methods, trading inference time for solution accuracy. This paper provides techniques to improve the quality of optimized control policies given a fixed computational budget. We achieve the above via a hypersolvers approach, which hybridizes a differential equation solver and a neural network. The performance is evaluated in direct and receding-horizon optimal control tasks in both low and high dimensions, where the proposed approach shows consistent Pareto improvements in solution accuracy and control performance.

Despite their spectacular progress, language models still struggle on complex reasoning tasks, such as advanced mathematics. We consider a long-standing open problem in mathematics: discovering a Lyapunov function that ensures the global stability of a dynamical system. This problem has no known general solution, and algorithmic solvers only exist for some small polynomial systems. We propose a new method for generating synthetic training samples from random solutions, and show that sequence-to-sequence transformers trained on such datasets perform better than algorithmic solvers and humans on polynomial systems, and can discover new Lyapunov functions for non-polynomial systems.

Physics-informed neural networks (PINNs) leverage neural-networks to find the solutions of partial differential equation (PDE)-constrained optimization problems with initial conditions and boundary conditions as soft constraints. These soft constraints are often considered to be the sources of the complexity in the training phase of PINNs. Here, we demonstrate that the challenge of training (i) persists even when the boundary conditions are strictly enforced, and (ii) is closely related to the Kolmogorov n-width associated with problems demonstrating transport, convection, traveling waves, or moving fronts. Given this realization, we describe the mechanism underlying the training schemes such as those used in eXtended PINNs (XPINN), curriculum regularization, and sequence-to-sequence learning. For an important category of PDEs, i.e., governed by non-linear convection-diffusion equation, we propose reformulating PINNs on a Lagrangian frame of reference, i.e., LPINNs, as a PDE-informed solution. A parallel architecture with two branches is proposed. One branch solves for the state variables on the characteristics, and the second branch solves for the low-dimensional characteristics curves. The proposed architecture conforms to the causality innate to the convection, and leverages the direction of travel of the information in the domain. Finally, we demonstrate that the loss landscapes of LPINNs are less sensitive to the so-called "complexity" of the problems, compared to those in the traditional PINNs in the Eulerian framework.

We present AROMA (Attentive Reduced Order Model with Attention), a framework designed to enhance the modeling of partial differential equations (PDEs) using local neural fields. Our flexible encoder-decoder architecture can obtain smooth latent representations of spatial physical fields from a variety of data types, including irregular-grid inputs and point clouds. This versatility eliminates the need for patching and allows efficient processing of diverse geometries. The sequential nature of our latent representation can be interpreted spatially and permits the use of a conditional transformer for modeling the temporal dynamics of PDEs. By employing a diffusion-based formulation, we achieve greater stability and enable longer rollouts compared to conventional MSE training. AROMA's superior performance in simulating 1D and 2D equations underscores the efficacy of our approach in capturing complex dynamical behaviors.

The Schr\"odinger Bridge (SB) problem offers a powerful framework for combining optimal transport and diffusion models. A promising recent approach to solve the SB problem is the Iterative Markovian Fitting (IMF) procedure, which alternates between Markovian and reciprocal projections of continuous-time stochastic processes. However, the model built by the IMF procedure has a long inference time due to using many steps of numerical solvers for stochastic differential equations. To address this limitation, we propose a novel Discrete-time IMF (D-IMF) procedure in which learning of stochastic processes is replaced by learning just a few transition probabilities in discrete time. Its great advantage is that in practice it can be naturally implemented using the Denoising Diffusion GAN (DD-GAN), an already well-established adversarial generative modeling technique. We show that our D-IMF procedure can provide the same quality of unpaired domain translation as the IMF, using only several generation steps instead of hundreds. We provide the code at https://github.com/Daniil-Selikhanovych/ASBM.

Reinforcement learning (RL) for continuous control often requires large amounts of online interaction data. Value-based RL methods can mitigate this burden by offering relatively high sample efficiency. Some studies further enhance sample efficiency by incorporating offline demonstration data to "kick-start" training, achieving promising results in continuous control. However, they typically compute the Q-function independently for each action dimension, neglecting interdependencies and making it harder to identify optimal actions when learning from suboptimal data, such as non-expert demonstration and online-collected data during the training process. To address these issues, we propose Auto-Regressive Soft Q-learning (ARSQ), a value-based RL algorithm that models Q-values in a coarse-to-fine, auto-regressive manner. First, ARSQ decomposes the continuous action space into discrete spaces in a coarse-to-fine hierarchy, enhancing sample efficiency for fine-grained continuous control tasks. Next, it auto-regressively predicts dimensional action advantages within each decision step, enabling more effective decision-making in continuous control tasks. We evaluate ARSQ on two continuous control benchmarks, RLBench and D4RL, integrating demonstration data into online training. On D4RL, which includes non-expert demonstrations, ARSQ achieves an average 1.62times performance improvement over SOTA value-based baseline. On RLBench, which incorporates expert demonstrations, ARSQ surpasses various baselines, demonstrating its effectiveness in learning from suboptimal online-collected data. Project page is at https://sites.google.com/view/ar-soft-q

Recent studies have demonstrated the strong empirical performance of diffusion models on discrete sequences across domains from natural language to biological sequence generation. For example, in the protein inverse folding task, conditional diffusion models have achieved impressive results in generating natural-like sequences that fold back into the original structure. However, practical design tasks often require not only modeling a conditional distribution but also optimizing specific task objectives. For instance, we may prefer protein sequences with high stability. To address this, we consider the scenario where we have pre-trained discrete diffusion models that can generate natural-like sequences, as well as reward models that map sequences to task objectives. We then formulate the reward maximization problem within discrete diffusion models, analogous to reinforcement learning (RL), while minimizing the KL divergence against pretrained diffusion models to preserve naturalness. To solve this RL problem, we propose a novel algorithm, DRAKES, that enables direct backpropagation of rewards through entire trajectories generated by diffusion models, by making the originally non-differentiable trajectories differentiable using the Gumbel-Softmax trick. Our theoretical analysis indicates that our approach can generate sequences that are both natural-like and yield high rewards. While similar tasks have been recently explored in diffusion models for continuous domains, our work addresses unique algorithmic and theoretical challenges specific to discrete diffusion models, which arise from their foundation in continuous-time Markov chains rather than Brownian motion. Finally, we demonstrate the effectiveness of DRAKES in generating DNA and protein sequences that optimize enhancer activity and protein stability, respectively, important tasks for gene therapies and protein-based therapeutics.

In this study, we propose a multi branched network approach to predict the dynamics of a physics attractor characterized by intricate and chaotic behavior. We introduce a unique neural network architecture comprised of Radial Basis Function (RBF) layers combined with an attention mechanism designed to effectively capture nonlinear inter-dependencies inherent in the attractor's temporal evolution. Our results demonstrate successful prediction of the attractor's trajectory across 100 predictions made using a real-world dataset of 36,700 time-series observations encompassing approximately 28 minutes of activity. To further illustrate the performance of our proposed technique, we provide comprehensive visualizations depicting the attractor's original and predicted behaviors alongside quantitative measures comparing observed versus estimated outcomes. Overall, this work showcases the potential of advanced machine learning algorithms in elucidating hidden structures in complex physical systems while offering practical applications in various domains requiring accurate short-term forecasting capabilities.

Diffusion models suffer from slow sample generation at inference time. Therefore, developing a principled framework for fast deterministic/stochastic sampling for a broader class of diffusion models is a promising direction. We propose two complementary frameworks for accelerating sample generation in pre-trained models: Conjugate Integrators and Splitting Integrators. Conjugate integrators generalize DDIM, mapping the reverse diffusion dynamics to a more amenable space for sampling. In contrast, splitting-based integrators, commonly used in molecular dynamics, reduce the numerical simulation error by cleverly alternating between numerical updates involving the data and auxiliary variables. After extensively studying these methods empirically and theoretically, we present a hybrid method that leads to the best-reported performance for diffusion models in augmented spaces. Applied to Phase Space Langevin Diffusion [Pandey & Mandt, 2023] on CIFAR-10, our deterministic and stochastic samplers achieve FID scores of 2.11 and 2.36 in only 100 network function evaluations (NFE) as compared to 2.57 and 2.63 for the best-performing baselines, respectively. Our code and model checkpoints will be made publicly available at https://github.com/mandt-lab/PSLD.

This work investigates the use of smooth neural networks for modeling dynamic variations of implicit surfaces under the level set equation (LSE). For this, it extends the representation of neural implicit surfaces to the space-time R^3times R, which opens up mechanisms for continuous geometric transformations. Examples include evolving an initial surface towards general vector fields, smoothing and sharpening using the mean curvature equation, and interpolations of initial conditions. The network training considers two constraints. A data term is responsible for fitting the initial condition to the corresponding time instant, usually R^3 times {0}. Then, a LSE term forces the network to approximate the underlying geometric evolution given by the LSE, without any supervision. The network can also be initialized based on previously trained initial conditions, resulting in faster convergence compared to the standard approach.

Tobasco et al. [Physics Letters A, 382:382-386, 2018; see https://doi.org/10.1016/j.physleta.2017.12.023] recently suggested that trajectories of ODE systems that optimize the infinite-time average of a certain observable can be localized using sublevel sets of a function that arise when bounding such averages using so-called auxiliary functions. In this paper we demonstrate that this idea is viable and allows for the computation of extremal unstable periodic orbits (UPOs) for polynomial ODE systems. First, we prove that polynomial optimization is guaranteed to produce auxiliary functions that yield near-sharp bounds on time averages, which is required in order to localize the extremal orbit accurately. Second, we show that points inside the relevant sublevel sets can be computed efficiently through direct nonlinear optimization. Such points provide good initial conditions for UPO computations. As a proof of concept, we then combine these methods with a single-shooting Newton-Raphson algorithm to study extremal UPOs for a nine-dimensional model of sinusoidally forced shear flow. We discover three previously unknown families of UPOs, one of which simultaneously minimizes the mean energy dissipation rate and maximizes the mean perturbation energy relative to the laminar state for Reynolds numbers approximately between 81.24 and 125.

We propose a hybrid neural network (NN) and PDE approach for learning generalizable PDE dynamics from motion observations. Many NN approaches learn an end-to-end model that implicitly models both the governing PDE and constitutive models (or material models). Without explicit PDE knowledge, these approaches cannot guarantee physical correctness and have limited generalizability. We argue that the governing PDEs are often well-known and should be explicitly enforced rather than learned. Instead, constitutive models are particularly suitable for learning due to their data-fitting nature. To this end, we introduce a new framework termed "Neural Constitutive Laws" (NCLaw), which utilizes a network architecture that strictly guarantees standard constitutive priors, including rotation equivariance and undeformed state equilibrium. We embed this network inside a differentiable simulation and train the model by minimizing a loss function based on the difference between the simulation and the motion observation. We validate NCLaw on various large-deformation dynamical systems, ranging from solids to fluids. After training on a single motion trajectory, our method generalizes to new geometries, initial/boundary conditions, temporal ranges, and even multi-physics systems. On these extremely out-of-distribution generalization tasks, NCLaw is orders-of-magnitude more accurate than previous NN approaches. Real-world experiments demonstrate our method's ability to learn constitutive laws from videos.

While diffusion models can successfully generate data and make predictions, they are predominantly designed for static images. We propose an approach for efficiently training diffusion models for probabilistic spatiotemporal forecasting, where generating stable and accurate rollout forecasts remains challenging, Our method, DYffusion, leverages the temporal dynamics in the data, directly coupling it with the diffusion steps in the model. We train a stochastic, time-conditioned interpolator and a forecaster network that mimic the forward and reverse processes of standard diffusion models, respectively. DYffusion naturally facilitates multi-step and long-range forecasting, allowing for highly flexible, continuous-time sampling trajectories and the ability to trade-off performance with accelerated sampling at inference time. In addition, the dynamics-informed diffusion process in DYffusion imposes a strong inductive bias and significantly improves computational efficiency compared to traditional Gaussian noise-based diffusion models. Our approach performs competitively on probabilistic forecasting of complex dynamics in sea surface temperatures, Navier-Stokes flows, and spring mesh systems.

We adapt the ideas underlying the success of Deep Q-Learning to the continuous action domain. We present an actor-critic, model-free algorithm based on the deterministic policy gradient that can operate over continuous action spaces. Using the same learning algorithm, network architecture and hyper-parameters, our algorithm robustly solves more than 20 simulated physics tasks, including classic problems such as cartpole swing-up, dexterous manipulation, legged locomotion and car driving. Our algorithm is able to find policies whose performance is competitive with those found by a planning algorithm with full access to the dynamics of the domain and its derivatives. We further demonstrate that for many of the tasks the algorithm can learn policies end-to-end: directly from raw pixel inputs.

Diffusion models (DMs) demonstrate potent image generation capabilities in various generative modeling tasks. Nevertheless, their primary limitation lies in slow sampling speed, requiring hundreds or thousands of sequential function evaluations through large neural networks to generate high-quality images. Sampling from DMs can be seen alternatively as solving corresponding stochastic differential equations (SDEs) or ordinary differential equations (ODEs). In this work, we formulate the sampling process as an extended reverse-time SDE (ER SDE), unifying prior explorations into ODEs and SDEs. Leveraging the semi-linear structure of ER SDE solutions, we offer exact solutions and arbitrarily high-order approximate solutions for VP SDE and VE SDE, respectively. Based on the solution space of the ER SDE, we yield mathematical insights elucidating the superior performance of ODE solvers over SDE solvers in terms of fast sampling. Additionally, we unveil that VP SDE solvers stand on par with their VE SDE counterparts. Finally, we devise fast and training-free samplers, ER-SDE-Solvers, achieving state-of-the-art performance across all stochastic samplers. Experimental results demonstrate achieving 3.45 FID in 20 function evaluations and 2.24 FID in 50 function evaluations on the ImageNet 64times64 dataset.

Consistency Models (CM) (Song et al., 2023) accelerate score-based diffusion model sampling at the cost of sample quality but lack a natural way to trade-off quality for speed. To address this limitation, we propose Consistency Trajectory Model (CTM), a generalization encompassing CM and score-based models as special cases. CTM trains a single neural network that can -- in a single forward pass -- output scores (i.e., gradients of log-density) and enables unrestricted traversal between any initial and final time along the Probability Flow Ordinary Differential Equation (ODE) in a diffusion process. CTM enables the efficient combination of adversarial training and denoising score matching loss to enhance performance and achieves new state-of-the-art FIDs for single-step diffusion model sampling on CIFAR-10 (FID 1.73) and ImageNet at 64x64 resolution (FID 1.92). CTM also enables a new family of sampling schemes, both deterministic and stochastic, involving long jumps along the ODE solution trajectories. It consistently improves sample quality as computational budgets increase, avoiding the degradation seen in CM. Furthermore, unlike CM, CTM's access to the score function can streamline the adoption of established controllable/conditional generation methods from the diffusion community. This access also enables the computation of likelihood. The code is available at https://github.com/sony/ctm.

Learning the underlying dynamics of single cells from snapshot data has gained increasing attention in scientific and machine learning research. The destructive measurement technique and cell proliferation/death result in unpaired and unbalanced data between snapshots, making the learning of the underlying dynamics challenging. In this paper, we propose joint Velocity-Growth Flow Matching (VGFM), a novel paradigm that jointly learns state transition and mass growth of single-cell populations via flow matching. VGFM builds an ideal single-cell dynamics containing velocity of state and growth of mass, driven by a presented two-period dynamic understanding of the static semi-relaxed optimal transport, a mathematical tool that seeks the coupling between unpaired and unbalanced data. To enable practical usage, we approximate the ideal dynamics using neural networks, forming our joint velocity and growth matching framework. A distribution fitting loss is also employed in VGFM to further improve the fitting performance for snapshot data. Extensive experimental results on both synthetic and real datasets demonstrate that VGFM can capture the underlying biological dynamics accounting for mass and state variations over time, outperforming existing approaches for single-cell dynamics modeling.

Diffusion models have found widespread adoption in various areas. However, their sampling process is slow because it requires hundreds to thousands of network evaluations to emulate a continuous process defined by differential equations. In this work, we use neural operators, an efficient method to solve the probability flow differential equations, to accelerate the sampling process of diffusion models. Compared to other fast sampling methods that have a sequential nature, we are the first to propose parallel decoding method that generates images with only one model forward pass. We propose diffusion model sampling with neural operator (DSNO) that maps the initial condition, i.e., Gaussian distribution, to the continuous-time solution trajectory of the reverse diffusion process. To model the temporal correlations along the trajectory, we introduce temporal convolution layers that are parameterized in the Fourier space into the given diffusion model backbone. We show our method achieves state-of-the-art FID of 4.12 for CIFAR-10 and 8.35 for ImageNet-64 in the one-model-evaluation setting.

In this paper, we present efficient quantum algorithms that are exponentially faster than classical algorithms for solving the quantum optimal control problem. This problem involves finding the control variable that maximizes a physical quantity at time T, where the system is governed by a time-dependent Schr\"odinger equation. This type of control problem also has an intricate relation with machine learning. Our algorithms are based on a time-dependent Hamiltonian simulation method and a fast gradient-estimation algorithm. We also provide a comprehensive error analysis to quantify the total error from various steps, such as the finite-dimensional representation of the control function, the discretization of the Schr\"odinger equation, the numerical quadrature, and optimization. Our quantum algorithms require fault-tolerant quantum computers.

Neural populations exhibit latent dynamical structures that drive time-evolving spiking activities, motivating the search for models that capture both intrinsic network dynamics and external unobserved influences. In this work, we introduce LangevinFlow, a sequential Variational Auto-Encoder where the time evolution of latent variables is governed by the underdamped Langevin equation. Our approach incorporates physical priors -- such as inertia, damping, a learned potential function, and stochastic forces -- to represent both autonomous and non-autonomous processes in neural systems. Crucially, the potential function is parameterized as a network of locally coupled oscillators, biasing the model toward oscillatory and flow-like behaviors observed in biological neural populations. Our model features a recurrent encoder, a one-layer Transformer decoder, and Langevin dynamics in the latent space. Empirically, our method outperforms state-of-the-art baselines on synthetic neural populations generated by a Lorenz attractor, closely matching ground-truth firing rates. On the Neural Latents Benchmark (NLB), the model achieves superior held-out neuron likelihoods (bits per spike) and forward prediction accuracy across four challenging datasets. It also matches or surpasses alternative methods in decoding behavioral metrics such as hand velocity. Overall, this work introduces a flexible, physics-inspired, high-performing framework for modeling complex neural population dynamics and their unobserved influences.

Ensuring safety is of paramount importance in physical human-robot interaction applications. This requires both adherence to safety constraints defined on the system state, as well as guaranteeing compliant behavior of the robot. If the underlying dynamical system is known exactly, the former can be addressed with the help of control barrier functions. The incorporation of elastic actuators in the robot's mechanical design can address the latter requirement. However, this elasticity can increase the complexity of the resulting system, leading to unmodeled dynamics, such that control barrier functions cannot directly ensure safety. In this paper, we mitigate this issue by learning the unknown dynamics using Gaussian process regression. By employing the model in a feedback linearizing control law, the safety conditions resulting from control barrier functions can be robustified to take into account model errors, while remaining feasible. In order to enforce them on-line, we formulate the derived safety conditions in the form of a second-order cone program. We demonstrate our proposed approach with simulations on a two-degree-of-freedom planar robot with elastic joints.

We seek to learn an effective policy for a Markov Decision Process (MDP) with continuous states via Q-Learning. Given a set of basis functions over state action pairs we search for a corresponding set of linear weights that minimizes the mean Bellman residual. Our algorithm uses a Kalman filter model to estimate those weights and we have developed a simpler approximate Kalman filter model that outperforms the current state of the art projected TD-Learning methods on several standard benchmark problems.

Diffusion models have recently been increasingly applied to temporal data such as video, fluid mechanics simulations, or climate data. These methods generally treat subsequent frames equally regarding the amount of noise in the diffusion process. This paper explores Rolling Diffusion: a new approach that uses a sliding window denoising process. It ensures that the diffusion process progressively corrupts through time by assigning more noise to frames that appear later in a sequence, reflecting greater uncertainty about the future as the generation process unfolds. Empirically, we show that when the temporal dynamics are complex, Rolling Diffusion is superior to standard diffusion. In particular, this result is demonstrated in a video prediction task using the Kinetics-600 video dataset and in a chaotic fluid dynamics forecasting experiment.

The dynamical realisation of the equation of state p +rho =0 is studied. A non-pathological dynamics for the perturbations of such a system mimicking a dynamical cosmological constant (DCC) requires to go beyond the perfect fluid paradigm. It is shown that an anisotropic stress must be always present. The Hamiltonian of the system in isolation resembles the one of a Pais-Uhlenbeck oscillator and linear stability requires that it cannot be positive definite. The dynamics of linear cosmological perturbations in a DCC dominated Universe is studied in detail showing that when DCC is minimally coupled to gravity no dramatic instability is present. In contrast to what happens in a cosmological constant dominated Universe, the non-relativistic matter contrast is no longer constant and exhibits an oscillator behaviour at small scales while it grows weakly at large scales. In the gravitational waves sector, at small scales, the amplitude is still suppressed as the inverse power of the scale factor while it grows logarithmically at large scales. Also the vector modes propagate, though no growing mode is found.

Despite the success of physics-informed neural networks (PINNs) in approximating partial differential equations (PDEs), PINNs can sometimes fail to converge to the correct solution in problems involving complicated PDEs. This is reflected in several recent studies on characterizing the "failure modes" of PINNs, although a thorough understanding of the connection between PINN failure modes and sampling strategies is missing. In this paper, we provide a novel perspective of failure modes of PINNs by hypothesizing that training PINNs relies on successful "propagation" of solution from initial and/or boundary condition points to interior points. We show that PINNs with poor sampling strategies can get stuck at trivial solutions if there are propagation failures, characterized by highly imbalanced PDE residual fields. To mitigate propagation failures, we propose a novel Retain-Resample-Release sampling (R3) algorithm that can incrementally accumulate collocation points in regions of high PDE residuals with little to no computational overhead. We provide an extension of R3 sampling to respect the principle of causality while solving time-dependent PDEs. We theoretically analyze the behavior of R3 sampling and empirically demonstrate its efficacy and efficiency in comparison with baselines on a variety of PDE problems.

Markov jump processes are continuous-time stochastic processes which describe dynamical systems evolving in discrete state spaces. These processes find wide application in the natural sciences and machine learning, but their inference is known to be far from trivial. In this work we introduce a methodology for zero-shot inference of Markov jump processes (MJPs), on bounded state spaces, from noisy and sparse observations, which consists of two components. First, a broad probability distribution over families of MJPs, as well as over possible observation times and noise mechanisms, with which we simulate a synthetic dataset of hidden MJPs and their noisy observation process. Second, a neural network model that processes subsets of the simulated observations, and that is trained to output the initial condition and rate matrix of the target MJP in a supervised way. We empirically demonstrate that one and the same (pretrained) model can infer, in a zero-shot fashion, hidden MJPs evolving in state spaces of different dimensionalities. Specifically, we infer MJPs which describe (i) discrete flashing ratchet systems, which are a type of Brownian motors, and the conformational dynamics in (ii) molecular simulations, (iii) experimental ion channel data and (iv) simple protein folding models. What is more, we show that our model performs on par with state-of-the-art models which are finetuned to the target datasets.

A control technique is developed via Reinforcement Learning that allows arbitrary controlling of the position of an acoustic cavitation bubble in a dual-frequency standing acoustic wave field. The agent must choose the optimal pressure amplitude values to manipulate the bubble position in the range of x/lambda_0in[0.05, 0.25]. To train the agent an actor-critic off-policy algorithm (Deep Deterministic Policy Gradient) was used that supports continuous action space, which allows setting the pressure amplitude values continuously within 0 and 1, bar. A shaped reward function is formulated that minimizes the distance between the bubble and the target position and implicitly encourages the agent to perform the position control within the shortest amount of time. In some cases, the optimal control can be 7 times faster than the solution expected from the linear theory.

We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk, and mean-risk utility. To resolve the time-inconsistency issue, we consider an augmented state space and an auxiliary variable and recast the problem as a two-state optimization problem. We propose a customized Actor-Critic algorithm and establish some theoretical approximation guarantees. A key theoretical contribution is that our results do not require the Markov decision process to be continuous. Additionally, we propose an auxiliary variable sampling method inspired by the alternating minimization algorithm, which is convergent under certain conditions. We validate our approach in simulation experiments with a financial application in statistical arbitrage trading, demonstrating the effectiveness of the algorithm.

We put forward the dynamical study of a novel higher-order small network of Chialvo neurons arranged in a ring-star topology, with the neurons interacting via linear diffusive couplings. This model is perceived to imitate the nonlinear dynamical properties exhibited by a realistic nervous system where the neurons transfer information through higher-order multi-body interactions. We first analyze our model using the tools from nonlinear dynamics literature: fixed point analysis, Jacobian matrix, and bifurcation patterns. We observe the coexistence of chaotic attractors, and also an intriguing route to chaos starting from a fixed point, to period-doubling, to cyclic quasiperiodic closed invariant curves, to ultimately chaos. We numerically observe the existence of codimension-1 bifurcation patterns: saddle-node, period-doubling, and Neimark Sacker. We also qualitatively study the typical phase portraits of the system and numerically quantify chaos and complexity using the 0-1 test and sample entropy measure respectively. Finally, we study the collective behavior of the neurons in terms of two synchronization measures: the cross-correlation coefficient, and the Kuramoto order parameter.

The advent of single-cell technology has significantly improved our understanding of cellular states and subpopulations in various tissues under normal and diseased conditions by employing data-driven approaches such as clustering and trajectory inference. However, these methods consider cells as independent data points of population distributions. With spatial transcriptomics, we can represent cellular organization, along with dynamic cell-cell interactions that lead to changes in cell state. Still, key computational advances are necessary to enable the data-driven learning of such complex interactive cellular dynamics. While agent-based modeling (ABM) provides a powerful framework, traditional approaches rely on handcrafted rules derived from domain knowledge rather than data-driven approaches. To address this, we introduce Spatio Temporal Agent-Based Graph Evolution Dynamics(STAGED) integrating ABM with deep learning to model intercellular communication, and its effect on the intracellular gene regulatory network. Using graph ODE networks (GDEs) with shared weights per cell type, our approach represents genes as vertices and interactions as directed edges, dynamically learning their strengths through a designed attention mechanism. Trained to match continuous trajectories of simulated as well as inferred trajectories from spatial transcriptomics data, the model captures both intercellular and intracellular interactions, enabling a more adaptive and accurate representation of cellular dynamics.