arXiv Machine Learning

First-Order Trajectory Matching: Fast Ensemble Predictions of Chaotic, Turbulent, Stochastic Systems

arXiv:2606. 11138v1 Announce Type: new Abstract: We introduce First-Order Trajectory Matching (FTM), a surrogate-modeling method that learns the first-order local transport of probability mass from trajectories of stochastic systems.

arXiv Machine Learning
Sep 23

One-Step Generative Surrogate Models via Block-Triangular Joint Drifting

The paper introduces block‑triangular joint drifting, a method that applies a projected drift field to the joint distribution of consecutive states, enabling one‑step generative surrogate models for stochastic transition dynamics. This architecture preserves the current‑state marginal while directly sampling the conditional distribution of next states, allowing stochastic trajectories to be generated with a single model evaluation per time step. Experiments show that the approach achieves accurate marginal and trajectory‑dependent statistics with favorable accuracy‑cost tradeoffs compared to deterministic, diffusion, flow, and distillation‑based generative surrogates.

By Nicholas Geissler, Shreya Jha, Ricardo Baptista, Benjamin Peherstorfer
arXiv Machine Learning
1d ago

Variational Streaming Flow: Probabilistic Forecasting in Physical Time

Variational Streaming Flow (VSF) extends the efficient Streaming Flow (SF) framework by learning a latent distribution conditioned on system dynamics, enabling probabilistic forecasting in physical time. Unlike SF’s deterministic velocity field, VSF produces multiple plausible future trajectories, improving predictive accuracy and distributional fidelity across deterministic and stochastic dynamical systems. The method supports long‑horizon rollouts over 1,000 steps, handles bifurcating dynamics, and can be integrated as a plug‑and‑play predictor into Joint‑Embedding Predictive Architecture (JEPA) world models to enhance navigation, motion planning, and manipulation tasks.

By Hans Hao-Hsun Hsu, Minseon Gwak, Soon Hoe Lim, Pan Li, N. Benjamin Erichson
arXiv Machine Learning
Sep 2

Efficient Adaptation of ROMs for Unsteady Flows Using Data Assimilation

The paper presents a lightweight retraining strategy for a parameterized Reduced Order Model (ROM) that achieves full‑model accuracy using only a fraction of the computational effort and sparse observations. The ROM architecture combines a Variational Autoencoder for dimensionality reduction with a transformer network that evolves latent states while accounting for the Reynolds number as an external control variable. By leveraging the probabilistic VAE, the method generates trajectory ensembles and uncertainty estimates, and adapts to out‑of‑sample parameters through sparse data assimilation with an ensemble Kalman filter, focusing retraining on the autoencoder to correct latent manifold distortions.

By Isma\"el Zighed, Andrea N\'ovoa, Luca Magri, Taraneh Sayadi
arXiv Machine Learning
Sep 11

Deep operator learning for efficient sampling from invariant measures of stochastic differential equations

The paper presents an amortized neural sampler that merges operator learning with flow-based methods to efficiently sample from invariant measures of stochastic differential equations (SDEs). By mapping SDE coefficient functions to pushforwards from a reference measure, the approach shifts the sampling cost to an initial training phase, after which new SDE instances can be sampled with a single encoder pass and a few ODE solver steps, independent of mixing time. The framework incorporates Lagrangian trajectory sensors and cross attention to handle high-dimensional problems, and the authors provide theoretical guarantees of expressivity and resolution invariance, demonstrating competitive accuracy and significant speedups over MCMC in 1D, 2D, and 64D SDE families.

By Lin Guo, Li Lei, Jingtong Zhang
arXiv Machine Learning
Jul 15

A Shortcut to Statistically Steady-State Turbulence with Flow Matching

arXiv:2607. 13022v1 Announce Type: cross Abstract: Many nonlinear physical systems exhibit an initial transient phase in which perturbations grow before nonlinear interactions lead to a statistically steady state.

By Gianluca Galletti, Gerald Gutenbrunner, William Hornsby, Lorenzo Zanisi, Naomi Carey, Stanislas Pamela, Johannes Brandstetter, Fabian Paischer