On the Unique Recovery of Transport Maps and Vector Fields from Finite Measure-Valued Data
Organizations: Center for Applied Mathematics, Cornell University, Ithaca, NY · Department of Mathematics, Cornell University, Ithaca, NY
Abstract
We establish guarantees for the unique recovery of vector fields and transport maps from finite measure-valued data, yielding new insights into generative models, data-driven dynamical systems, and PDE inverse problems. In particular, we provide general conditions under which a diffeomorphism can be uniquely identified from its pushforward action on finitely many densities, i.e., when the data uniquely determines . As a corollary, we introduce a new metric which compares diffeomorphisms by measuring the discrepancy between finitely many pushforward densities in the space of probability measures. We also prove analogous results in an infinitesimal setting, where derivatives of the densities along a smooth vector field are observed, i.e., when uniquely determines . Our analysis makes use of the Whitney and Takens embedding theorems, which provide estimates on the required number of densities , depending only on the intrinsic dimension of the problem. We additionally interpret our results through the lens of Perron--Frobenius and Koopman operators and demonstrate how our techniques lead to new guarantees for the well-posedness of certain PDE inverse problems related to continuity, advection, Fokker--Planck, and advection-diffusion-reaction equations. Finally, we present illustrative numerical experiments demonstrating the unique identification of transport maps from finitely many pushforward densities, and of vector fields from finitely many weighted divergence observations.
Figures & tables
| Symbol | Meaning |
|---|---|
| Smooth, compact -dimensional Riemannian manifolds | |
| Borel probability measures over | |
| Riemannian metric on at | |
| -times continuously differentiable functions | |
| componentwise positive functions in | |
| functions in componentwise integrating to 1 |
Inverse Problems
Inverse problems infer hidden causes, parameters, or signals from indirect, noisy measurements using physical models, priors, and statistical methods.
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