Hypothesis-driven construction of mesoscopic dynamics
Authors: Zhuoyuan Li, Aiqing Zhu, Qianxiao Li
Organizations: Institute for Functional Intelligent Materials, National University of Singapore · Department of Mathematics, National University of Singapore
Abstract
Traditional scientific modeling typically begins with fixed, instance-wise effective equations and then carries out equation-specific analysis and computation, a procedure that becomes exceptionally challenging in complex applications such as multiscale systems. We propose an alternative paradigm by learning mesoscopic dynamics within a mathematically constrained hypothesis class. Building upon a generalized Onsager principle, we introduce a unified framework encompassing both dissipative and conservative mesoscopic dynamics. We establish uniform and a priori theoretical guarantees, including global well-posedness, asymptotic stability, unique factorization identifiability, and discrete energy dissipation, applicable to all spatio-temporal evolution equations within this hypothesis class prior to all learning stages. Data from each problem instance is then used to guide the identification of members within our hypothesis class, giving rise to accurate, robust and interpretable dynamical models. We empirically validate this framework on both data from continuum PDE models as a check, and on data arising from microscopic chain models for which exact meso-scale models are unknown. The proposed approach not only acts as an effective dynamics learner, but also offers vital interpretable diagnostics of the underlying physics.
Many systems in physics, engineering, and biology exhibit multiscale stochastic dynamics, where low-dimensional slow variables evolve under the influence of high-dimensional fast processes. In practice, observations are often limited to a single trajectory of the slow component, while the fast dynamics remain unobserved, making statistical learning challenging. Approaches based on partial differential equations (PDE), such as Fokker-Planck formulations, aim to characterize the evolution of probability densities, typically requiring dense space-time data or grid-based solvers. In contrast, we adopt a trajectory-based perspective and develop a data-driven framework for learning effective stochastic dynamics from a single observed path. We model the dynamics by coupled multiscale stochastic differential equations (SDEs) and first obtain a principled model reduction through stochastic averaging. Unlike generic model reduction techniques such as PCA, this respects the dynamical structure of the original system and explicitly incorporates the interaction between slow and fast scales. A central challenge, however, is that the reduced model depends on the invariant distribution of the fast process, which is a solution to an intractable and often unknown PDE. We introduce a novel learning framework that parameterizes the invariant distribution using normalizing flows, enabling expressive density modeling in the latent fast-variable space. The flow is trained end-to-end by optimizing a penalized likelihood objective induced by the reduced stochastic dynamics. Furthermore, we develop a Bayesian variational inference procedure for uncertainty quantification, employing a second normalizing flow to approximate the posterior distribution over model parameters. This yields a scalable approach to capturing epistemic uncertainty in multiscale systems.
Estimating parameters of dynamical systems from sparse, noisy, and irregularly sampled data is often severely ill-conditioned. When multiple related datasets are available, they provide additional information if the shared structure and variability are properly modeled. We propose a hierarchical Bayesian framework for probabilistic meta-learning in dynamical systems, modeling dataset-specific parameters as draws from a shared population distribution. A numerical ODE solver is embedded within gradient-based MCMC to enable efficient posterior inference of the shared population and dataset-specific parameter distribution. Experiments show improved predictive performance over unpooled methods, highlighting the potential for data-efficient system identification in settings with sparse data.
Cristian Brugnara, Lea Multerer, Marco Forgione +1
Identifying latent dynamical systems from noisy, high-dimensional measurements is a central problem at the intersection of representation learning, system identification, and scientific discovery. We present DYSCO, a multi-view temporal contrastive learning algorithm that jointly recovers latent trajectories and the governing dynamics from such observations, by leveraging multiple independent noisy views of the same underlying process to disentangle signal from noise. By parameterizing the dynamics in a structured functional basis, our framework further enables symbolic recovery of the governing equations within an affine gauge. We offer theoretical guarantees for strong identification up to an affine indeterminacy, extending prior identifiability results to the realistic setting of noisy nonlinear observations. Empirically, we demonstrate accurate recovery of both latent trajectories and flow fields across a diverse set of dynamical regimes (e.g., chaotic, oscillatory, and metastable) under both Gaussian and Poisson observation noise, the latter being particularly relevant for neural recordings.