Random Process Flow Matching: Generative Implicit Representations of Multivariate Random Fields

Reconstructing PDE-governed fields from sparse and irregular measurements is challenging due to their ill-posed nature. Deterministic surrogates are trained on dense fields that struggle with limited measurements and uncertainty quantification. Generative models, by learning distributions over spatiotemporal fields, can better handle sparsity and uncertainty. However, existing generative approaches enforce data consistency and PDE constraints simultaneously via sampling-time gradient guidance, resulting in slow and unstable inference. To this end, we propose PerFlow, a Physics-embedded rectified Flow for efficient sparse reconstruction and uncertainty quantification of spatiotemporal dynamics. PerFlow decouples observation conditioning from physics enforcement, performing guidance-free conditioning by feeding observations into rectified-flow dynamics while embedding hard physics via a constraint-preserving projection (e.g., incompressibility or conservation). Theoretically, we establish invariance guarantees to ensure that trajectories remain on the physics-consistent manifold throughout sampling. Experiments on various PDE systems demonstrate competitive reconstruction accuracy with sound physics consistency, while enabling efficient conditional sampling (e.g., 50 steps) and up to 320x faster inference than 2000-step guided diffusion baselines.

Flow matching has become a leading framework for generative modeling, but quantifying the uncertainty of its samples remains an open problem. Existing approaches retrain the model with auxiliary variance heads, maintain costly ensembles, or propagate approximate covariance through many integration steps, trading off training cost, inference cost, or accuracy. We show that none of these trade-offs is necessary. By extending Tweedie's formula from the denoising setting to the flow matching interpolant, we derive an exact, closed-form expression for the posterior covariance at every point along the generative trajectory. The result depends on a single quantity, namely the divergence of the learned velocity field, which can be computed post-hoc on any pre-trained flow matching model, requiring no retraining and no architectural modification. For one-step generators such as MeanFlow, the same formula yields the end-to-end generation uncertainty in a single forward pass, eliminating the multi-step variance propagation required by all prior methods. Experiments on MNIST confirm that the resulting per-pixel uncertainty maps are semantically meaningful, concentrating on digit boundaries where inter-sample variation is highest, and that the scalar uncertainty score tracks actual prediction error, all at roughly $10^4 \times$ less total compute than ensembling or Monte Carlo dropout.

Learning matrix-valued distributions from high-dimensional and possibly incomplete training data is challenging: ambient-space generative modeling is computationally expensive and statistically fragile when the matrix dimension is large but the sample size is limited. We propose CoreFlow, a geometry-preserving low-rank flow model that learns shared row/column subspaces across the matrix distribution, and then trains a continuous normalizing flow only on the induced low-dimensional core. CoreFlow is designed for settings where shared low-rank matrix geometry is present, especially in high-dimensional limited-sample regimes. This separates shared matrix geometry from sample-specific variation, preserves matrix structure, and substantially improves training efficiency. The same framework also handles incomplete training matrices through masked Riemannian updates and iterative completion. Across real and synthetic benchmarks, CoreFlow substantially improves spectral and moment-level generation quality in few-sample regimes while remaining competitive in data-rich settings, even under compression to 9% of the ambient dimension and with up to 40% missing training entries.