LieStoNet: Learning Lie Symmetries from Spatiotemporal Data for Stochastic Dynamical Systems
Authors: Shida Liu, Abhishek Gupta, Sumit Sinha, L. Mahadevan
Abstract
Symmetry is central to modern machine learning and physics: invariances and equivariances improve sample efficiency, robustness, and out-of-distribution generalization, while symmetry principles guide scientific modeling. Yet for stochastic dynamical systems the relevant continuous symmetries are rarely known, and symmetry discovery for SDEs has remained essentially unexplored. We introduce \textit{LieStoNet}, an end-to-end, \emph{template-free} framework for discovering Lie-point symmetries of SDEs directly from spatiotemporal trajectories, without prespecifying symmetry groups, templates, or canonical coordinates. Building on the seminal SDE Lie-symmetry theory of Gaeta and Quintero (1999), which formalizes Lie-point SDE symmetries and their relation to Fokker-Planck symmetries, LieStoNet learns neural surrogates for drift and diffusion from increments, then learns projectable generators by enforcing the SDE determining equations, separately regularizing for closure under Lie brackets, adherence to the Lie algebra axioms (bilinearity, antisymmetry, Jacobi), and a non-redundant independent basis. The surrogate also defines an associated Fokker-Planck equation, enabling optional discovery of its Lie-point symmetries in parallel. Across multiple canonical SDEs with known analytic symmetries, LieStoNet recovers generators consistent with the ground-truth symmetry algebra, providing interpretable symmetry discovery for noisy dynamics. Code is available at \href{https://github.com/sumit-sinha-seas/LieStoNet_Final.git}{this link}.
We consider the problem of learning the parameters of a N-dimensional stochastic linear dynamics under both full and partial observations from a single trajectory of time T. We introduce and analyze a new estimator that achieves a small maximum element-wise error on the recovery of symmetric dynamic matrices using only T=O(logN) observations, irrespective of whether the matrix is sparse or dense. This estimator is based on the method of moments and does not rely on problem-specific regularization. This is especially important for applications such as structure discovery.
Dynamical systems model trajectory data generated by fixed underlying dynamics, with applications ranging from biology to physics. Especially in scientific settings, dynamical systems are not generic but often exhibit symmetries imposed by physical laws, formalized through equivariance with respect to group actions. The identification problem concerns recovering the parameters of a system from observed trajectories. In this work, we study adaptive symmetry discovery for dynamical system identification and address how a system can be identified from a single trajectory when it is equivariant with respect to an unknown symmetry group. To this end, we first show that for known symmetries, the system can be identified from a significantly shorter single trajectory than in the generic setting, and we precisely characterize this improvement. We then consider the automatic symmetry discovery setting, proposing a method to learn the symmetry group directly from a single trajectory and incorporate it into the identification procedure, achieving the same optimal trajectory length as in the known-symmetry case. Our analysis relies on tools from group representation theory and the expander properties of Cayley graphs, and may be of independent interest for the study of symmetries in dynamical systems.
Understanding natural and engineered systems often relies on symbolic formulations, such as differential equations, which provide interpretability and transferability beyond black-box models. We introduce Latent Grammar Flow (LGF), a neuro-symbolic generative framework for discovering ordinary differential equations from data. LGF embeds equations as grammar-based representations into a discrete latent space and forces semantically similar equations to be positioned closer together with a behavioural loss. Then, a discrete flow model guides the sampling process to recursively generate candidate equations that best fit the observed data. Domain knowledge and constraints, such as stability, can be either embedded into the rules or used as conditional predictors.