Learning Continuous Neural Representation of Stochastic Hybrid Systems
Abstract
A stochastic hybrid system (SHS) is governed by a stochastic differential equation (SDE) describing the continuous dynamics and a Markov reset kernel triggered on the guard surface. Its probability evolution can be described by a hybrid Fokker-Planck (HFP) equation with a partial differential term corresponding to the SDE and an integral term arising from the reset kernel. This work shows that such an SHS can be approximated by an SDE in a higher-dimensional latent space where the sample paths are continuous. The key to this result is to encode different branches of the reset kernel using auxiliary variables, transforming the resets into deterministic ones that enable topological gluing. By the embedding theorem, the glued manifold can then be embedded into a higher-dimensional Euclidean space. We show that the probability evolution on the embedded image no longer requires explicit reset terms in the HFP equation. Building on this theorem, we design a loss that matches the evolving state distributions, enabling a single latent SDE to recover the probability evolution of the SHS without mode labeling, trajectory segmentation, or event-based simulations.
Figures & tables
| Ours | ( Teng et al., 2026b ) | ( Li et al., 2020 ) | ( Li et al., 2020 ) | ( Bartosh et al., 2025 ) | ( Kiyohara et al., 2025 ) | |
|---|---|---|---|---|---|---|
| b-ball (GMM) | Diverged | |||||
| b-ball (Uniform) | Diverged | |||||
| Torus (GMM) | Diverged | Diverged | ||||
| Torus (Uniform) | Diverged | Diverged | ||||
| Klein (GMM) | Diverged | Diverged | Diverged | |||
| Klein (Uniform) | Diverged |
| Setting | MLP | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Mean change (%) | |||||||||||
| Worse cases (/11) |
Appendix figures & tables36 assets
Supplementary material from the paper’s appendix.
Appendix
| Configuration | |||||
|---|---|---|---|---|---|
| Standard | 256 | 128 | 64 | 100 | 64 |
| Large | 512 | 256 | 128 | 200 | 128 |
| Component | Proposed | CHyLL | Latent SDE | SDE Matching | NSF |
|---|---|---|---|---|---|
| Initial-state network | Score: | Conditional flow | |||
| Posterior context | N/A | N/A | GRU( ), context | GRU( ), | Bridge model |
| Prior drift | N/A | ||||
| Diffusion | , matrix | N/A | , per coordinate | , per coordinate | N/A |
| Observation decoder | Linear | Linear | Observed-state flow | ||
| Flow conditioner | N/A | N/A | N/A | N/A |
| Case | Ours | ( Teng et al., 2026b ) | ( Li et al., 2020 ) | ( Li et al., 2020 ) | ( Bartosh et al., 2025 ) | ( Kiyohara et al., 2025 ) | ||||||
| b-ball (GMM) | Diverged | |||||||||||
| b-ball (Uniform) | Diverged | |||||||||||
| Torus (GMM) | Diverged | Diverged | ||||||||||
| Torus (Uniform) | Diverged | Diverged | ||||||||||
| Klein (GMM) | Diverged | Diverged | Diverged | |||||||||
| Klein (Uniform) | Diverged | |||||||||||
| Case | Ours | ( Teng et al., 2026b ) | ( Li et al., 2020 ) | ( Li et al., 2020 ) | ( Bartosh et al., 2025 ) | ( Kiyohara et al., 2025 ) | ||||||
| b-ball (GMM) | Diverged | |||||||||||
| b-ball (Uniform) | Diverged | |||||||||||
| Torus (GMM) | Diverged | Diverged | ||||||||||
| Torus (Uniform) | Diverged | Diverged | ||||||||||
| Klein (GMM) | Diverged | Diverged | Diverged | |||||||||
| Klein (Uniform) | Diverged | |||||||||||
| Case | Ours | ( Teng et al., 2026b ) | ( Li et al., 2020 ) | ( Li et al., 2020 ) | ( Bartosh et al., 2025 ) | ( Kiyohara et al., 2025 ) | |||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| b-ball (GMM) | Diverged | Diverged | |||||||||
| b-ball (Uniform) | Diverged | Diverged | |||||||||
| Torus (GMM) | Diverged | Diverged | Diverged | Diverged | |||||||
| Torus (Uniform) | Diverged | Diverged | Diverged | Diverged | |||||||
| Klein (GMM) | Diverged | Diverged | Diverged | Diverged | |||||||
| Klein (Uniform) | Diverged | Diverged | Diverged | Diverged | |||||||
| Case | Ours | ( Teng et al., 2026b ) | ( Li et al., 2020 ) | ( Li et al., 2020 ) | ( Bartosh et al., 2025 ) | ( Kiyohara et al., 2025 ) | |||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| b-ball (GMM) | Diverged | Diverged | |||||||||
| b-ball (Uniform) | Diverged | Diverged | |||||||||
| Torus (GMM) | Diverged | Diverged | Diverged | Diverged | |||||||
| Torus (Uniform) | Diverged | Diverged | Diverged | Diverged | |||||||
| Klein (GMM) | Diverged | Diverged | Diverged | Diverged | |||||||
| Klein (Uniform) | Diverged | Diverged | Diverged | Diverged | |||||||
| Case | Ours | ( Teng et al., 2026b ) | ( Li et al., 2020 ) | ( Li et al., 2020 ) | ( Bartosh et al., 2025 ) | ( Kiyohara et al., 2025 ) | |||||
| b-ball (GMM) | Diverged | Diverged | Diverged | ||||||||
| b-ball (Uniform) | Diverged | Diverged | Diverged | Diverged | |||||||
| Torus (GMM) | Diverged | Diverged | Diverged | Diverged | Diverged | ||||||
| Torus (Uniform) | Diverged | Diverged | Diverged | Diverged | |||||||
| Klein (GMM) | Diverged | Diverged | Diverged | Diverged | |||||||
| Klein (Uniform) | Diverged | Diverged | Diverged | Diverged | |||||||
| Case | Ours | ( Teng et al., 2026b ) | ( Li et al., 2020 ) | ( Li et al., 2020 ) | ( Bartosh et al., 2025 ) | ( Kiyohara et al., 2025 ) | |||||
| b-ball (GMM) | Diverged | Diverged | Diverged | ||||||||
| b-ball (Uniform) | Diverged | Diverged | Diverged | Diverged | |||||||
| Torus (GMM) | Diverged | Diverged | Diverged | Diverged | Diverged | ||||||
| Torus (Uniform) | Diverged | Diverged | Diverged | Diverged | |||||||
| Klein (GMM) | Diverged | Diverged | Diverged | Diverged | |||||||
| Klein (Uniform) | Diverged | Diverged | Diverged | Diverged | |||||||
| (default) | ||||||||
|---|---|---|---|---|---|---|---|---|
| b-ball (GMM) | ||||||||
| b-ball (Uniform) | ||||||||
| Torus (GMM) | ||||||||
| Torus (Uniform) | ||||||||
| Klein (GMM) | ||||||||
| Klein (Uniform) | ||||||||
| (default) | ||||||||
|---|---|---|---|---|---|---|---|---|
| b-ball (GMM) | ||||||||
| b-ball (Uniform) | ||||||||
| Torus (GMM) | ||||||||
| Torus (Uniform) | ||||||||
| Klein (GMM) | ||||||||
| Klein (Uniform) | ||||||||
| DDIM | MLP | |||||||
|---|---|---|---|---|---|---|---|---|
| Case | Conditional | Unconditional | Conditional | Unconditional | ||||
| b-ball (GMM) | ||||||||
| b-ball (Uniform) | ||||||||
| Torus (GMM) | ||||||||
| Torus (Uniform) | ||||||||
| Klein (GMM) | ||||||||
| Case | Default model | |||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| b-ball (GMM) | ||||||||||||||||
| b-ball (Uniform) | ||||||||||||||||
| Torus (GMM) | ||||||||||||||||
| Torus (Uniform) | ||||||||||||||||
| Klein (GMM) | ||||||||||||||||
| Klein (Uniform) | ||||||||||||||||
| Case | Default model | |||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| b-ball (GMM) | ||||||||||||||||
| b-ball (Uniform) | ||||||||||||||||
| Torus (GMM) | ||||||||||||||||
| Torus (Uniform) | ||||||||||||||||
| Klein (GMM) | ||||||||||||||||
| Klein (Uniform) | ||||||||||||||||
| Setting | MLP | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Mean change (%) | |||||||||||
| Worse cases (/11) |
| (default) | ||||||||
|---|---|---|---|---|---|---|---|---|
| b-ball (GMM) | ||||||||
| b-ball (Uniform) | ||||||||
| Torus (GMM) | ||||||||
| Torus (Uniform) | ||||||||
| Klein (GMM) | ||||||||
| Klein (Uniform) | ||||||||
| (default) | ||||||||
|---|---|---|---|---|---|---|---|---|
| b-ball (GMM) | ||||||||
| b-ball (Uniform) | ||||||||
| Torus (GMM) | ||||||||
| Torus (Uniform) | ||||||||
| Klein (GMM) | ||||||||
| Klein (Uniform) | ||||||||
| DDIM | MLP | |||||||
|---|---|---|---|---|---|---|---|---|
| Case | Conditional | Unconditional | Conditional | Unconditional | ||||
| b-ball (GMM) | ||||||||
| b-ball (Uniform) | ||||||||
| Torus (GMM) | ||||||||
| Torus (Uniform) | ||||||||
| Klein (GMM) | ||||||||
| Case | Default model | |||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| b-ball (GMM) | ||||||||||||||||
| b-ball (Uniform) | ||||||||||||||||
| Torus (GMM) | ||||||||||||||||
| Torus (Uniform) | ||||||||||||||||
| Klein (GMM) | ||||||||||||||||
| Klein (Uniform) | ||||||||||||||||
| Case | Default model | |||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| b-ball (GMM) | ||||||||||||||||
| b-ball (Uniform) | ||||||||||||||||
| Torus (GMM) | ||||||||||||||||
| Torus (Uniform) | ||||||||||||||||
| Klein (GMM) | ||||||||||||||||
| Klein (Uniform) | ||||||||||||||||
| Setting | MLP | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Mean change (%) | |||||||||||
| Worse cases (/11) |
| (default) | ||||||||
|---|---|---|---|---|---|---|---|---|
| b-ball (GMM) | ||||||||
| b-ball (Uniform) | Diverged | |||||||
| Torus (GMM) | ||||||||
| Torus (Uniform) | ||||||||
| Klein (GMM) | ||||||||
| Klein (Uniform) | ||||||||
| (default) | ||||||||
|---|---|---|---|---|---|---|---|---|
| b-ball (GMM) | ||||||||
| b-ball (Uniform) | Diverged | |||||||
| Torus (GMM) | ||||||||
| Torus (Uniform) | ||||||||
| Klein (GMM) | ||||||||
| Klein (Uniform) | ||||||||
| DDIM | MLP | |||||||
|---|---|---|---|---|---|---|---|---|
| Case | Conditional | Unconditional | Conditional | Unconditional | ||||
| b-ball (GMM) | ||||||||
| b-ball (Uniform) | ||||||||
| Torus (GMM) | ||||||||
| Torus (Uniform) | ||||||||
| Klein (GMM) | ||||||||
| Case | Default model | |||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| b-ball (GMM) | ||||||||||||||||
| b-ball (Uniform) | ||||||||||||||||
| Torus (GMM) | ||||||||||||||||
| Torus (Uniform) | ||||||||||||||||
| Klein (GMM) | ||||||||||||||||
| Klein (Uniform) | ||||||||||||||||
| Case | Default model | |||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| b-ball (GMM) | ||||||||||||||||
| b-ball (Uniform) | ||||||||||||||||
| Torus (GMM) | ||||||||||||||||
| Torus (Uniform) | ||||||||||||||||
| Klein (GMM) | ||||||||||||||||
| Klein (Uniform) | ||||||||||||||||