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Parametric model reduction of mean-field and stochastic systems via higher-order action matching (2410.12000v2)

Published 15 Oct 2024 in stat.ML, cs.LG, cs.NA, and math.NA

Abstract: The aim of this work is to learn models of population dynamics of physical systems that feature stochastic and mean-field effects and that depend on physics parameters. The learned models can act as surrogates of classical numerical models to efficiently predict the system behavior over the physics parameters. Building on the Benamou-Brenier formula from optimal transport and action matching, we use a variational problem to infer parameter- and time-dependent gradient fields that represent approximations of the population dynamics. The inferred gradient fields can then be used to rapidly generate sample trajectories that mimic the dynamics of the physical system on a population level over varying physics parameters. We show that combining Monte Carlo sampling with higher-order quadrature rules is critical for accurately estimating the training objective from sample data and for stabilizing the training process. We demonstrate on Vlasov-Poisson instabilities as well as on high-dimensional particle and chaotic systems that our approach accurately predicts population dynamics over a wide range of parameters and outperforms state-of-the-art diffusion-based and flow-based modeling that simply condition on time and physics parameters.

Summary

  • The paper introduces a higher-order action matching (HOAM) technique that infers parameter- and time-dependent gradient fields to approximate population-level dynamics.
  • It leverages Monte Carlo sampling combined with advanced quadrature rules to stabilize training and enhance accuracy in high-dimensional stochastic settings.
  • Experimental results demonstrate significant computational speedups and improved stability compared to classical methods, benefiting applications in physics and climate modeling.

Overview of Parametric Model Reduction via Higher-Order Action Matching

The paper "Parametric Model Reduction of Mean-Field and Stochastic Systems via Higher-Order Action Matching" explores the development of surrogate models for population dynamics in systems governed by stochastic dynamics and mean-field effects, with applications across various physics parameters. Such models serve to overcome the computational complexity associated with simulating systems via differential equations derived from physical models. The authors leverage concepts from optimal transport theory, particularly the Benamou-Brenier formula, to create a methodology aimed at rapid and efficient predictions of system behavior over varying parameters.

Methodological Approach

The paper's core contribution is the formulation of a variational problem to infer parameter- and time-dependent gradient fields. These fields act as approximations to the system's dynamics on the population level. Introducing higher-order action matching (HOAM), the authors refine traditional action matching techniques by incorporating higher-order quadrature rules, allowing for more accurate estimation of the training objectives from sample data. The use of Monte Carlo sampling in conjunction with these advanced techniques is emphasized as crucial for stability, permitting accurate prediction across a diverse range of parameters.

The proposed model reduction technique categorically handles the system's stochasticity by adopting a deterministic Fokker-Planck equation approach. The intention is not merely to trace individual trajectories but to capture the distribution and evolution of the population dynamics—this being defined as ρ(t, μ)—over time t and physics parameter μ.

Comparative Analysis and Results

Through numerical experiments covering various system paradigms, from Vlasov-Poisson instabilities to high-dimensional chaotic behaviors, HOAM demonstrated substantial speedups in inference over classical methods. These results were consistent across the physical time and parameter domains, showcasing efficiency in high-dimensional settings where traditional solvers suffer from dimensionality-induced delays.

The experimental outcomes identified notable advantages of incorporating higher-order quadrature in HOAM to stabilize and enhance training quality. For instance, in high-dimensional chaos scenarios and Landau damping cases, quadrature-based estimates significantly surpassed Monte Carlo-based approaches in stability and accuracy, highlighting the effectiveness of the proposed methodology.

Theoretical Implications

Theoretically, HOAM pivots from the traditional method of learning individual particle dynamics and instead focuses on parametrically dependent population dynamics. This field of investigation broadens the understanding of optimal transport and stochastic differential equations by unifying these areas into a coherent framework for dynamic system reduction. The utilization of neural networks equipped with CoLoRA layers for weight modulation facilitates rapid model evaluation, enabling seamless integration into existing frameworks for stochastic dynamics.

Practical Implications and Future Directions

Practically, the paper's implications extend towards fields demanding efficient simulation of complex dynamics, such as plasma physics, climate modeling, and high-dimensional fluid dynamics. The proposed method offers a pathway to reducing computational costs significantly, making it an attractive choice for real-time applications and settings where parameter exploration is critical.

Further development could explore other energy minimization techniques or alternate variational formulations that might capture additional system-specific dynamics. There is a notable gap in modeling dynamics with sparse time samples, and extending the methodology's applicability in such constraints could prove valuable. Additionally, integrating these surrogate models within broader multi-fidelity and multi-scale frameworks could amplify their applicability across disciplines.

Overall, the paper presents an innovative and effective approach to model reduction in complex dynamic systems, setting a precedent for subsequent research in parametrically driven population dynamics modeling.

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