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Model reduction in time: Learning flow maps for reducing stochastic dynamical systems in time
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arXiv:2610.35504v1 Announce Type: cross Abstract: Predictions with dynamical systems can be computationally expensive---even with reduced models---because reaching future prediction times can require many sequential time integration steps. We propose Flow-Map First-Order Trajectory Matching (FM-FTM), a nonintrusive model reduction approach that accelerates ensemble predictions of stochastic dynamical systems by learning flow maps that replace multiple time-integration steps. Our method uses first-order trajectory matching (FTM) to learn a deterministic representation of the stochastic probability-current dynamics and then reduces its evolution over time into a flow map whose evaluation directly yields predictions over long time horizons. Numerical experiments on evolution problems with stochastic forcing demonstrate that FM-FTM accelerates ensemble predictions by up to two orders of magnitude while accurately predicting time marginals and ensemble statistics.
Source:https://arxiv.org/abs/2610.35504PreviousQuantitative approximation theorem of neural operators for the Dirichlet-to-Neumann mapNextGraph-Convolutional Reinforcement Learning for Finite-Time Stabilization of a Chaotic Chua Circuit via Unified Flexible Terminal Sliding-Mode Control
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