从有限密度数据中唯一恢复变换映射与向量场,为生成模型和反问题提供理论保障。
On the Unique Recovery of Transport Maps and Vector Fields from Finite Measure-Valued Data

- 通过有限密度的推送作用唯一确定微分同胚,基于嵌入定理估计所需数据量。
- 在连续性、输运等偏微分方程反问题中,给出解存在的新保证。
- 适用于生成模型、动力系统建模,尤其适合低维流形上的数据驱动研究。
我们建立了从有限测度值数据中唯一恢复向量场与传输映射的理论保证,为生成模型、数据驱动的动力系统及偏微分方程反问题提供了新见解。具体而言,给出了在何种条件下,一个微分同胚可由其对有限个密度的推送作用唯一确定,即数据集 $\{(ρ_j,f_\#ρ_j)\}_{j=1}^m$ 唯一决定 $f$。作为推论,我们引入一种新度量,通过概率测度空间中有限多个推送密度的差异来比较微分同胚。我们在无穷小情形也证明了类似结果:当观测到光滑向量场沿密度的散度时,即 $\{(ρ_j,\text{div}(ρ_j v))\}_{j=1}^m$ 唯一确定 $v$。分析利用Whitney与Takens嵌入定理,给出所需密度数量 $m$ 的估计,仅依赖于问题的内在维度。我们还通过Perron--Frobenius与Koopman算子视角解释结果,并展示技术如何为连续性、输运、Fokker--Planck及输运-扩散-反应方程相关反问题提供新的适定性保证。最后,数值实验验证了从有限推送密度中唯一识别传输映射,以及从有限加权散度观测中识别向量场的能力。
原文摘要 · Abstract (English)
We establish guarantees for the unique recovery of vector fields and transport maps from finite measure-valued data, yielding new insights into generative models, data-driven dynamical systems, and PDE inverse problems. In particular, we provide general conditions under which a diffeomorphism can be uniquely identified from its pushforward action on finitely many densities, i.e., when the data $\{(ρ_j,f_\#ρ_j)\}_{j=1}^m$ uniquely determines $f$. As a corollary, we introduce a new metric which compares diffeomorphisms by measuring the discrepancy between finitely many pushforward densities in the space of probability measures. We also prove analogous results in an infinitesimal setting, where derivatives of the densities along a smooth vector field are observed, i.e., when $\{(ρ_j,\text{div} (ρ_j v))\}_{j=1}^m$ uniquely determines $v$. Our analysis makes use of the Whitney and Takens embedding theorems, which provide estimates on the required number of densities $m$, depending only on the intrinsic dimension of the problem. We additionally interpret our results through the lens of Perron--Frobenius and Koopman operators and demonstrate how our techniques lead to new guarantees for the well-posedness of certain PDE inverse problems related to continuity, advection, Fokker--Planck, and advection-diffusion-reaction equations. Finally, we present illustrative numerical experiments demonstrating the unique identification of transport maps from finitely many pushforward densities, and of vector fields from finitely many weighted divergence observations.
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