从噪声数据中学习扩散系统的势能函数,更稳定可靠。
Structure-Aware Variational Learning of a Class of Generalized Diffusions

- 基于能量耗散原理构建损失函数,不直接求解方程
- 在多维场景下对噪声和数据量变化均表现稳健
- 适合物理建模与含噪数据下的动力系统学习
从部分且带噪声的观测数据中学习随机梯度系统的潜在势能,是物理学、化学和数据驱动建模中的基础问题。传统方法常依赖对控制方程或速度场的直接回归,易受噪声和外部扰动影响,当观测不完整时可能失效。本文提出一种结构感知的能量基学习框架,用于推断广义扩散过程中的未知势函数,其理论基础为能量变分方法。从与福克-普朗克方程相关的能量-耗散定律出发,我们构建基于 De Giorgi 耗散泛函的损失函数,一致耦合系统的自由能与耗散机制。该公式避免显式强制控制偏微分方程,同时保留动力学的原始变分结构。在一维、二维和三维的数值实验中,结果表明所提出的能量基损失在观测时间、噪声水平以及训练数据多样性与数量方面均表现出更强鲁棒性。这些结果凸显了能量-耗散原理作为从数据中学习随机扩散动力学的可靠基础的有效性。
原文摘要 · Abstract (English)
Learning the underlying potential energy of stochastic gradient systems from partial and noisy observations is a fundamental problem arising in physics, chemistry, and data-driven modeling. Classical approaches often rely on direct regression of governing equations or velocity fields, which can be sensitive to noise and external perturbations and may fail when observations are incomplete. In this work, we propose a structure-aware, energy-based learning framework for inferring unknown potential functions in generalized diffusion processes, grounded in the energetic variational approach. Starting from the energy-dissipation law associated with the Fokker-Planck equation, we construct loss functions based on the De Giorgi dissipation functional, which consistently couple the free energy and the dissipation mechanism of the system. This formulation avoids explicit enforcement of the governing partial differential equation and preserves the underlying variational structure of the dynamics. Through numerical experiments in one, two, and three dimensions, we demonstrate that the proposed energy-based loss exhibits enhanced robustness with respect to observation time, noise level, and the diversity and amount of available training data. These results highlight the effectiveness of energy-dissipation principles as a reliable foundation for learning stochastic diffusion dynamics from data.
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