从时空轨迹中自动发现随机微分方程的对称性,无需预先设定形式。
LieStoNet: Learning Lie Symmetries from Spatiotemporal Data for Stochastic Dynamical Systems

- 基于李群理论,直接从数据学习漂移与扩散项的神经代理函数。
- 在多个已知对称性的经典SDE上,准确恢复出真实对称代数结构。
- 适用于需要理解噪声动力系统内在对称性的科研与工程场景。
对称性是现代机器学习与物理的核心:不变性和等变性可提升样本效率、鲁棒性及分布外泛化能力,同时指导科学建模。然而,对于随机动力系统,其相关连续对称性通常未知,且针对SDE的对称性发现几乎未被探索。本文提出LieStoNet,一种端到端、无需模板的框架,可直接从时空轨迹中发现SDE的点李对称性,无需预设对称群、模板或标准坐标。基于Gaeta和Quintero(1999)的奠基性SDE李对称理论,该方法先从增量学习漂移与扩散的神经代理函数,再通过强制满足SDE决定方程,学习投影型生成元,并分别正则化以保证李括号封闭性、满足李代数公理(双线性、反对称、雅可比恒等式),以及独立非冗余基底。该代理函数还定义了对应的福克-普朗克方程,支持并行发现其点李对称性。在多个具有已知解析对称性的典型SDE上,LieStoNet成功恢复出与真实对称代数一致的生成元,实现了对噪声动力系统的可解释对称性发现。代码已公开于https://github.com/sumit-sinha-seas/LieStoNet_Final.git。
原文摘要 · Abstract (English)
Symmetry is central to modern machine learning and physics: invariances and equivariances improve sample efficiency, robustness, and out-of-distribution generalization, while symmetry principles guide scientific modeling. Yet for stochastic dynamical systems the relevant continuous symmetries are rarely known, and symmetry discovery for SDEs has remained essentially unexplored. We introduce \textit{LieStoNet}, an end-to-end, \emph{template-free} framework for discovering Lie-point symmetries of SDEs directly from spatiotemporal trajectories, without prespecifying symmetry groups, templates, or canonical coordinates. Building on the seminal SDE Lie-symmetry theory of Gaeta and Quintero (1999), which formalizes Lie-point SDE symmetries and their relation to Fokker-Planck symmetries, LieStoNet learns neural surrogates for drift and diffusion from increments, then learns projectable generators by enforcing the SDE determining equations, separately regularizing for closure under Lie brackets, adherence to the Lie algebra axioms (bilinearity, antisymmetry, Jacobi), and a non-redundant independent basis. The surrogate also defines an associated Fokker-Planck equation, enabling optional discovery of its Lie-point symmetries in parallel. Across multiple canonical SDEs with known analytic symmetries, LieStoNet recovers generators consistent with the ground-truth symmetry algebra, providing interpretable symmetry discovery for noisy dynamics. Code is available at \href{https://github.com/sumit-sinha-seas/LieStoNet_Final.git}{this link}.
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