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| Autores principales: | , , , |
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| Formato: | Preprint |
| Publicado: |
2026
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| Acceso en línea: | https://arxiv.org/abs/2601.12675 |
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| _version_ | 1866915737860308992 |
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| author | Chen, Yongsheng Das, Suddhasattwa Guo, Wei Zhong, Xinghui |
| author_facet | Chen, Yongsheng Das, Suddhasattwa Guo, Wei Zhong, Xinghui |
| contents | In this paper, we develop a novel mesh-free framework, termed physics-informed neural networks with invariant measure score matching (PINN-IMSM), for reconstructing dynamical systems from unlabeled point-cloud data that capture the system's invariant measure. The invariant density satisfies the steady-state Fokker-Planck (FP) equation. We reformulate this equation in terms of its score function (the gradient of the log-density), which is estimated directly from data via denoising score matching, thereby bypassing explicit density estimation. This learned score is then embedded into a physics-informed neural network (PINN) to reconstruct the drift velocity field under the resulting score-based FP equation. The mesh-free nature of PINNs allows the framework to scale to higher dimensions, avoiding the curse of dimensionality inherent in mesh-based methods. To address the ill-posedness of high-dimensional inverse problems, we recast the problem as a PDE-constrained optimization that seeks the minimal-energy velocity field. Under suitable conditions, we prove that this problem admits a unique solution that depends continuously on the score function. The constrained formulation is solved using a stochastic augmented Lagrangian method. Numerical experiments on representative dynamical systems, including the Van der Pol oscillator, an active swimmer in an anharmonic trap, and the chaotic Lorenz-63 and Lorenz-96 systems, demonstrate that PINN-IMSM accurately recovers invariant measures and reconstructs faithful dynamical behavior for problems in up to five dimensions. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2601_12675 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Physics-informed machine learning for reconstruction of dynamical systems with invariant measure score matching Chen, Yongsheng Das, Suddhasattwa Guo, Wei Zhong, Xinghui Numerical Analysis In this paper, we develop a novel mesh-free framework, termed physics-informed neural networks with invariant measure score matching (PINN-IMSM), for reconstructing dynamical systems from unlabeled point-cloud data that capture the system's invariant measure. The invariant density satisfies the steady-state Fokker-Planck (FP) equation. We reformulate this equation in terms of its score function (the gradient of the log-density), which is estimated directly from data via denoising score matching, thereby bypassing explicit density estimation. This learned score is then embedded into a physics-informed neural network (PINN) to reconstruct the drift velocity field under the resulting score-based FP equation. The mesh-free nature of PINNs allows the framework to scale to higher dimensions, avoiding the curse of dimensionality inherent in mesh-based methods. To address the ill-posedness of high-dimensional inverse problems, we recast the problem as a PDE-constrained optimization that seeks the minimal-energy velocity field. Under suitable conditions, we prove that this problem admits a unique solution that depends continuously on the score function. The constrained formulation is solved using a stochastic augmented Lagrangian method. Numerical experiments on representative dynamical systems, including the Van der Pol oscillator, an active swimmer in an anharmonic trap, and the chaotic Lorenz-63 and Lorenz-96 systems, demonstrate that PINN-IMSM accurately recovers invariant measures and reconstructs faithful dynamical behavior for problems in up to five dimensions. |
| title | Physics-informed machine learning for reconstruction of dynamical systems with invariant measure score matching |
| topic | Numerical Analysis |
| url | https://arxiv.org/abs/2601.12675 |