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arXiv 2602.02113stat.MLcs.LGcs.NAmath.NA
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无训练的基于分数的扩散模型用于参数依赖的随机动力系统

Training-free score-based diffusion for parameter-dependent stochastic dynamical systems

Fusion Energy Division, Oak Ridge National Laboratory(奥克兰国家实验室融合能源部门);Department of Mechanical and Aerospace Engineering, University of Tennessee(田纳西大学机械与航空航天工程系)

Minglei Yang, Sicheng He

AI总结:

本文提出了一种无训练的条件扩散模型,用于高效学习参数依赖随机微分方程的随机流映射,通过联合核加权蒙特卡洛估计器实现连续参数域的插值,提升参数研究和不确定性量化效率。

摘要:

模拟参数依赖的随机微分方程(SDEs)带来了显著的计算挑战,因为通常需要为每个感兴趣的参数值进行单独的高保真模拟。尽管机器学习方法在学习SDE动态方面取得了成功,但现有方法要么需要昂贵的神经网络训练来估计分数函数,要么无法处理连续参数依赖。我们提出了一种无训练的条件扩散模型框架,用于学习参数依赖SDE的随机流映射,其中漂移和扩散系数都依赖于物理参数。关键技术创新是一个联合核加权蒙特卡洛估计器,该估计器通过在离散参数值上采样的轨迹数据近似条件分数函数,从而在状态空间和连续参数域之间进行插值。一旦训练完成,所得到的生成模型可以在训练范围内的任何参数值上生成轨迹样本,而无需重新训练,显著加速了参数研究、不确定性量化和实时滤波应用。通过三个递增复杂度的数值示例展示了所提方法的性能,显示了在不同参数值下对条件分布的准确近似。

英文摘要:

Simulating parameter-dependent stochastic differential equations (SDEs) presents significant computational challenges, as separate high-fidelity simulations are typically required for each parameter value of interest. Despite the success of machine learning methods in learning SDE dynamics, existing approaches either require expensive neural network training for score function estimation or lack the ability to handle continuous parameter dependence. We present a training-free conditional diffusion model framework for learning stochastic flow maps of parameter-dependent SDEs, where both drift and diffusion coefficients depend on physical parameters. The key technical innovation is a joint kernel-weighted Monte Carlo estimator that approximates the conditional score function using trajectory data sampled at discrete parameter values, enabling interpolation across both state space and the continuous parameter domain. Once trained, the resulting generative model produces sample trajectories for any parameter value within the training range without retraining, significantly accelerating parameter studies, uncertainty quantification, and real-time filtering applications. The performance of the proposed approach is demonstrated via three numerical examples of increasing complexity, showing accurate approximation of conditional distributions across varying parameter values.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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