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Capturing non-Markovian dynamics in non-equilibrium stochastic systems using flow matching

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arXiv:2606.06658v1 Announce Type: new Abstract: Hydrodynamic models of stochastic particle systems represented by coarse-grained stochastic partial differential equations (SPDE), such as the regularized Dean-Kawasaki (DK) equation, do not accurately capture the short-time system dynamics that is dominated by non-Markovian effects, and low particle density regimes where the distributions are highly non-Gaussian. We develop a generative flow matching method that directly models the probability...

arXiv:2606.06658v1 Announce Type: new Abstract: Hydrodynamic models of stochastic particle systems represented by coarse-grained stochastic partial differential equations (SPDE), such as the regularized Dean-Kawasaki (DK) equation, do not accurately capture the short-time system dynamics that is dominated by non-Markovian effects, and low particle density regimes where the distributions are highly non-Gaussian. We develop a generative flow matching method that directly models the probability distribution of fluxes from particle simulations that explicitly incorporates non-Markovian and non-Gaussian effects. As a demonstration, we use this method to simulate the Kramers first passage time problem for a system of non-interacting Brownian particles. We show the model accurately captures the short-time behavior and provides better predictions of the statistical moments of the number density when compared against the solution of the Markovian baseline, regularized DK equation.
Hydrodynamic (PERSON) SPDE (ORG) Dean-Kawasaki (ORG) DK (ORG) non-Markovian (ORG) Kramers (PERSON) Markovian (PERSON)
Originally published by arXiv CS Read original →