arXiv subjects

Dongbin Xiu

Publications and source records attributed to Dongbin Xiu.

At least 19 recordsLinked to original sources

arXiv2026

Data-driven Effective Modeling of Stochastic Chemical Reaction Networks

The Stochastic Simulation Algorithm (SSA), widely considered an exact algorithm for stochastic chemical reaction networks, suffers from high computational cost. In this work, we propose a data-driven effective model that operates on a user-defined coarse time step independent of the underlying microscopic reaction-event scale. This is accomplished by directly approximating the finite-time transition kernel of the continuous-time Markov chain induced by SSA, using a generative machine learning model trained on short bursts of SSA simulation data. The trained model constructs a stochastic propagator that recursively generates statistically consistent trajectories at the constant coarse time step, with significantly reduced computational cost. In this paper, we employ conditional normalizing flow as the stochastic propagator. A comprehensive set of numerical examples is presented to demonstrate the accuracy and efficiency of the proposed method.

math.NA↗

arXiv2026

Modeling Unknown Nonlocal PDE Systems via Flow Map Learning

Nonlocal partial differential equations arise in many applications but are often difficult to model and learn because of the presence of nonlocal operators. We present a flow-map learning (FML) framework for modeling unknown nonlocal PDEs directly from solution data. Rather than learning or approximating the underlying nonlocal operators, the proposed approach learns the finite-time evolution operator in either modal or nodal space. Two complementary formulations are developed for spectral and grid-based solution representations. Numerical experiments on one- and two-dimensional fractional diffusion and wave equations demonstrate accurate and stable long-time prediction using only short observation windows. The proposed approach provides an effective data-driven framework for learning unknown nonlocal dynamics without explicit evaluation of nonlocal operators.

cs.LG↗

arXiv2026

Predictability of Observables of Dynamical Systems

We study the evolution of observables of dynamical systems. For linear systems, we show that observables satisfy a closed differential equation whose minimal order is determined by the dynamical system and observation operator. This yields a minimal order closure and an equivalent discrete delay representation of the observable dynamics. For nonlinear systems we introduce the notion of diminishing ambiguity, which provides a framework under which the instantaneous observable dynamics can be approximately determined from sufficiently long output history, resulting in delay differential equation representation. These results clarify when observable dynamics can be inferred from past history without knowledge of the dynamical system and its full state.

math.DS↗

arXiv2026

Numerical Approach for On-the-Fly Active Flow Control via Flow Map Learning Method

We present a data-driven numerical approach for on-the-fly active flow control and demonstrate its effectiveness for drag reduction in two-dimensional incompressible flow past a cylinder. The method is based on flow map learning (FML), a recently developed framework for modeling unknown dynamical systems that is particularly effective for partially observed systems. For active flow control, we construct an FML dynamical model for the quantities of interest (QoIs), namely the drag and lift forces. During offline learning, training data are generated for the responses of drag and lift to the control variable, and a deep neural network (DNN)-based FML model is constructed. The learned FML model enables online optimal flow control without requiring simulations of the flow field. We demonstrate that the FML-based approach can be integrated with existing optimal control strategies, including deep reinforcement learning (DRL) and model predictive control (MPC). Numerical results show that the proposed approach enables on-the-fly flow control and achieves more than $20\%$ drag reduction. By eliminating the need for forward simulations during control optimization, the approach offers the potential for real-time optimal control in other systems.

math.NA↗

arXiv2025

Targeted Digital Twin via Flow Map Learning and Its Application to Fluid Dynamics

We present a numerical framework for constructing a targeted digital twin (tDT) that directly models the dynamics of quantities of interest (QoIs) in a full digital twin (DT). The proposed approach employs memory-based flow map learning (FML) to develop a data-driven model of the QoIs using short bursts of trajectory data generated through repeated executions of the full DT. This renders the construction of the FML-based tDT an entirely offline computational process. During online simulation, the learned tDT can efficiently predict and analyze the long-term dynamics of the QoIs without requiring simulations of the full DT system, thereby achieving substantial computational savings. After introducing the general numerical procedure, we demonstrate the construction and predictive capability of the tDT in a computational fluid dynamics (CFD) example: two-dimensional incompressible flow past a cylinder. The QoIs in this problem are the hydrodynamic forces exerted on the cylinder. The resulting tDTs are compact dynamical systems that evolve these forces without explicit knowledge of the underlying flow field. Numerical results show that the tDTs yield accurate long-term predictions of the forces while entirely bypassing full flow simulations.

cs.LG↗

arXiv2025

Likelihood-free Posterior Density Learning for Uncertainty Quantification in Inference Problems

Generative models and those with computationally intractable likelihoods are widely used to describe complex systems in the natural sciences, social sciences, and engineering. Fitting these models to data requires likelihood-free inference methods that explore the parameter space without explicit likelihood evaluations, relying instead on sequential simulation, which comes at the cost of computational efficiency and extensive tuning. We develop an alternative framework called kernel-adaptive synthetic posterior estimation (KASPE) that uses deep learning to directly reconstruct the mapping between the observed data and a finite-dimensional parametric representation of the posterior distribution, trained on a large number of simulated datasets. We provide theoretical justification for KASPE and a formal connection to the likelihood-based approach of expectation propagation. Simulation experiments demonstrate KASPE's flexibility and performance relative to existing likelihood-free methods including approximate Bayesian computation in challenging inferential settings involving posteriors with heavy tails, multiple local modes, and over the parameters of a nonlinear dynamical system.

stat.ME↗

arXiv2025

Exact Conditional Score-Guided Generative Modeling for Amortized Inference in Uncertainty Quantification

We propose an efficient framework for amortized conditional inference by leveraging exact conditional score-guided diffusion models to train a non-reversible neural network as a conditional generative model. Traditional normalizing flow methods require reversible architectures, which can limit their expressiveness and efficiency. Although diffusion models offer greater flexibility, they often suffer from high computational costs during inference. To combine the strengths of both approaches, we introduce a two-stage method. First, we construct a training-free conditional diffusion model by analytically deriving an exact score function under a Gaussian mixture prior formed from samples of the underlying joint distribution. This exact conditional score model allows us to efficiently generate noise-labeled data, consisting of initial diffusion Gaussian noise and posterior samples conditioned on various observation values, by solving a reverse-time ordinary differential equation. Second, we use this noise-labeled data to train a feedforward neural network that maps noise and observations directly to posterior samples, eliminating the need for reversibility or iterative sampling at inference time. The resulting model provides fast, accurate, and scalable conditional sampling for high-dimensional and multi-modal posterior distributions, making it well-suited for uncertainty quantification tasks, e.g., parameter estimation of complex physical systems. We demonstrate the effectiveness of our approach through a series of numerical experiments.

cs.CE↗

arXiv2025

DUE: A Deep Learning Framework and Library for Modeling Unknown Equations

Equations, particularly differential equations, are fundamental for understanding natural phenomena and predicting complex dynamics across various scientific and engineering disciplines. However, the governing equations for many complex systems remain unknown due to intricate underlying mechanisms. Recent advancements in machine learning and data science offer a new paradigm for modeling unknown equations from measurement or simulation data. This paradigm shift, known as data-driven discovery or modeling, stands at the forefront of AI for science, with significant progress made in recent years. In this paper, we introduce a systematic framework for data-driven modeling of unknown equations using deep learning. This versatile framework is capable of learning unknown ODEs, PDEs, DAEs, IDEs, SDEs, reduced or partially observed systems, and non-autonomous differential equations. Based on this framework, we have developed Deep Unknown Equations (DUE), an open-source software package designed to facilitate the data-driven modeling of unknown equations using modern deep learning techniques. DUE serves as an educational tool for classroom instruction, enabling students and newcomers to gain hands-on experience with differential equations, data-driven modeling, and contemporary deep learning approaches such as FNN, ResNet, generalized ResNet, operator semigroup networks (OSG-Net), and Transformers. Additionally, DUE is a versatile and accessible toolkit for researchers across various scientific and engineering fields. It is applicable not only for learning unknown equations from data but also for surrogate modeling of known, yet complex, equations that are costly to solve using traditional numerical methods. We provide detailed descriptions of DUE and demonstrate its capabilities through diverse examples, which serve as templates that can be easily adapted for other applications.

cs.LG↗

arXiv2025

Bifidelity Parameter Estimation Using Conditional Diffusion Models

We present a bifidelity method for uncertainty quantification of parameter estimates in complex systems, leveraging generative models trained to sample the target conditional distribution. In the Bayesian inference setting, traditional parameter estimation methods rely on repeated simulations of potentially expensive forward models to determine the posterior distribution of the parameter values, which may result in computationally intractable workflows. Furthermore, methods such as Markov Chain Monte Carlo (MCMC) necessitate rerunning the entire algorithm for each new data observation, further increasing the computational burden. Hence, we propose a novel method for efficiently obtaining posterior distributions of parameter estimates for high-fidelity models given data observations of interest. The method first constructs a low-fidelity, conditional generative model capable of amortized Bayesian inference and hence rapid posterior density approximation over a wide-range of data observations. When higher accuracy is needed for a specific data observation, the method employs adaptive refinement of the density approximation. It uses outputs from the low-fidelity generative model to refine the parameter sampling space, ensuring efficient use of the computationally expensive high-fidelity solver. Subsequently, a high-fidelity, unconditional generative model is trained to achieve greater accuracy in the target posterior distribution. Both low- and high- fidelity generative models enable efficient sampling from the target posterior and do not require repeated simulation of the high-fidelity forward model. We demonstrate the effectiveness of the proposed method on several numerical examples, including cases with multi-modal densities, as well as an application in plasma physics for a runaway electron simulation model.

cs.LG↗

arXiv2024

Deep learning for model correction of dynamical systems with data scarcity

We present a deep learning framework for correcting existing dynamical system models utilizing only a scarce high-fidelity data set. In many practical situations, one has a low-fidelity model that can capture the dynamics reasonably well but lacks high resolution, due to the inherent limitation of the model and the complexity of the underlying physics. When high resolution data become available, it is natural to seek model correction to improve the resolution of the model predictions. We focus on the case when the amount of high-fidelity data is so small that most of the existing data driven modeling methods cannot be applied. In this paper, we address these challenges with a model-correction method which only requires a scarce high-fidelity data set. Our method first seeks a deep neural network (DNN) model to approximate the existing low-fidelity model. By using the scarce high-fidelity data, the method then corrects the DNN model via transfer learning (TL). After TL, an improved DNN model with high prediction accuracy to the underlying dynamics is obtained. One distinct feature of the propose method is that it does not assume a specific form of the model correction terms. Instead, it offers an inherent correction to the low-fidelity model via TL. A set of numerical examples are presented to demonstrate the effectiveness of the proposed method.

cs.LG↗

arXiv2024

A Training-Free Conditional Diffusion Model for Learning Stochastic Dynamical Systems

This study introduces a training-free conditional diffusion model for learning unknown stochastic differential equations (SDEs) using data. The proposed approach addresses key challenges in computational efficiency and accuracy for modeling SDEs by utilizing a score-based diffusion model to approximate their stochastic flow map. Unlike the existing methods, this technique is based on an analytically derived closed-form exact score function, which can be efficiently estimated by Monte Carlo method using the trajectory data, and eliminates the need for neural network training to learn the score function. By generating labeled data through solving the corresponding reverse ordinary differential equation, the approach enables supervised learning of the flow map. Extensive numerical experiments across various SDE types, including linear, nonlinear, and multi-dimensional systems, demonstrate the versatility and effectiveness of the method. The learned models exhibit significant improvements in predicting both short-term and long-term behaviors of unknown stochastic systems, often surpassing baseline methods like GANs in estimating drift and diffusion coefficients.

cs.LG↗

arXiv2024

Chebyshev Feature Neural Network for Accurate Function Approximation

We present a new Deep Neural Network (DNN) architecture capable of approximating functions up to machine accuracy. Termed Chebyshev Feature Neural Network (CFNN), the new structure employs Chebyshev functions with learnable frequencies as the first hidden layer, followed by the standard fully connected hidden layers. The learnable frequencies of the Chebyshev layer are initialized with exponential distributions to cover a wide range of frequencies. Combined with a multi-stage training strategy, we demonstrate that this CFNN structure can achieve machine accuracy during training. A comprehensive set of numerical examples for dimensions up to $20$ are provided to demonstrate the effectiveness and scalability of the method.

cs.LG↗

arXiv2024

Data-driven Effective Modeling of Multiscale Stochastic Dynamical Systems

We present a numerical method for learning the dynamics of slow components of unknown multiscale stochastic dynamical systems. While the governing equations of the systems are unknown, bursts of observation data of the slow variables are available. By utilizing the observation data, our proposed method is capable of constructing a generative stochastic model that can accurately capture the effective dynamics of the slow variables in distribution. We present a comprehensive set of numerical examples to demonstrate the performance of the proposed method.

cs.LG↗

arXiv2024

Dimension-reduced Reconstruction Map Learning for Parameter Estimation in Likelihood-Free Inference Problems

Many application areas rely on models that can be readily simulated but lack a closed-form likelihood, or an accurate approximation under arbitrary parameter values. Existing parameter estimation approaches in this setting are generally approximate. Recent work on using neural network models to reconstruct the mapping from the data space to the parameters from a set of synthetic parameter-data pairs suffers from the curse of dimensionality, resulting in inaccurate estimation as the data size grows. We propose a dimension-reduced approach to likelihood-free estimation which combines the ideas of reconstruction map estimation with dimension-reduction approaches based on subject-specific knowledge. We examine the properties of reconstruction map estimation with and without dimension reduction and explore the trade-off between approximation error due to information loss from reducing the data dimension and approximation error. Numerical examples show that the proposed approach compares favorably with reconstruction map estimation, approximate Bayesian computation, and synthetic likelihood estimation.

stat.ME↗

arXiv2024

Modeling Unknown Stochastic Dynamical System Subject to External Excitation

We present a numerical method for learning unknown nonautonomous stochastic dynamical system, i.e., stochastic system subject to time dependent excitation or control signals. Our basic assumption is that the governing equations for the stochastic system are unavailable. However, short bursts of input/output (I/O) data consisting of certain known excitation signals and their corresponding system responses are available. When a sufficient amount of such I/O data are available, our method is capable of learning the unknown dynamics and producing an accurate predictive model for the stochastic responses of the system subject to arbitrary excitation signals not in the training data. Our method has two key components: (1) a local approximation of the training I/O data to transfer the learning into a parameterized form; and (2) a generative model to approximate the underlying unknown stochastic flow map in distribution. After presenting the method in detail, we present a comprehensive set of numerical examples to demonstrate the performance of the proposed method, especially for long-term system predictions.

cs.LG↗

arXiv2024

Unraveling Consumer Purchase Journey Using Neural Network Models

This study utilizes an ensemble of feedforward neural network models to analyze large-volume and high-dimensional consumer touchpoints and their impact on purchase decisions. When applied to a proprietary dataset of consumer touchpoints and purchases from a global software service provider, the proposed approach demonstrates better predictive accuracy than both traditional models, such as logistic regression, naive Bayes, and k-nearest neighbors, as well as ensemble tree-based classifiers, such as bagging, random forest, AdaBoost, and gradient boosting. By calculating the Shapley values within this network, we provide nuanced insights into touchpoint effectiveness, as we not only assess the marginal impact of diverse touchpoint types but also offer a granular view of the impact distribution within a touchpoint type. Additionally, our model shows excellent adaptability and resilience with limited data resources. When the historical data is reduced from 40 to 1 month, our model shows only a modest 19% decrease in accuracy. This modeling framework can enable managers to more accurately and comprehensively evaluate consumer touchpoints, thereby enhancing the effectiveness and efficiency of their marketing campaigns.

stat.AP↗

arXiv2024

On enforcing non-negativity in polynomial approximations in high dimensions

Polynomial approximations of functions are widely used in scientific computing. In certain applications, it is often desired to require the polynomial approximation to be non-negative (resp. non-positive), or bounded within a given range, due to constraints posed by the underlying physical problems. Efficient numerical methods are thus needed to enforce such conditions. In this paper, we discuss effective numerical algorithms for polynomial approximation under non-negativity constraints. We first formulate the constrained optimization problem, its primal and dual forms, and then discuss efficient first-order convex optimization methods, with a particular focus on high dimensional problems. Numerical examples are provided, for up to $200$ dimensions, to demonstrate the effectiveness and scalability of the methods.

math.NA↗

arXiv2023

Modeling Unknown Stochastic Dynamical System via Autoencoder

We present a numerical method to learn an accurate predictive model for an unknown stochastic dynamical system from its trajectory data. The method seeks to approximate the unknown flow map of the underlying system. It employs the idea of autoencoder to identify the unobserved latent random variables. In our approach, we design an encoding function to discover the latent variables, which are modeled as unit Gaussian, and a decoding function to reconstruct the future states of the system. Both the encoder and decoder are expressed as deep neural networks (DNNs). Once the DNNs are trained by the trajectory data, the decoder serves as a predictive model for the unknown stochastic system. Through an extensive set of numerical examples, we demonstrate that the method is able to produce long-term system predictions by using short bursts of trajectory data. It is also applicable to systems driven by non-Gaussian noises.

cs.LG↗