SDYN-GANs: Adversarial Learning Methods for Multistep Generative Models
for General Order Stochastic Dynamics
- URL: http://arxiv.org/abs/2302.03663v1
- Date: Tue, 7 Feb 2023 18:28:09 GMT
- Title: SDYN-GANs: Adversarial Learning Methods for Multistep Generative Models
for General Order Stochastic Dynamics
- Authors: Panos Stinis, Constantinos Daskalakis, Paul J. Atzberger
- Abstract summary: We build on Generative Adversarial Networks (GANs) with generative model classes based on stable $m$-step numerical trajectory.
We show how our approaches can be used for modeling physical systems to learn force-laws, damping coefficients, and noise-related parameters.
- Score: 20.292913470013744
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We introduce adversarial learning methods for data-driven generative modeling
of the dynamics of $n^{th}$-order stochastic systems. Our approach builds on
Generative Adversarial Networks (GANs) with generative model classes based on
stable $m$-step stochastic numerical integrators. We introduce different
formulations and training methods for learning models of stochastic dynamics
based on observation of trajectory samples. We develop approaches using
discriminators based on Maximum Mean Discrepancy (MMD), training protocols
using conditional and marginal distributions, and methods for learning dynamic
responses over different time-scales. We show how our approaches can be used
for modeling physical systems to learn force-laws, damping coefficients, and
noise-related parameters. The adversarial learning approaches provide methods
for obtaining stable generative models for dynamic tasks including long-time
prediction and developing simulations for stochastic systems.
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