NeurIPS2024
Parametric model reduction of mean-field and stochastic systems via higher-order action matching
Jules Berman, Tobias Blickhan, Benjamin Peherstorfer
Abstract
We learn models of population dynamics of physical systems that feature stochastic and meanfield effects and that depend on physics parameters. Building on the Benamou-Brenier formula and action matching [2], we infer population dynamics from a simulation-free variational objective. The inferred gradient fields can then be used to predict the populations dynamics for unseen physics parameters. Higher-order quadrature is critical for accurately estimating the training objective. HOAM yields orders of magnitude speed-up compared to classical numerical models.