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Integrating score-based generative modeling and neural ODEs for accurate representation of multiscale chaotic
Giulio Del Felice1, Ludovico Theo Giorgini1
1Department of Mathematics, Massachusetts Institute of Technology, Cambridge, Massachusetts 02139, USA.
This study introduces a hybrid framework using generative models and Neural Ordinary Differential Equations (NODEs) to accurately model complex multiscale systems, capturing both long-term statistics and short-term dynamics for improved predictions.
Area of Science:
- Computational physics and applied mathematics.
- Complex systems modeling.
- Data-driven scientific discovery.
Background:
- Multiscale dynamical systems with interacting fast and slow processes are common in climate dynamics and fluid mechanics.
- Accurate modeling requires capturing long-term statistical properties and short-term transient dynamics.
- Existing models often struggle to reproduce both statistical consistency and transient behavior.
Purpose of the Study:
- To develop a hybrid data-driven framework for reduced-order modeling of multiscale systems.
- To integrate score-based generative modeling with Neural Ordinary Differential Equations (NODEs).
- To accurately reproduce both long-term statistical properties and short-term transient dynamics.
Main Methods:
- A hybrid framework combining score-based generative modeling and NODEs.
- Score-based drift learned via denoising score matching for slow variable statistics.
- NODE trained on delay-embedded residuals for fast chaotic forcing representation.
Main Results:
- The framework successfully models prototypical metastable systems, including Lorenz 63 dynamics.
- Maintained statistical consistency over long time horizons.
- Demonstrated non-trivial short-horizon predictive skill for transition trajectories.
Conclusions:
- The hybrid approach effectively combines statistical closure with explicit surrogate modeling of fast dynamics.
- Offers a pathway for predictive modeling of complex multiscale phenomena.
- Achieved predictive skill up to the Lyapunov time of the chaotic fast driver.
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