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

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.