From Fourier to Neural ODEs: Flow matching for modeling complex systems

Abstract

Modeling complex systems using standard neural ordinary differential equations (NODEs) often faces some essential challenges, including high computational costs and susceptibility to local optima. To address these challenges, we propose a simulation-free framework, called Fourier NODEs (FNODEs), that effectively trains NODEs by directly matching the target vector field based on Fourier analysis. Specifically, we employ the Fourier analysis to estimate temporal and potential high-order spatial gradients from noisy observational data. We then incorporate the estimated spatial gradients as additional inputs to a neural network. Furthermore, we utilize the estimated temporal gradient as the optimization objective for the output of the neural network. Later, the trained neural network generates more data points through an ODE solver without participating in the computational graph, facilitating more accurate estimations of gradients based on Fourier analysis. These two steps form a positive feedback loop, enabling accurate dynamics modeling in our framework. Consequently, our approach outperforms state-of-the-art methods in terms of training time, dynamics prediction, and robustness. Finally, we demonstrate the superior performance of our framework using a number of representative complex systems.