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Stochastic Latent Twins: Learning Stochastic Solution Operators

Scientific prediction under uncertainty requires more than a single future state: it requires the distribution of possible outcomes. We show that this distribution-valued evolution can be learned directly as a stochastic solution operator between arbitrary source and target times. We introduce Stochastic Latent Twins, which represent the physical state through a deterministic encoder-decoder while placing stochasticity entirely in a probability-valued latent evolution map. This separation makes the stochastic transition law independent of the state representation and enables direct probabilistic prediction without recursive time stepping. We establish an end-to-end Wasserstein approximation theory that separates representation and latent-transition errors, derive stability guarantees, and develop a distributional theory of physics conformity with latent-to-physical transfer bounds and conformity by construction. The resulting framework can be learned directly from observed transitions and supports forward prediction, backward conditional evolution, one-shot generation, and physics-conforming stochastic dynamics within the same formulation. Numerical experiments ranging from linear and non-Gaussian SDEs to stochastic Lorenz dynamics, generative modeling, a stochastic Hamiltonian system, and a two-dimensional stochastic Burgers equation verify the theory, expose the distinct roles of state representation and transition-family expressivity, compare favorably with recent stochastic and one-step generative methods, and demonstrate exact physical conservation by construction. More broadly, Stochastic Latent Twins provide a step toward scientific surrogates that represent not only the evolution of a system, but also its uncertainty and physical structure, opening new opportunities across uncertainty quantification, data assimilation, inverse problems, control, and digital twins.

Year

2026

Abstract

Scientific prediction under uncertainty requires more than a single future state: it requires the distribution of possible outcomes. We show that this distribution-valued evolution can be learned directly as a stochastic solution operator between arbitrary source and target times. We introduce Stochastic Latent Twins, which represent the physical state through a deterministic encoder-decoder while placing stochasticity entirely in a probability-valued latent evolution map. This separation makes the stochastic transition law independent of the state representation and enables direct probabilistic prediction without recursive time stepping. We establish an end-to-end Wasserstein approximation theory that separates representation and latent-transition errors, derive stability guarantees, and develop a distributional theory of physics conformity with latent-to-physical transfer bounds and conformity by construction. The resulting framework can be learned directly from observed transitions and supports forward prediction, backward conditional evolution, one-shot generation, and physics-conforming stochastic dynamics within the same formulation. Numerical experiments ranging from linear and non-Gaussian SDEs to stochastic Lorenz dynamics, generative modeling, a stochastic Hamiltonian system, and a two-dimensional stochastic Burgers equation verify the theory, expose the distinct roles of state representation and transition-family expressivity, compare favorably with recent stochastic and one-step generative methods, and demonstrate exact physical conservation by construction. More broadly, Stochastic Latent Twins provide a step toward scientific surrogates that represent not only the evolution of a system, but also its uncertainty and physical structure, opening new opportunities across uncertainty quantification, data assimilation, inverse problems, control, and digital twins.

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