The analysis of dynamical systems is a fundamental tool in the natural sciences and engineering. It is used to understand the evolution of systems as large as entire galaxies and as small as individual molecules. With predefined conditions on the evolution of dy-namical systems, the underlying differential equations have to fulfill specific constraints in time and space. This class of problems is known as boundary value problems. This thesis presents novel approaches to learn time-reversible deterministic and stochastic dynamics constrained by initial and final conditions. The dynamics are inferred by machine learning algorithms from observed data, which is in contrast to the traditional approach of solving differential equations by numerical integration. The work in this thesis examines a set of problems of increasing difficulty each of which is concerned with learning a different aspect of the dynamics. Initially, we consider learning deterministic dynamics from ground truth solutions which are constrained by deterministic boundary conditions. Secondly, we study a boundary value problem in discrete state spaces, where the forward dynamics follow a stochastic jump process and the boundary conditions are discrete probability distributions. In particular, the stochastic dynamics of a specific jump process, the Ehrenfest process, is considered and the reverse time dynamics are inferred with machine learning. Finally, we investigate the problem of inferring the dynamics of a continuous-time stochastic process between two probability distributions without any reference information. Here, we propose a novel criterion to learn time-reversible dynamics of two stochastic processes to solve the Schr\"odinger Bridge Problem.

While the original attempt considers processes can be discrete or continuous. In this discrete-time, continuous-space processes (Ho et al., work, we study time-continuous Markov jump 2020), one can show that in the small step-size limit the processes on discrete state spaces and investigate models converge to continuous-time, continuous-space processes their correspondence to state-continuous diffusion given by stochastic differential equations (SDEs) processes given by SDEs. In particular, we revisit (Song et al., 2021). This continuous time framework then the Ehrenfest process, which converges to an allows fruitful connections to mathematical tools such as Ornstein-Uhlenbeck process in the infinite state partial differential equations, path space measures and optimal space limit. Likewise, we can show that the timereversal control (Berner et al., 2024). As an alternative, one of the Ehrenfest process converges to the can consider discrete state spaces in continuous time via time-reversed Ornstein-Uhlenbeck process. This Markov jump processes, which have been suggested for observation bridges discrete and continuous state generative modeling in Campbell et al. (2022). Those are spaces and allows to carry over methods from one particularly promising for problems that naturally operate to the respective other setting. Additionally, we on discrete data, such as, e.g., text, images, graph structures suggest an algorithm for training the time-reversal or certain biological data, to name just a few.

Recent work shows that path gradient estimators for normalizing flows have lower variance compared to standard estimators for variational inference, resulting in improved training. However, they are often prohibitively more expensive from a computational point of view and cannot be applied to maximum likelihood training in a scalable manner, which severely hinders their widespread adoption. In this work, we overcome these crucial limitations. Specifically, we propose a fast path gradient estimator which improves computational efficiency significantly and works for all normalizing flow architectures of practical relevance. We then show that this estimator can also be applied to maximum likelihood training for which it has a regularizing effect as it can take the form of a given target energy function into account. We empirically establish its superior performance and reduced variance for several natural sciences applications.

Molecular dynamics simulations are a cornerstone in science, allowing to investigate from the system's thermodynamics to analyse intricate molecular interactions. In general, to create extended molecular trajectories can be a computationally expensive process, for example, when running $ab-initio$ simulations. Hence, repeating such calculations to either obtain more accurate thermodynamics or to get a higher resolution in the dynamics generated by a fine-grained quantum interaction can be time- and computationally-consuming. In this work, we explore different machine learning (ML) methodologies to increase the resolution of molecular dynamics trajectories on-demand within a post-processing step. As a proof of concept, we analyse the performance of bi-directional neural networks such as neural ODEs, Hamiltonian networks, recurrent neural networks and LSTMs, as well as the uni-directional variants as a reference, for molecular dynamics simulations (here: the MD17 dataset). We have found that Bi-LSTMs are the best performing models; by utilizing the local time-symmetry of thermostated trajectories they can even learn long-range correlations and display high robustness to noisy dynamics across molecular complexity. Our models can reach accuracies of up to 10$^{-4}$ angstroms in trajectory interpolation, while faithfully reconstructing several full cycles of unseen intricate high-frequency molecular vibrations, rendering the comparison between the learned and reference trajectories indistinguishable. The results reported in this work can serve (1) as a baseline for larger systems, as well as (2) for the construction of better MD integrators.