A.1 Neural Hybrid Automata: Modules and Hyperparameters We provide a notation and summary table for Neural Hybrid Automata (NHA). The table serves as a quick reference for the core concepts introduced in the main text. Labels every subjtrajectory Xi with a mode z to ensure mode-conditioned decoder Fz can reconstruct it despite Neural ODE representation limitations (uniqueness of solutions given an initial condition). The only NHA hyperparameter beyond module architectural choices is m, or number of latent modes provided to the model at initialization. Performance effects of changing mhave been explored in Section 5.2 and Appendix B.2. Appendix B.2 further provides analyzes potential techniques to prune additional modes. A.2 Gradient Pathologies We provide some theoretical insights on the phenomenon of gradient pathologies with the simple example of a one-dimensional linear hybrid system with two modes and one timed jump, xt = axtt<τ bxtt>= τ t 6= τ x+t = cxtt= τ (A.1)

One approach is with hybrid systems, which are dynamical systems characterized by piecewise continuous trajectories with a finite number of discontinuities introduced by discrete events [5].

Notably, modern tools for the verification of hybrid automata are designed formodels thatrarely haveoverhundred discrete states [7],while arbitrary meshes grow exponentially as the granularity increases.

Since many areas, such as biology or discrete-event systems, are naturally described in continuous time, we present a model based on a Markov jumpprocessmodulating asubordinated diffusionprocess. Weprovidetheexact evolution equations fortheprior andposterior marginal densities, thedirect solutions of which are however computationally intractable.

Learning the flows of hybrid systems that have both continuous and discrete time dynamics is challenging. The existing method learns the dynamics in each discrete mode, which suffers from the combination of mode switching and discontinuities in the flows. In this work, we propose CHyLL (Continuous Hybrid System Learning in Latent Space), which learns a continuous neural representation of a hybrid system without trajectory segmentation, event functions, or mode switching. The key insight of CHyLL is that the reset map glues the state space at the guard surface, reformulating the state space as a piecewise smooth quotient manifold where the flow becomes spatially continuous. Building upon these insights and the embedding theorems grounded in differential topology, CHyLL concurrently learns a singularity-free neural embedding in a higher-dimensional space and the continuous flow in it. We showcase that CHyLL can accurately predict the flow of hybrid systems with superior accuracy and identify the topological invariants of the hybrid systems. Finally, we apply CHyLL to the stochastic optimal control problem.