We propose a deep neural network architecture designed such that its output forms an invertible symplectomorphism of the input. This design draws an analogy to the real-valued non-volume-preserving (real NVP) method used in normalizing flow techniques. Utilizing this neural network type allows for learning tasks on unknown Hamiltonian systems without breaking the inherent symplectic structure of the phase space.

Approximations in computing model likelihoods with continuous normalizing flows (CNFs) hinder the use of these models for importance sampling of Boltzmann distributions, where exact likelihoods are required. In this work, we present Verlet flows, a class of CNFs on an augmented state-space inspired by symplectic integrators from Hamiltonian dynamics. When used with carefully constructed Taylor-Verlet integrators, Verlet flows provide exact-likelihood generative models which generalize coupled flow architectures from a non-continuous setting while imposing minimal expressivity constraints. On experiments over toy densities, we demonstrate that the variance of the commonly used Hutchinson trace estimator is unsuitable for importance sampling, whereas Verlet flows perform comparably to full autograd trace computations while being significantly faster.

Predicting the behaviors of Hamiltonian systems has been drawing increasing attention in scientific machine learning. However, the vast majority of the literature was focused on predicting separable Hamiltonian systems with their kinematic and potential energy terms being explicitly decoupled, while building data-driven paradigms to predict nonseparable Hamiltonian systems that are ubiquitous in fluid dynamics and quantum mechanics were rarely explored. The main computational challenge lies in the effective embedding of symplectic priors to describe the inherently coupled evolution of position and momentum, which typically exhibits intricate dynamics with many degrees of freedom. To solve the problem, we propose a novel neural network architecture, Nonseparable Symplectic Neural Networks (NSSNNs), to uncover and embed the symplectic structure of a nonseparable Hamiltonian system from limited observation data. The enabling mechanics of our approach is an augmented symplectic time integrator to decouple the position and momentum energy terms and facilitate their evolution. We demonstrated the efficacy and versatility of our method by predicting a wide range of Hamiltonian systems, both separable and nonseparable, including vortical flow and quantum system. We showed the unique computational merits of our approach to yield long-term, accurate, and robust predictions for large-scale Hamiltonian systems by rigorously enforcing symplectomorphism.