A Parameterized Stochastic Hamiltonian Process on Graphs with Two-Point Boundary Conditions

Abstract

This paper presents a Lagrangian framework to solve Wasserstein Hamiltonian flows (WHF) under two-point boundary conditions on large finite graphs. Characterized by a coupled system of discrete master equation and Hamilton-Jacobi (HJ) equation on the probability simplex, this formulation defines the macroscopic WHF. While classical density-based solvers can track this flow, they face severe memory and computational bottlenecks as the graph scale grows. To bypass these limitations, we introduce the stochastic Hamiltonian process (SHP), a sample-based mathematical framework that tracks individual particle dynamics rather than the full node-wise density. We parameterize the time-dependent potential using neural network, yielding the Neural SHP solver. Numerical experiments on synthetic graphs demonstrate the scalability of our method relative to density-based baselines. Furthermore, we validate Neural SHP across two large-scale real-world networks, a PubMed citation network and a massive road network, demonstrating its robust efficiency for graph partition and routing problems on complex graph structures.