Abstract
Complex systems with many interacting nodes are inherently stochastic and best described by stochastic differential equations. Despite increasing observation data, inferring these equations from empirical data remains challenging. Here, we propose the Langevin graph network approach to learn the hidden stochastic differential equations of complex networked systems, outperforming five state-of-the-art methods. We apply our approach to two real systems: bird flock movement and tau pathology diffusion in brains. The inferred equation for bird flocks closely resembles the second-order Vicsek model, providing unprecedented evidence that the Vicsek model captures genuine flocking dynamics. Moreover, our approach uncovers the governing equation for the spread of abnormal tau proteins in mouse brains, enabling early prediction of tau occupation in each brain region and revealing distinct pathology dynamics in mutant mice. By learning interpretable stochastic dynamics of complex systems, our findings open new avenues for downstream applications such as control.