\documentclass[border=9pt]{standalone}
\input{figure_preamble.tex}
\begin{document}
\begin{tikzpicture}

\def\ssep{1cm}
\def\vsep{1.5cm}
\def\yslant{0.5}
\def\xslant{-0.8}

\tikzstyle{snode} = [fig/module,minimum width=0.28cm,minimum height=0.28cm,inner sep=0pt]

\begin{scope}[
every node/.append style={yslant=\yslant,xslant=\xslant},
yslant=\yslant,xslant=\xslant]

\coordinate (a00) at (-2.5,-2.5);
\coordinate (a10) at (2.5,-2.5);
\coordinate (a01) at (-2.5,2.5);
\coordinate (a11) at (2.5,2.5);
\coordinate (p1) at (-1.1,1.0);

\draw [-,thick] (-2.5,-2.5) rectangle (2.5,2.5);
\fill [white,fill opacity=.75] (-2.5,-2.5) rectangle (2.5,2.5);

\draw [black,fill=orange!20] plot [smooth cycle, tension=0.5] coordinates {(0,1.9) (-0.9,1.3) (-2.0,0.5) (-2.1,-0.3) (-1.4,-1.6) (0,-2.0) (1.2,-1.3) (1.4,-0.7)  (1.6,-0.3) (2.0,0.4) (0.8,1.7) };
\draw [black,fill=orange!40] plot [smooth cycle, tension=0.5] coordinates {(0,1.5) (-0.7,1.0) (-1.5,0.4) (-1.6,-0.2) (-1.0,-1.2) (0,-1.5) (0.9,-1.0) (1.1,-0.5)  (1.3,-0.2) (1.5,0.3) (0.6,1.3) };
\draw [black,fill=orange!60] plot [smooth cycle, tension=0.5] coordinates {(0,1.0) (-0.5,0.7) (-1.0,0.3) (-1.1,-0.1) (-0.7,-0.9) (0,-1.0) (0.6,-0.7) (0.8,-0.3)  (0.9,-0.1) (1.0,0.2) (0.5,0.8) };
\draw [black,fill=orange!80] plot [smooth cycle, tension=0.5] coordinates {(0,0.4) (-0.3,0.3) (-0.5,0.2) (-0.5,-0.0) (-0.4,-0.4) (0,-0.5) (0.3,-0.4) (0.5,-0.1)  (0.4,0.1) (0.2,0.4) };

\node [circle,fill=blue,inner sep=0,minimum size=4pt] (point1) at (p1) {};

\end{scope}

\begin{scope}[yshift=4cm,
every node/.append style={yslant=\yslant,xslant=\xslant},
yslant=\yslant,xslant=\xslant]

\coordinate (b00) at (-2.5,-2.5);
\coordinate (b10) at (2.5,-2.5);
\coordinate (b01) at (-2.5,2.5);
\coordinate (b11) at (2.5,2.5);
\coordinate (p2) at (-1.1,1.0);

\draw [-,dashed] (p1) -- (p2);

\draw [-,thick] (-2.5,-2.5) rectangle (2.5,2.5);
\fill [white,fill opacity=.75] (-2.5,-2.5) rectangle (2.5,2.5);

\draw [black,fill=orange!20,fill opacity=.55] plot [smooth cycle, tension=0.5] coordinates {(0,2.2) (-0.9,1.6) (-1.8,0.3) (-2.0,-0.5) (-1.2,-1.8) (0,-2.1) (0.9,-2.0) (1.7,-0.2) (1.9,0.7) (0.8,1.9) };
\draw [black,fill=orange!40,fill opacity=.55] plot [smooth cycle, tension=0.5] coordinates {(0,1.6) (-0.6,1.2) (-1.4,-0.2) (-0.7,-1.2) (0,-1.5) (0.6,-1.2) (1.2,0) (1.3,0.6) (0.5,1.4)};
\draw [black,fill=orange!60,fill opacity=.55] plot [smooth cycle, tension=0.5] coordinates {(0,0.8) (-0.3,0.7) (-0.8,-0.1) (-0.4,-0.7) (0,-0.8) (0.4,-0.7) (0.7,0) (0.6,0.3) (0.4,0.7)};
\draw [black,fill=orange!80,fill opacity=.55] plot [smooth cycle, tension=0.5] coordinates {(0,0.4) (-0.2,0.3) (-0.4,-0.0) (-0.2,-0.3) (0,-0.4) (0.2,-0.3) (0.4,0.1) (0.2,0.3)};

\node [circle,fill=blue,inner sep=0,minimum size=4pt] (point1) at (p2) {};

\end{scope}

\draw [->,very thick] ([xshift=-0.5cm,yshift=-2cm]a01) -- ([xshift=-0.5cm,yshift=2cm]b01);
\node [anchor=east] (timelabel) at ([xshift=-0.7cm,yshift=1.8cm]b01) {\small{时间}};
\node [circle,fill=black,inner sep=0,minimum size=4pt] (t1point) at ([xshift=-0.5cm]a01) {};
\node [anchor=east] (t1label) at ([xshift=-0.2cm]t1point) {\small{$0$}};
\node [circle,fill=black,inner sep=0,minimum size=4pt] (t2point) at ([xshift=-0.5cm]b01) {};
\node [anchor=east] (t2label) at ([xshift=-0.2cm]t2point) {\small{$t$}};

\node [anchor=east] (p1label) at ([xshift=-0.2cm,yshift=0.0cm]p1) {\footnotesize{$p_0(\mathbf{z})$}};
\node [anchor=east] (p2label) at ([xshift=-0.2cm,yshift=0.0cm]p2) {\footnotesize{$p_t(\mathbf{x})$}};

\node [anchor=north west,align=left] (d2) at ([yshift=2.8cm,xshift=-1cm]b10) {\footnotesize{$p_t(\cdot)$：$t$ 时刻的分布}\\ \footnotesize{总概率：}\\ \footnotesize{\hspace{0.6cm} $\int_{\mathcal{S}_t} p_t(\mathbf{x}) d\mathbf{x}$}\\ \footnotesize{\hspace{0.2cm} $= \int_{\mathcal{S}_0} p_t(\Phi_t(\mathbf{z})) \left| \det \frac{\partial \Phi_t(\mathbf{z})}{\partial \mathbf{z}} \right| d\mathbf{z} $}};

\node [anchor=north west,align=left] (d1) at ([yshift=-1.0cm,xshift=-1cm]a10) {\footnotesize{$p_0(\cdot)$：$0$ 时刻的分布}\\ \footnotesize{总概率：}\\ \footnotesize{\hspace{0.8cm} $\int_{\mathcal{S}_0} p_0(\mathbf{z}) d\mathbf{z}$}};

\node [anchor=west] (area1) at ([xshift=-1.8cm]a10) {\footnotesize{区域 $S_0$}};
\draw [-] (area1.west) -- ([yshift=-0.2cm,xshift=-0.8cm]area1.west);

\node [anchor=west] (area2) at ([xshift=-1.8cm]b10) {\footnotesize{区域 $S_t$}};
\draw [-] (area2.west) -- ([yshift=-0.2cm,xshift=-0.8cm]area2.west);

\end{tikzpicture}
\end{document}
