arXiv:2506.05245nlin.PScs.LG2025-06被引 2

用神经微分方程从稀疏数据中稳定学习非线性偏微分方程的简化动力学。

Robust Moment Identification for Nonlinear PDEs via a Neural ODE Approach

  • 基于神经微分方程直接建模矩轨迹,避免对密集采样和低噪声的要求。
  • 在仅有限不规则观测下仍能准确恢复非线性薛定谔方程的闭合矩动力学。
  • 无需解析闭包即可发现低维可解释表示,适合数据稀缺的复杂系统建模。

我们提出一种数据驱动框架,利用神经微分方程从偏微分方程(PDE)主导的系统中学习降阶矩动力学。与依赖导数的SINDy等方法不同,后者需要密集采样且对噪声敏感,本方法通过神经微分方程直接建模矩轨迹,可在稀疏甚至不规则的时间序列上实现鲁棒学习。以非线性薛定谔方程为例,当存在闭包时,该框架即使在有限且不规则观测下也能准确恢复其控制矩动力学。对于无解析闭包的系统,我们引入基于Stiefel流形优化的数据驱动坐标变换策略,发现低维表示使矩动力学实现闭合,从而支持可解释、可靠的建模。在无已知闭包模型的Fisher-KPP反应-扩散系统中,我们证明神经微分方程仍能有效逼近未闭合的矩动力学,并在外推精度上优于基于物理先验构建的常微分方程模型。该优势在稀疏与不规则采样下依然稳健,凸显了该方法在数据受限场景下的强鲁棒性。结果表明,神经微分方程框架是学习复杂PDE系统中可解释、低维矩动力学的强大而灵活工具。

原文摘要 · Abstract (English)

We propose a data-driven framework for learning reduced-order moment dynamics from PDE-governed systems using Neural ODEs. In contrast to derivative-based methods like SINDy, which necessitate densely sampled data and are sensitive to noise, our approach based on Neural ODEs directly models moment trajectories, enabling robust learning from sparse and potentially irregular time series. Using as an application platform the nonlinear Schrödinger equation, the framework accurately recovers governing moment dynamics when closure is available, even with limited and irregular observations. For systems without analytical closure, we introduce a data-driven coordinate transformation strategy based on Stiefel manifold optimization, enabling the discovery of low-dimensional representations in which the moment dynamics become closed, facilitating interpretable and reliable modeling. We also explore cases where a closure model is not known, such as a Fisher-KPP reaction-diffusion system. Here we demonstrate that Neural ODEs can still effectively approximate the unclosed moment dynamics and achieve superior extrapolation accuracy compared to physical-expert-derived ODE models. This advantage remains robust even under sparse and irregular sampling, highlighting the method's robustness in data-limited settings. Our results highlight the Neural ODE framework as a powerful and flexible tool for learning interpretable, low-dimensional moment dynamics in complex PDE-governed systems.

神经微分方程降阶建模偏微分方程矩动力学

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