在噪声和不确定性下,用概率方法发现物理系统的真实方程。
Discovering Governing Equations in the Presence of Uncertainty
- 将未知系数视为随机变量,通过后验分布推断其变化规律。
- 相比SINDy方法,系数误差平均降低82%,且可信区间紧密贴合真实轨迹。
- 适合数据少、噪声大或系统多变的物理建模场景。
复杂动力系统中,准确理解并建模底层物理过程对预测行为和设计干预至关重要。然而,现实系统存在显著的输入变异性和观测噪声,传统方法常假设固定系数确定性模型,难以应对。本文提出一种随机逆物理发现框架(SIP),将未知系数视为随机变量,通过最小化后验样本分布与经验数据分布间的KL散度来推断其后验。在四个典型问题上验证:洛特卡-沃尔泰拉捕食者-猎物系统(多/单轨迹)、历史哈德逊湾猞猁-野兔数据、混沌洛伦兹吸引子,以及低/高黏度液体在多孔介质中的渗流。结果表明,SIP能一致识别正确方程,系数均方根误差平均比SINDy及其贝叶斯变体降低82%。后验分布生成的95%可信区间紧密跟踪观测轨迹,提供可解释且带不确定性的模型。SIP为噪声、变异和数据稀缺环境下的物理发现提供了鲁棒且高效的方法。
原文摘要 · Abstract (English)
In the study of complex dynamical systems, understanding and accurately modeling the underlying physical processes is crucial for predicting system behavior and designing effective interventions. Yet real-world systems exhibit pronounced input (or system) variability and are observed through noisy, limited data conditions that confound traditional discovery methods that assume fixed-coefficient deterministic models. In this work, we theorize that accounting for system variability together with measurement noise is the key to consistently discover the governing equations underlying dynamical systems. As such, we introduce a stochastic inverse physics-discovery (SIP) framework that treats the unknown coefficients as random variables and infers their posterior distribution by minimizing the Kullback-Leibler divergence between the push-forward of the posterior samples and the empirical data distribution. Benchmarks on four canonical problems -- the Lotka-Volterra predator-prey system (multi- and single-trajectory), the historical Hudson Bay lynx-hare data, the chaotic Lorenz attractor, and fluid infiltration in porous media using low- and high-viscosity liquids -- show that SIP consistently identifies the correct equations and lowers coefficient root-mean-square error by an average of 82\% relative to the Sparse Identification of Nonlinear Dynamics (SINDy) approach and its Bayesian variant. The resulting posterior distributions yield 95\% credible intervals that closely track the observed trajectories, providing interpretable models with quantified uncertainty. SIP thus provides a robust, data-efficient approach for consistent physics discovery in noisy, variable, and data-limited settings.
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