arXiv:2511.06609cs.LGmath.DS2025-11被引 1

用弱惩罚神经微分方程,从噪声数据中精准建模混沌系统。

A Weak Penalty Neural ODE for Learning Chaotic Dynamics from Noisy Time Series

  • 引入弱形式损失函数,通过测试函数和积分域设计过滤噪声
  • 在洛伦兹、陈-邝等系统上实现短时高精度与长时不变性保持
  • 对求解器不敏感,适合真实气候数据等复杂场景

从观测数据准确预测复杂高维动力系统是科学与工程中的基础任务。当确定性动态被噪声观测严重干扰时,数据驱动模型性能显著下降。在混沌系统中,初始误差指数放大,使从噪声数据中建模既需短期精度又需长期不变性尤为困难。为此,本文提出以弱形式作为经典L2损失的补充训练方式。实证表明,恰当选择测试函数与积分域时,弱形式可有效滤除噪声。这解释了弱形式损失相当于拟合滤波后数据,并提供了可参数化的实用方法。进一步展示该策略克服了标准神经微分方程(NODE)在混沌系统中的不稳定与不准确问题。数值实验显示,所提弱惩罚神经微分方程方法计算高效、求解器无关,在洛伦兹、陈-邝等基准混沌系统及真实气候数据集上均实现精准稳健的预测。

原文摘要 · Abstract (English)

The accurate forecasting of complex, high-dimensional dynamical systems from observational data is a fundamental task across numerous scientific and engineering disciplines. A significant challenge arises from noisy observations of deterministic dynamics, which severely degrade the performance of data-driven models. In chaotic dynamical systems, where small initial errors amplify exponentially, it is particularly difficult to develop a model from noisy data that achieves short-term accuracy while preserving long-term invariant properties. To overcome this, we consider the weak formulation as a complementary approach to the classical L2-loss function for training models of dynamical systems. We empirically verify that the weak formulation, with a proper choice of test function and integration domain, effectively filters noisy data. This insight explains why a weak form loss function is analogous to fitting a model to filtered data and provides a practical way to parameterize the weak form. Subsequently, we demonstrate how this approach overcomes the instability and inaccuracy of standard Neural ODE (NODE) in modeling chaotic systems. Through numerical examples, we show that our proposed training strategy, the Weak Penalty NODE, is computationally efficient, solver-agnostic, and yields accurate and robust forecasts across benchmark chaotic systems and a real-world climate dataset.

神经微分方程混沌系统噪声建模弱形式

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