arXiv:2604.09058cs.LGcs.AI2026-04

用物理方程约束扩散模型,提升长期动态预测的稳定性与可信度。

PDE-regularized Dynamics-informed Diffusion with Uncertainty-aware Filtering for Long-Horizon Dynamics

  • 引入基于偏微分方程的正则化插值器,确保中间状态符合物理规律。
  • 采用无迹卡尔曼滤波显式建模不确定性,显著降低误差累积。
  • 适合需要长期稳定预测且重视不确定性的科学计算场景。

长期时空预测因误差累积、噪声放大及模型缺乏物理一致性而极具挑战。尽管扩散模型能提供不确定性建模框架,但传统方法多依赖均方误差目标,难以捕捉由物理定律主导的动力学。本文提出PDYffusion,一种融合偏微分方程正则化与不确定性感知预测的动态信息扩散框架。该方法包含两个核心组件:基于微分算子的PDE-正则化插值器,用于强制中间状态满足物理一致性;以及基于无迹卡尔曼滤波(UKF)的预测器,显式建模不确定性并缓解迭代预测中的误差积累。理论分析表明,所提插值器满足PDE约束下的光滑性,且预测器在给定损失下可收敛。在多个动力系统数据集上的实验显示,PDYffusion在CRPS和MSE指标上均优于现有方法,同时保持稳定的不确定性表现(以SSR衡量)。进一步分析揭示了预测精度与不确定性间的内在权衡,证明本方法在长期预测中具有平衡且鲁棒的性能。

原文摘要 · Abstract (English)

Long-horizon spatiotemporal prediction remains a challenging problem due to cumulative errors, noise amplification, and the lack of physical consistency in existing models. While diffusion models provide a probabilistic framework for modeling uncertainty, conventional approaches often rely on mean squared error objectives and fail to capture the underlying dynamics governed by physical laws. In this work, we propose PDYffusion, a dynamics-informed diffusion framework that integrates PDE-based regularization and uncertainty-aware forecasting for stable long-term prediction. The proposed method consists of two key components: a PDE-regularized interpolator and a UKF-based forecaster. The interpolator incorporates a differential operator to enforce physically consistent intermediate states, while the forecaster leverages the Unscented Kalman Filter to explicitly model uncertainty and mitigate error accumulation during iterative prediction. We provide theoretical analyses showing that the proposed interpolator satisfies PDE-constrained smoothness properties, and that the forecaster converges under the proposed loss formulation. Extensive experiments on multiple dynamical datasets demonstrate that PDYffusion achieves superior performance in terms of CRPS and MSE, while maintaining stable uncertainty behavior measured by SSR. We further analyze the inherent trade-off between prediction accuracy and uncertainty, showing that our method provides a balanced and robust solution for long-horizon forecasting.

扩散模型物理约束长期预测不确定性建模

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