用神经哈密顿微分方程学习部分可观测系统,兼顾物理规律与数据驱动。
Learning partially observed systems with neural Hamiltonian ordinary differential equations
- 将哈密顿网络与神经微分方程结合,实现能量守恒的动态建模。
- 在复杂系统中提升预测精度和长期稳定性,即使在完全不可观测时仍有效。
- 适合需要物理约束的仿真、控制与科学建模任务。
从数据中学习动力系统时,嵌入物理结构可缩小解空间并提升泛化能力,但多数物理信息模型假设能观测完整系统状态。这限制了其在部分可观测场景中的应用,其中部分状态变量完全未被观测,需无监督推断。本文提出神经哈密顿常微分方程(NHODE),融合哈密顿神经网络(HNN)与神经常微分方程(neural ODE),从数据中学习部分可观测的动力系统。哈密顿结构保证能量守恒,神经ODE框架支持仅在可观测变量上定义损失的灵活训练。通过对称性感知坐标变换和可分离能量形式引入额外物理约束。在从线性/非线性弹簧质量系统到混沌三体问题的多系统上验证,嵌入更多物理结构显著提升预测准确性和长时程稳定性。即使在最挑战情形下,NHODE仍能捕捉可观测与隐含动态,而纯数据驱动基线会失稳。
原文摘要 · Abstract (English)
When learning dynamical systems from data, embedding physical structure can constrain the solution space and improve generalization, but many physics-informed models assume access to the full system state. This limits their use in partially observed settings, where some state variables are completely unobserved and must be inferred without direct supervision. Here, we present neural Hamiltonian ordinary differential equations (NHODE), a framework that combines Hamiltonian neural networks (HNNs) with neural ordinary differential equations (neural ODEs) to learn partially observed dynamical systems from data. The Hamiltonian structure enforces energy conservation by construction, while the neural ODE framework enables a flexible training procedure that allows the loss to be defined only on observed variables. We also incorporate additional physical constraints through symmetry-aware coordinate transformations and separable energy formulations. The framework is evaluated on systems of increasing complexity, from linear and nonlinear mass-spring systems to the chaotic three-body problem. Across all examples, increasing the amount of embedded physical structure improves the accuracy and long-horizon stability of the predictions. Even in the most challenging regimes, the NHODE framework captures both observed and latent dynamics, whereas purely data-driven baselines become unstable.
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