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

Accurate prediction of complex dynamical systems from noisy measurements remains a significant challenge in scientific computing. Kernel ridge regression learning strategies are often effective when applied to clean data, but have limited success with noisy data. Recent work has observed that a weak formulation can act to filter noisy data, and different learning strategies have achieved increased noise robustness with a weak-form framework. In this manuscript, we give an overview of the filtering mechanism behind the weak formulation and provide a bias-variance error decomposition. Using these insights, we combine a weak formulation with a kernel learning strategy to propose Weak-form Kernel Ridge Regression (WKRR) for learning dynamical systems. The proposed framework is simple to implement, effective for both clean and noisy data, and outperforms several baseline methods. We demonstrate the performance of WKRR on chaotic benchmark systems in up to 64 dimensions, as well as 15,000-dimensional real-world fluid data.

Standard continuous-depth models, such as Neural Ordinary Differential Equations (NODEs), offer significant advantages in modeling physical systems by learning continuous vector fields rather than discrete temporal steps. However, when applied to complex dynamical systems, standard NODEs frequently struggle with highly nonlinear dynamics. This paper investigates the Frequency-domain Neural ODE (FNODE), an architecture that projects continuous temporal dynamics into the frequency domain using the Fast Fourier Transform (FFT). By operating in the frequency domain, the model provides better generalization to the dynamical system. The architecture is empirically evaluated against discrete models, specifically Gated Recurrent Units (GRUs) and Long Short-Term Memory (LSTMs), and other continuous-depth variants, including Augmented Neural ODE (ANODE), across four distinct dynamical systems: the Lotka-Volterra model, the forced Duffing oscillator, the Van der Pol oscillator, and the Lorenz system. To rigorously assess generalization and robustness, curriculum and ensemble learning are used to evaluate the model's convergence by estimating confidence intervals across different ensemble models. The empirical results demonstrate that the FNODE architecture achieves better generalization while exhibiting remarkable convergence stability.

Reconstructing continuous state trajectories of chaotic dynamical systems from sparse, noisy observations remains a fundamental open problem in nonlinear science. We introduce the Physics-Informed Diffusion Model with Dormand-Prince Integration (PIDM-DP), which embeds a fully differentiable 5th-order Dormand-Prince (DP-RK45) ODE integrator directly into the reverse sampling loop of a Denoising Diffusion Probabilistic Model (DDPM). At each denoising step, physics residuals are back-propagated via automatic differentiation, constraining every generated trajectory to satisfy the system's governing equations to 5th-order accuracy. A linear-scheduled guidance mechanism that ramps the physics weight from zero at high noise levels to its full value near the clean-data limit prevents the gradient explosions that cause naive physics-informed approaches to fail on stiff systems with Jacobian eigenvalues of order $O(10^3)$. Evaluated across five benchmark systems of increasing complexity 3D Lorenz, 3D Rössler, 5D Hyperchaotic, 20D Lorenz-96, and the stiff 3D Rabinovich-Fabrikant at 10% observation density with additive Gaussian noise ($σ=0.05$), PIDM-DP achieves reconstruction RMSE improvements of up to $15.4\times$ over an unconstrained diffusion baseline and decisively outperforms the Ensemble Kalman Filter on stiff systems where ensemble covariance collapses. On the Rabinovich-Fabrikant out-of-distribution benchmark, PIDM-DP attains RMSE $0.1097 \pm 0.0269$ versus $0.9443 \pm 0.5288$ (unconstrained diffusion, $8.6\times$ worse) and $0.3561 \pm 0.3040$ (EnKF, $3.2\times$ worse), with $p<0.001$ in paired Wilcoxon tests ($N = 30$). Topological validation via the Rosenstein Lyapunov estimator confirms that PIDM-DP preserves the chaotic invariant measure.