Leveraging Differentiable PDE Solvers for Semi-Neural Spatial Reconstruction From Sparse Measurements

Partial differential equations (PDEs) are fundamental for modeling complex natural and physical phenomena. In many real-world applications, however, observational data are extremely sparse, which severely limits the applicability of both classical numerical solvers and existing neural approaches. While neural methods have shown promising results under moderately sparse observations, their inference efficiency at high resolutions is limited, and their accuracy degrades substantially in the extremely sparse regime. In this work, we propose the Di-BiLPS, a unified neural framework that effectively handle both forward and inverse PDE problems under extremely sparse observations. Di-BiLPS combines a variational autoencoder to compress high-dimensional inputs into a compact latent space, a latent diffusion module to model uncertainty, and contrastive learning to align representations. Operating entirely in this latent space, the framework achieves efficient inference while retaining flexible input-output mapping. In addition, we introduce a PDE-informed denoising algorithm based on a variance-preserving diffusion process, which further improves inference efficiency. Extensive experiments on multiple PDE benchmarks demonstrate that Di-BiLPS consistently achieves SOTA performance under extremely sparse inputs (as low as 3%), while substantially reducing computational cost. Moreover, Di-BiLPS enables zero-shot super-resolution, as it allows predictions over continuous spatial-temporal domains.

Scientific measurements are often bottlenecked by suboptimal conditions, whether that be noise, incomplete spatial coverage, or limited resolution, rendering accurate field reconstruction a difficult task. We introduce LatentPDE, a latent diffusion framework designed to simultaneously resolve sparse-observation reconstruction and super-resolution. While existing physics-guided diffusion models typically rely on soft loss penalties or uninterpretable representations, our approach enforces physical compliance by constructing an inherently interpretable latent space. Specifically, we parameterize the latent variables directly as the coefficients and source terms of an assumed governing PDE. In doing so, LatentPDE is able to reliably reconstruct dynamics across highly disparate and structured data gaps. Empirical results on diverse configurations demonstrate that our model achieves high-fidelity recovery at any desired resolution while also tracking the underlying predictive uncertainty.

This work presents an end-to-end strategy for solving inverse problems constrained by Partial Differential Equations within a fully differentiable Machine Learning framework. The proposed formulation provides a unified and user-friendly methodology applicable to a wide range of problems, from data assimilation to closure modeling. Our approach combines a baseline differentiable PDE solver, which predicts the state w from the nonlinear system $R(w) = 0$, with a generic additive, parametrized, and differentiable correction $f_φ(w)$, with trainable parameters $φ$. We show how to optimize phi within a fully differentiable Python workflow by reformulating the PDE as an implicit layer, enabling its integration into arbitrary objective functions, while leveraging PyTorch's automatic differentiation graph. The method is demonstrated on the Reynolds-Averaged Navier-Stokes equations for compressible flows, where the closure term, or a portion of it, is modeled using trainable parameters or a Neural Network. The first application considers the 2D NASA Wall-Mounted Hump test case, where a production-term parameter is optimized against time-averaged LES data. A second application is carried out on the VKI LS-59 turbine blade, where the Spalart-Allmaras eddy viscosity field is reconstructed through the optimization of a trainable spatial field. A dataset is generated starting from the VKI LS-59 turbine blade geometry using the differentiable BROADCAST solver with the Spalart-Allmaras turbulence model. The results highlight the flexibility of the framework, showing its applicability beyond turbulence modeling to a broader class of physics-informed PDE-constrained problems with data-driven components.