UQ-SHRED: uncertainty quantification of shallow recurrent decoder networks for sparse sensing via engression

Reconstructing full spatio-temporal dynamics from sparse observations in both space and time remains a central challenge in complex systems, as measurements can be spatially incomplete and can be also limited to narrow temporal windows. Yet approximating the complete spatio-temporal trajectory is essential for mechanistic insight and understanding, model calibration, and operational decision-making. We introduce LAPIS-SHRED (LAtent Phase Inference from Short time sequence using SHallow REcurrent Decoders), a modular architecture that reconstructs and/or forecasts complete spatiotemporal dynamics from sparse sensor observations confined to short temporal windows. LAPIS-SHRED operates through a three-stage pipeline: (i) a SHRED model is pre-trained entirely on simulation data to map sensor time-histories into a structured latent space, (ii) a temporal sequence model, trained on simulation-derived latent trajectories, learns to propagate latent states forward or backward in time to span unobserved temporal regions from short observational time windows, and (iii) at deployment, only a short observation window of hyper-sparse sensor measurements from the true system is provided, from which the frozen SHRED model and the temporal model jointly reconstruct or forecast the complete spatiotemporal trajectory. The framework supports bidirectional inference, inherits data assimilation and multiscale reconstruction capabilities from its modular structure, and accommodates extreme observational constraints including single-frame terminal inputs. We evaluate LAPIS-SHRED on six experiments spanning complex spatio-temporal physics: turbulent flows, multiscale propulsion physics, volatile combustion transients, and satellite-derived environmental fields, highlighting a lightweight, modular architecture suited for operational settings where observation is constrained by physical or logistical limitations.

Reconstructing spatially resolved plasma dynamics from few sensors is essential for diagnostics, reduced-order modelling and control, yet remains difficult because the sparse measurements incompletely constrain multiscale, regime-dependent degrees of freedom. The Shallow Recurrent Decoder (SHRED) partially addresses spatial sparsity by using measurement histories; however, its fully connected decoder provides no explicit mechanism for resolving spatial structure across scales or explicit parametric dependency. We introduce the Recurrent Multiscale Affine-modulated Inference Network (ReMAIN), which preserves SHRED's recurrent temporal encoding but replaces its decoder with a U-Net whose feature hierarchy is conditioned by the recurrent state through feature-wise linear modulation. The temporal representation supplies both a dense prior and scale-specific modulation throughout the U-Net. A parametric extension jointly embeds the operating condition and sensor history, enabling reconstruction to adapt as the governing dynamics change with operating regime. ReMAIN is first benchmarked against SHRED on six one-dimensional nonlinear PDEs representing diverse dynamics. Across all benchmarks, it reduces reconstruction errors on unseen trajectories and more faithfully resolves sharp transitions, localized extrema and fine-scale variations. The parameter-conditioned model is then demonstrated on a collisionless $E \times B$ plasma subject to perpendicular axial electric and radial magnetic fields, with the electric-field strength serving as the operating parameter. ReMAIN reconstructs the high-dimensional, multiscale plasma state and recovers its regime-dependent spatiotemporal dynamics at electric-field strengths withheld from training. Together, ReMAIN improves sparse-sensor full-state reconstruction and, through parameter conditioning, generalizes across plasma operating regimes.

Controlling dynamical systems in real-time across multiple scenarios is critical to enabling adaptive control strategies, ensuring stability and efficiency. However, to tailor control actions in response to varying scenarios, traditional optimal control problems typically require several system simulations, which are often computationally demanding due to the high-dimensionality of the underlying spatio-temporal dynamics. In this work, we exploit SHallow REcurrent Decoder networks-based Reduced Order Modeling (SHRED-ROM) to synthesize a real-time closed-loop controller for high-dimensional and parametric dynamics, relying solely on limited state sensor readings. After training the model on a few optimal examples given by an expert demonstrator, SHRED-ROM mimics the expert behavior with effective distributed control actions in new scenarios, alleviating the curse of dimensionality. Moreover, a sensor forecaster is synthesized and used to close the loop at the latent level, thus efficiently mitigating possible sensor failures or delays. The performance of the proposed optimal control strategy is finally assessed on three challenging high-dimensional cases dealing with either parametric density control or fluid flow control.