Data-driven sparse identification of governing PDEs via knockoff filters and multi-criteria trade-offs

Data-driven identification of partial differential equations (PDEs) relies on sparse regression over a candidate library of differential operators, where larger libraries inflate false positives under observation noise and smaller libraries risk missing true terms. We introduce Equivariant Operator Discovery (EqOD), a fully automatic method combining two library reduction mechanisms. When Galilean invariance is detected from trajectory data via a weak-form structural test, EqOD uses the symmetry-reduced library, eliminating terms that our Galilean exclusion result proves to be absent from the governing equation. Otherwise, it applies randomized LASSO stability selection guided by classical false-positive bounds. A residual-based fallback prevents degradation below the full-library baseline. On 8 PDEs at 4 noise levels, EqOD attains $F_1 = 1.000 \pm 0.000$ on Heat at $20\%$ noise, where WF-LASSO obtains $0.475 \pm 0.181$, official PySINDy 2.0 obtains $0.000$, and the WSINDy reimplementation obtains $0.789$. Under the strict criterion that the mean F1 difference exceeds the larger of the two standard deviations, EqOD wins 7 of 32 cells. WF-LASSO wins none, and the remaining 25 cells are ties. Across all 32 cells, EqOD outperforms PySINDy 2.0.0 in 23 of 32 cells, and all 5 PySINDy wins occur on reaction PDEs. External validation on WeakIdent and PINN-SR datasets gives $F_1 = 1.000$ on all 5 clean benchmarks. NLS, 2D, coupled-system, and cylinder-wake extensions are reported. The Galilean library reduction is proved under explicit autonomy and library assumptions. The stability-selection step is motivated by classical false-positive bounds, while formal guarantees for correlated PDE design matrices remain open.

Sparse identification of nonlinear dynamics (SINDy) and PDE functional identification (PDE-FIND) recover parsimonious ordinary and partial differential equations (ODEs and PDEs) from data. However, sparse and noisy temporal measurements can make derivative estimates unreliable. To address this problem, we evaluate Koopman-based upsampling techniques implemented with dynamic mode decomposition (DMD), extended DMD (EDMD), and optimized DMD. These methods learn finite-dimensional approximations of Koopman evolution on selected observables and are used to interpolate and denoise snapshots inside the observed time window before derivative estimation and sparse regression. The empirical benchmark comprises two ODE systems, Lorenz-63 and Van der Pol, and three periodic PDE systems, Burgers, Fisher-Kolmogorov-Petrovskii-Piskunov (Fisher-KPP), and linear advection-diffusion, over sparse and noisy sampling regimes. Polynomial EDMD gives the strongest ODE results, especially in coefficient accuracy. The PDE results are system-dependent: low-rank DMD-assisted reconstructions improve Burgers and advection-diffusion discovery, while the raw baseline (without upsampling) remains competitive for the Fisher-KPP data. A comparison against linear and smoothing-spline interpolation techniques shows that the selected Koopman-based preprocessors provide overall performance gains over these non-dynamical alternatives. We also demonstrate that DMD-assisted upsampling can stabilize Pareto-based non-oracle support-size selection. Overall, Koopman-based upsampling is best viewed as a dynamics-aware preprocessing step that can reduce derivative-estimation error when its observable representation and low-rank structure are appropriate for the data.

We study operator relevance in data-driven partial differential equation (PDE) discovery. Sparse residual methods can select terms that improve residual fit, but residual contribution is not the same as functional necessity. We formalize this distinction through counterfactual operator interventions, where a candidate term is deleted or perturbed and the factual and intervened trajectories, or observables, are compared. The resulting theory gives six reusable results. A residual--counterfactual gap theorem shows that deletion effects are governed by the inverse linearized PDE map, not by residual magnitude alone. A certified decision theorem gives error margins for relevance, irrelevance, and abstention under neural or numerical surrogate error. An aliasing theorem characterizes experiment-dependent non-identifiability through the null space of the operator-evaluation design. A constraint-manifold theorem shows that operators vanishing on invariant constraint classes cannot be identified from trajectories restricted to those classes. A pruning-consistency theorem proves that sparse screening followed by counterfactual deletion recovers the functionally relevant support under a recall and margin condition. An observable-level adjoint theorem extends relevance testing from full-state deviations to scientific quantities of interest. Validation experiments test these mechanisms on synthetic PDEs with known support and on public geophysical fields from atmospheric reanalysis and NOAA OISST. The real-data results are reported as operator-surrogate diagnostics, not as unconditional recovery of physical laws. The framework provides a rigorous diagnostic layer for distinguishing residual usefulness from counterfactual operator relevance within a specified library, experiment class, norm, and tolerance.