Orthogonal Discrepancy Kernels for Learning with Partial Physics

We develop the Sparse Orthogonal Regression Technique (SORT), a sparse spectral framework for learning orthonormal-basis expansions from noisy and irregularly sampled data. SORT estimates expansion coefficients directly from observations using L1-regularized regression, avoiding explicit quadrature or analytic inner-product evaluation. The central application is data-driven discovery of ordinary differential equations: vector fields are represented in chosen orthogonal bases and learned as sparse coefficient expansions. This provides a complementary route to symbolic regression, grammar-based discovery, and SINDy-style sparse identification by first recovering a compact spectral representation, which can later guide searches for simpler analytic forms. Across the dynamical-system experiments, SORT matches or improves upon library-based sparse-regression baselines when the basis is well adapted to the problem, and shows more stable degradation under sparse sampling, noisy derivative estimates, and representation mismatch. Specific examples illustrate why this representation is useful: if a finite library misses the problem-specific nonlinearity, the resulting model can fail. SORT is not immune to mismatch, but it shifts the problem away from brittle selection among generic terms to basis design adapted to the problem domain. The experiments also show that dominant low-order coefficients persist as model order increases, supporting order-consistent model growth. Beyond equation discovery, the same learned expansion supports nonlinear approximation and estimation of complex, high-dimensional integrals by coefficient readout. Overall, SORT provides a reusable intermediate representation for system identification, approximation, and integration, while making basis design an explicit part of the scientific modeling problem.

We present a physics-informed framework for system identification based on randomized stable atomic features. Impulse responses are represented as random superpositions of stable atoms, namely damped complex exponentials associated with poles sampled inside a prescribed disk. Identification is then cast as a convex regularized least-squares problem with optional linear, second-order-cone, and KYP constraints. The approach generalizes random Fourier and random Laplace features to the damped, nonstationary regime relevant to engineering systems while retaining modal interpretability and scalable finite-dimensional computation. The main analytic point is an operator-theoretic Disk-Bochner viewpoint: positive measures over stable poles generate positive-definite kernels with a radius-dependent shift defect, while a converse scalar disk moment representation for an arbitrary kernel is characterized by subnormality of the canonical shift. We prove this statement, establish an RKHS-to-l1 embedding, show that sampled poles induce a valid finite atomic gauge, discuss random-feature convergence, and state sparse-recovery guarantees conditionally on the restricted-eigenvalue properties of the realized disk-Vandermonde or input-output design matrix. We also connect the normalized transfer function problem to Nevanlinna-Pick interpolation and LFT set-membership. The framework directly encodes stability margins, modal localization, DC-gain bounds, monotonicity, passivity, relative degree, settling-time targets, and time/frequency-domain error bounds. Numerical comparisons illustrate how physically meaningful priors can compensate for poor excitation and improve constrained impulse-response recovery in an under-informative data setting.

Physics models are inherently imperfect due to misspecified or missing mechanisms, resulting in systematic discrepancies between model predictions and real-world observations. The Kennedy-O'Hagan (KOH) framework addresses this issue through explicit discrepancy modeling. However, its non-amortized, per-instance formulation limits scalability across families of related systems. We introduce Amortized Physics-Informed Calibration (APIC), a population-level extension of KOH that leverages Neural Processes to perform scalable Bayesian inference across realizations. Our framework employs a two-branch latent architecture to disentangle instance-specific physical parameters from shared, state-dependent structural discrepancies. By integrating differentiable physics into an amortized inference backbone, APIC enables rapid calibration of unseen realizations from sparse observations while quantifying uncertainty. Experiments on the damped spring oscillator, the Lotka-Volterra system, and the advection-diffusion PDE with misspecified physics demonstrate improved parameter recovery and consistent identification of the systemic discrepancy structure compared to other calibration approaches.