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Learning Space-Time Continuous Latent Neural PDEs from Partially Observed States

Valerii Iakovlev · Markus Heinonen · Harri Lähdesmäki

Great Hall & Hall B1+B2 (level 1) #528
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[ Paper [ Poster [ OpenReview
Tue 12 Dec 3:15 p.m. PST — 5:15 p.m. PST


We introduce a novel grid-independent model for learning partial differential equations (PDEs) from noisy and partial observations on irregular spatiotemporal grids. We propose a space-time continuous latent neural PDE model with an efficient probabilistic framework and a novel encoder design for improved data efficiency and grid independence. The latent state dynamics are governed by a PDE model that combines the collocation method and the method of lines. We employ amortized variational inference for approximate posterior estimation and utilize a multiple shooting technique for enhanced training speed and stability. Our model demonstrates state-of-the-art performance on complex synthetic and real-world datasets, overcoming limitations of previous approaches and effectively handling partially-observed data. The proposed model outperforms recent methods, showing its potential to advance data-driven PDE modeling and enabling robust, grid-independent modeling of complex partially-observed dynamic processes across various domains.

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