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Abstract - PIDM-DP: Physics-Informed Diffusion with Dormand-Prince Integration for Chaotic System Identification and State Reconstruction across Multiple Dynamical Regimes
Reconstructing continuous state trajectories of chaotic dynamical systems from sparse, noisy observations remains a fundamental open problem in nonlinear science. We introduce the Physics-Informed Diffusion Model with Dormand-Prince Integration (PIDM-DP), which embeds a fully differentiable 5th-order Dormand-Prince (DP-RK45) ODE integrator directly into the reverse sampling loop of a Denoising Diffusion Probabilistic Model (DDPM). At each denoising step, physics residuals are back-propagated via automatic differentiation, constraining every generated trajectory to satisfy the system's governing equations to 5th-order accuracy. A linear-scheduled guidance mechanism that ramps the physics weight from zero at high noise levels to its full value near the clean-data limit prevents the gradient explosions that cause naive physics-informed approaches to fail on stiff systems with Jacobian eigenvalues of order $O(10^3)$. Evaluated across five benchmark systems of increasing complexity 3D Lorenz, 3D Rössler, 5D Hyperchaotic, 20D Lorenz-96, and the stiff 3D Rabinovich-Fabrikant at 10% observation density with additive Gaussian noise ($\sigma=0.05$), PIDM-DP achieves reconstruction RMSE improvements of up to $15.4\times$ over an unconstrained diffusion baseline and decisively outperforms the Ensemble Kalman Filter on stiff systems where ensemble covariance collapses. On the Rabinovich-Fabrikant out-of-distribution benchmark, PIDM-DP attains RMSE $0.1097 \pm 0.0269$ versus $0.9443 \pm 0.5288$ (unconstrained diffusion, $8.6\times$ worse) and $0.3561 \pm 0.3040$ (EnKF, $3.2\times$ worse), with $p<0.001$ in paired Wilcoxon tests ($N = 30$). Topological validation via the Rosenstein Lyapunov estimator confirms that PIDM-DP preserves the chaotic invariant measure.
基于物理信息扩散与多马原理积分法的混沌系统辨识与多动力学状态重构 /
PIDM-DP: Physics-Informed Diffusion with Dormand-Prince Integration for Chaotic System Identification and State Reconstruction across Multiple Dynamical Regimes
1️⃣ 一句话总结
该研究提出一种将高阶数值积分器嵌入扩散模型的新型方法,能够从稀疏且带噪声的观测数据中高精度重构混沌系统的连续状态轨迹,在多种复杂混沌系统上相比传统方法提升效果显著,尤其适用于对刚性系统进行稳定求解。