Discovering Governing Equations in the Presence of Uncertainty
Abstract
In the study of complex dynamical systems, understanding and accurately modeling the underlying physical processes is crucial for predicting system behavior and designing effective interventions. Yet real-world systems exhibit pronounced input (or system) variability and are observed through noisy, limited data conditions that confound traditional discovery methods that assume fixed-coefficient deterministic models. In this work, we theorize that accounting for system variability together with measurement noise is the key to consistently discover the governing equations underlying dynamical systems. As such, we introduce a stochastic inverse physics-discovery (SIP) framework that treats the unknown coefficients as random variables and infers their posterior distribution by minimizing the Kullback-Leibler divergence between the push-forward of the posterior samples and the empirical data distribution. Benchmarks on four canonical problems -- the Lotka-Volterra predator-prey system (multi- and single-trajectory), the historical Hudson Bay lynx-hare data, the chaotic Lorenz attractor, and fluid infiltration in porous media using low- and high-viscosity liquids -- show that SIP consistently identifies the correct equations and lowers coefficient root-mean-square error by an average of 82\% relative to the Sparse Identification of Nonlinear Dynamics (SINDy) approach and its Bayesian variant. The resulting posterior distributions yield 95\% credible intervals that closely track the observed trajectories, providing interpretable models with quantified uncertainty. SIP thus provides a robust, data-efficient approach for consistent physics discovery in noisy, variable, and data-limited settings.