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.

我们介绍了一种新颖的网格无关模型，用于从具有噪声和部分观测的不规则时空网格中学习偏微分方程。我们提出了一种空时连续潜在神经偏微分方程模型，具有高效的概率框架和新颖的编码器设计，以提高数据效率和网格独立性。潜在状态动态由一个将格点法和线法结合的偏微分方程模型来控制。我们采用分摊变分推断进行近似后验估计，并利用多射击技术来提高训练速度和稳定性。我们的模型在复杂的合成和真实世界数据集上展示了最先进的性能，克服了以前方法的局限，有效处理部分观测数据。该模型优于最近的方法，显示了推进数据驱动的偏微分方程建模的潜力，并能够对复杂的部分观测动态过程进行稳健、网格无关的建模。

从部分观测状态学习时空连续神经偏微分方程