# Physics-Informed Neural Networks with Unknown Partial Differential Equations: an Application in Multivariate Time Series

arXiv: https://arxiv.org/abs/2503.20144 · HTML: https://mlsanity.com/paper/2503.20144/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 8 of its 47 references that are in the map.
- First posted on arXiv 26 Mar 2025.

## Builds on (most cited first, 8 of 8)

- [B-PINNs: Bayesian Physics-Informed Neural Networks for Forward and Inverse PDE Problems with Noisy Data](https://mlsanity.com/paper/2003.06097/) (2020)
- [Ensemble-SINDy: Robust sparse model discovery in the low-data, high-noise limit, with active learning and control](https://mlsanity.com/paper/2111.10992/) (2021)
- [On spike-and-slab priors for Bayesian equation discovery of nonlinear dynamical systems via sparse linear regression](https://mlsanity.com/paper/2012.01937/) (2020)
- [Distributed Control of Partial Differential Equations Using Convolutional Reinforcement Learning](https://mlsanity.com/paper/2301.10737/) (2023)
- [Dynamical System Identification, Model Selection and Model Uncertainty Quantification by Bayesian Inference](https://mlsanity.com/paper/2401.16943/) (2024)
- [Higher-order Spatio-temporal Physics-incorporated Graph Neural Network for Multivariate Time Series Imputation](https://mlsanity.com/paper/2405.10995/) (2024)
- [Ensemble WSINDy for Data Driven Discovery of Governing Equations from Laser-based Full-field Measurements](https://mlsanity.com/paper/2409.20510/) (2024)
- [Bayesian Physics Informed Neural Networks for Linear Inverse problems](https://mlsanity.com/paper/2502.13827/) (2025)

## Built on by (most cited first, 1 of 1)

- [The Enhanced Physics-Informed Kolmogorov-Arnold Networks: Applications of Newton's Laws in Financial Deep Reinforcement Learning (RL) Algorithms](https://mlsanity.com/paper/2602.01388/) (2026)

## Abstract (arXiv)

A significant advancement in Neural Network (NN) research is the integration of domain-specific knowledge through custom loss functions. This approach addresses a crucial challenge: how can models utilize physics or mathematical principles to enhance predictions when dealing with sparse, noisy, or incomplete data? Physics-Informed Neural Networks (PINNs) put this idea into practice by incorporating physical equations, such as Partial Differential Equations (PDEs), as soft constraints. This guidance helps the networks find solutions that align with established laws. Recently, researchers have expanded this framework to include Bayesian NNs (BNNs), which allow for uncertainty quantification while still adhering to physical principles. But what happens when the governing equations of a system are not known? In this work, we introduce methods to automatically extract PDEs from historical data. We then integrate these learned equations into three different modeling approaches: PINNs, Bayesian-PINNs (B-PINNs), and Bayesian Linear Regression (BLR). To assess these frameworks, we evaluate them on a real-world Multivariate Time Series (MTS) dataset. We compare their effectiveness in forecasting future states under different scenarios: with and without PDE constraints and accuracy considerations. This research aims to bridge the gap between data-driven discovery and physics-guided learning, providing valuable insights for practical applications.