PHDME: Physics-Informed Diffusion Models without Explicit Governing Equations

Diffusion models provide expressive priors for forecasting trajectories of dynamical systems, but are typically unreliable in the sparse data regime. Physics-informed machine learning (PIML) improves reliability in such settings; however, most methods require explicit governing equations during training, which are often only partially known due to complex and nonlinear dynamics. We introduce PHDME, a port-Hamiltonian diffusion framework designed for sparse observations and incomplete physics. PHDME leverages port-Hamiltonian structural prior but does not require full knowledge of the closed-form governing equations. Our approach first trains a Gaussian process distributed Port-Hamiltonian system (GP-dPHS) on limited observations to capture an energy-based representation of the dynamics. The GP-dPHS is then used to generate a physically consistent artificial dataset for diffusion training, and to inform the diffusion model with a structured physics residual loss. After training, the diffusion model acts as an amortized sampler and forecaster for fast trajectory generation. Finally, we apply split conformal calibration to provide uncertainty statements for the generated predictions. Experiments on PDE benchmarks and a real-world spring system show improved accuracy and physical consistency under data scarcity.