Recovering Governing Equations from Solution Data: Identifiability Bounds for Linear and Nonlinear ODEs
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Abstract (arXiv)
Learning governing equations from observed solution data is a fundamental challenge in scientific machine learning, yet the theoretical conditions under which a ground-truth ODE can be uniquely and stably identified from multiple solution observations remain largely undeveloped, and no quantitative analysis of the sample complexity of such learning tasks exists in the literature. To address this gap, we introduce the Hausdorff distance on solution sets as the natural metric for comparing differential equations, since it captures the worst-case separation between two equations over all admissible initial conditions and thus encodes the minimax structure of the identification problem. We establish identifiability bounds for governing ODEs across a wide class of structure equations--ranging from linear ODEs to nonlinear classes with Lipschitz (H"older)-continuous vector fields--characterizing precisely when two distinct equations can be distinguished from solution data. Using this metric, we derive metric entropy estimates for the relevant ODE classes and analyze sample complexity bounds, quantifying how many solution observations are needed to reliably recover the governing equation.
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References · 4
- 2020Fourier Neural Operator for Parametric Partial Differential Equationscited by 2,908
- 2016Extrapolation and learning equationscited by 110
- 2020Classes of ODE solutions: smoothness, covering numbers, implications for noisy function fitting, and the curse of smoothness phenomenoncited by 1
- 2024Metric-Entropy Limits on the Approximation of Nonlinear Dynamical Systemscited by 1
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