ECLEIRS: Exact conservation law embedded identification of reduced states for parameterized partial differential equations from sparse and noisy data

Abstract: Multi-query applications such as parameter estimation, uncertainty quantification and design optimization for parameterized PDE systems are expensive due to the high computational cost of high-fidelity simulations. Reduced/Latent state dynamics approaches for parameterized PDEs offer a viable method where high-fidelity data and machine learning techniques are used to reduce the system's dimensionality and estimate the dynamics of low-dimensional reduced states. These reduced state dynamics approaches rely on high-quality data and struggle with highly sparse spatiotemporal noisy measurements typically obtained from experiments. Furthermore, there is no guarantee that these models satisfy governing physical conservation laws, especially for parameters that are not a part of the model learning process. In this article, we propose a reduced state dynamics approach, which we refer to as ECLEIRS, that satisfies conservation laws exactly even for parameters unseen in the model training process. ECLEIRS is demonstrated for two applications: 1) obtaining clean solution signals from sparse and noisy measurements of parametric systems, and 2) predicting dynamics for unseen system parameters. We compare ECLEIRS with other reduced state dynamics approaches, those that do not enforce any physical constraints and those with physics-informed loss functions, for three shock-propagation problems: 1-D advection, 1-D Burgers and 2-D Euler equations. The numerical experiments conducted in this study demonstrate that ECLEIRS provides the most accurate prediction of dynamics for unseen parameters even in the presence of highly sparse and noisy data. We also demonstrate that ECLEIRS yields solutions and fluxes that satisfy the governing conservation law up to machine precision for unseen parameters, while the other methods yield much higher errors and do not satisfy conservation laws.