We develop a transformer-based sequence-to-sequence model that recovers scalar ordinary differential equations (ODEs) in symbolic form from irregularly sampled and noisy observations of a single solution trajectory. We demonstrate in extensive empirical evaluations that our model performs better or on par with existing methods in terms of accurate recovery across various settings. Moreover, our method is efficiently scalable: after one-time pretraining on a large set of ODEs, we can infer the governing law of a new observed solution in a few forward passes of the model.
FörderungenHelmholtz Association's Initiative and Networking Fund on the HAICORE@FZJpartition Helmholtz Association under the joint research school "Munich School for Data Science - MUDS"