PDE-regularized Dynamics-informed Diffusion with Uncertainty-aware Filtering for Long-Horizon Dynamics

Original Abstract

Long-horizon spatiotemporal prediction remains a challenging problem due to cumulative errors, noise amplification, and the lack of physical consistency in existing models. While diffusion models provide a probabilistic framework for modeling uncertainty, conventional approaches often rely on mean squared error objectives and fail to capture the underlying dynamics governed by physical laws. In this work, we propose PDYffusion, a dynamics-informed diffusion framework that integrates PDE-based regularization and uncertainty-aware forecasting for stable long-term prediction. The proposed method consists of two key components: a PDE-regularized interpolator and a UKF-based forecaster. The interpolator incorporates a differential operator to enforce physically consistent intermediate states, while the forecaster leverages the Unscented Kalman Filter to explicitly model uncertainty and mitigate error accumulation during iterative prediction. We provide theoretical analyses showing that the proposed interpolator satisfies PDE-constrained smoothness properties, and that the forecaster converges under the proposed loss formulation. Extensive experiments on multiple dynamical datasets demonstrate that PDYffusion achieves superior performance in terms of CRPS and MSE, while maintaining stable uncertainty behavior measured by SSR. We further analyze the inherent trade-off between prediction accuracy and uncertainty, showing that our method provides a balanced and robust solution for long-horizon forecasting.