Title:TinyUDE: Solver-Free Universal Differential Equations on Microcontrollers via Lie-Taylor Jet Matching

Abstract:Training Universal Differential Equations (UDEs) traditionally relies on backpropagating through numerical ODE solvers, creating memory footprints far exceeding the capabilities of edge microcontrollers. We present Lie-Taylor jet matching, a solver-free training framework that fits a hybrid vector field directly to the first and second time-derivatives of observed system states. These derivatives, the truncated Lie-Taylor jet, are estimated online via Savitzky-Golay filtering, yielding fully analytic gradients without automatic differentiation software. We evaluate whether eliminating the solver compromises accuracy against a conventional baseline (fixed-step RK4 integration, multiple shooting, exact discrete adjoints, Adam) sharing identical dynamics, noise models, network architectures, and metrics. While naive derivative matching degrades under sensor noise, our noise-adaptive mechanisms close and reverse this gap: full-rate phase-shifted sampling, a reservoir buffer, cosine-annealed optimization with weight averaging, on-device noise estimation, and polynomial-misfit quality gating. On a damped pendulum and chaotic double pendulum, our method matches or exceeds baseline accuracy at matched data windows and recovers unmodeled damping coefficients. Across noise levels from 0% to 5%, it attains a geometric-mean relative field error of 0.65x that of the baseline within 108 kB of static memory, compared with megabytes of solver tape. On an ESP32 microcontroller, the on-device run reaches a field error of 0.0020 and recovers the damping coefficient to c = 0.400 (true 0.400) within 61.3 kB of static memory and 7.24 ms per update (18.1% duty cycle at 25 Hz), confirming real-time on-device training is feasible without a numerical solver.

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