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

Pranavanath Balamurali, Hrishi Kamireddy

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…