Abstract Recent advances in generative AI offer promising solutions for synthetic data generation but often rely on large datasets for effective training. To address this limitation, we propose a novel generative model that learns from limited data by incorporating physical constraints into a Variational Autoencoder (VAE) framework. Specifically, we extend VAE with a physics-based generator to capture underlying dynamics, while unmodeled dynamics are learned via a latent Gaussian Process VAE (GPVAE) component. We further introduce a regularization term that balances the physical model and data-driven discrepancy, promoting both interpretability and fidelity to real-world observations. We evaluate the proposed method on both real and simulated data, demonstrating that the Physics-Informed GPVAE (PIGPVAE) outperforms state-of-the-art methods in terms of diversity and accuracy of the generated samples, even under small-data conditions. Additionally, we demonstrate that PIGPVAE can produce realistic samples beyond the observed distribution, highlighting its robustness and usefulness under distribution shifts.

We introduce a computational efficient data-driven framework suitable for quantifying the uncertainty in physical parameters and model formulation of computer models, represented by differential equations. We construct physics-informed priors, which are multi-output GP priors that encode the model's structure in the covariance function. This is extended into a fully Bayesian framework that quantifies the uncertainty of physical parameters and model predictions. Since physical models often are imperfect descriptions of the real process, we allow the model to deviate from the observed data by considering a discrepancy function. For inference Hamiltonian Monte Carlo is used. Further, approximations for big data are developed that reduce the computational complexity from $\mathcal{O}(N^3)$ to $\mathcal{O}(N\cdot m^2),$ where $m \ll N.$ Our approach is demonstrated in simulation and real data case studies where the physics are described by time-dependent ODEs (cardiovascular models) and space-time dependent PDEs (heat equation). In the studies, it is shown that our modelling framework can recover the true parameters of the physical models in cases where 1) the reality is more complex than our modelling choice and 2) the data acquisition process is biased while also producing accurate predictions. Furthermore, it is demonstrated that our approach is computationally faster than traditional Bayesian calibration methods.