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Abstract There is growing interest in discovering interpretable, closed‐form equations for subgrid‐scale (SGS) closures/parameterizations of complex processes in Earth systems. Here, we apply a common equation‐discovery technique with expansive libraries to learn closures from filtered direct numerical simulations of 2D turbulence and Rayleigh‐Bénard convection (RBC). Across common filters (e.g., Gaussian, box), we robustly discover closures of the same form for momentum and heat fluxes. These closures depend on nonlinear combinations of gradients of filtered variables, with constants that are independent of the fluid/flow properties and only depend on filter type/size. We show that these closures are the nonlinear gradient model (NGM), which is derivable analytically using Taylor‐series. Indeed, we suggest that with common (physics‐free) equation‐discovery algorithms, for many common systems/physics, discovered closures are consistent with the leading term of the Taylor‐series (except when cutoff filters are used). Like previous studies, we find that large‐eddy simulations with NGM closures are unstable, despite significant similarities between the true and NGM‐predicted fluxes (correlations >0.95). We identify two shortcomings as reasons for these instabilities: in 2D, NGM produces zero kinetic energy transfer between resolved and subgrid scales, lacking both diffusion and backscattering. In RBC, potential energy backscattering is poorly predicted. Moreover, we show that SGS fluxes diagnosed from data, presumed the “truth” for discovery, depend on filtering procedures and are not unique. Accordingly, to learn accurate, stable closures in future work, we propose several ideas around using physics‐informed libraries, loss functions, and metrics. These findings are relevant to closure modeling of any multi‐scale system. 

Models of many engineering and natural systems are imperfect. The discrepancy between the mathematical representations of a true physical system and its imperfect model is called the model error. These model errors can lead to substantial differences between the numerical solutions of the model and the state of the system, particularly in those involving nonlinear, multi-scale phenomena. Thus, there is increasing interest in reducing model errors, particularly by leveraging the rapidly growing observational data to understand their physics and sources. Here, we introduce a framework named MEDIDA: Model Error Discovery with Interpretability and Data Assimilation. MEDIDA only requires a working numerical solver of the model and a small number of noise-free or noisy sporadic observations of the system. In MEDIDA, first, the model error is estimated from differences between the observed states and model-predicted states (the latter are obtained from a number of one-time-step numerical integrations from the previous observed states). If observations are noisy, a data assimilation technique, such as the ensemble Kalman filter, is employed to provide the analysis state of the system, which is then used to estimate the model error. Finally, an equation-discovery technique, here the relevance vector machine, a sparsity-promoting Bayesian method, is used to identify an interpretable, parsimonious, and closed-form representation of the model error. Using the chaotic Kuramoto–Sivashinsky system as the test case, we demonstrate the excellent performance of MEDIDA in discovering different types of structural/parametric model errors, representing different types of missing physics, using noise-free and noisy observations.