It looks like this paper is getting at the same basic idea, though obviously actually fleshed out and with better results than I would have thought were possible. It's going not for anomaly detection but actual forecasting, and directly isolating the non-conserved force.
I'll need to start reading the related papers, I wonder if people have tried doing this with nonlinear equations, or systems where the dynamics aren't well defined? I imagine actually forecasting a nonlinear system wouldn't be possible beyond short time frames, but maybe you could still learn the underlying equation and dynamics? It would be interesting to see if you could give a neural network a bunch of nonlinear data and have it find equilibrium points, identify regions where the dynamics are almost linear, etc.