Active Learning with Bayesian Multi-Fidelity Laplace Neural Operators for Oscillatory Parametric PDEs
Authors: Bongseok Kim, Haoyang Zheng, Michael Penwarden, Guang Lin
Organizations: School of Mechanical Engineering, Purdue University, 585 Purdue Mall, West Lafayette, 47907, IN, USA. · Department of Mathematics, Purdue University, 150 North University Street, West Lafayette, 47907, IN, USA.
Surrogate models of parametric dynamical systems are essential for many-query and real-time predictions in engineering applications such as design optimization and digital twins. However, generating high-fidelity (HF) training data over a broad range of parameters and operating conditions remains computationally expensive. To address this challenge, we propose a Bayesian multi-fidelity Laplace neural operator (MF-LNO) for uncertainty-aware active learning of oscillatory parametric PDEs. Specifically, the proposed Bayesian MF-LNO iteratively calibrates the discrepancy between low- and high-fidelity data, where predictive uncertainty guides the adaptive acquisition of informative HF trajectories. Such predictive uncertainty is quantified via replica-exchange stochastic gradient Langevin dynamics (reSGLD), whose broad posterior exploration enables uncertainty to serve as an error indicator for adaptive HF sample acquisition. Numerical experiments on the Lorenz system, Duffing oscillator, and beam dynamics demonstrate that uncertainty-guided HF sample acquisition consistently outperforms random sampling, while the proposed Bayesian MF-LNO achieves higher prediction accuracy than MF-DeepONet with predictive uncertainty quantification. These results demonstrate that Bayesian multi-fidelity LNOs, combined with uncertainty-guided active learning, provide a data-efficient framework for operator learning in engineering dynamical systems.
This work develops an active learning framework to intelligently enrich data-driven reduced-order models (ROMs) of parametric dynamical systems, which can serve as the foundation of virtual assets in a digital twin. Data-driven ROMs are explainable, computationally efficient scientific machine learning models that aim to preserve the underlying physics of complex dynamical simulations. Since the quality of data-driven ROMs is sensitive to the quality of the limited training data, we seek to identify training parameters for which using the associated training data results in the best possible parametric ROM. Our approach uses the operator inference methodology, a regression-based strategy which can be tailored to particular parametric structure for a large class of problems. We establish a probabilistic version of parametric operator inference, casting the learning problem as a Bayesian linear regression. Prediction uncertainties stemming from the resulting probabilistic ROM solutions are used to design a sequential adaptive sampling scheme to select new training parameter vectors that promote ROM stability and accuracy globally in the parameter domain. We conduct numerical experiments for several nonlinear parametric systems of partial differential equations and compare the results to ROMs trained on random parameter samples. The results demonstrate that the proposed adaptive sampling strategy consistently yields more stable and accurate ROMs than random sampling does under the same computational budget.
We introduce the Laplace-Fourier Neural Operator (LFNO), a unified framework for modeling dynamical systems across transient and steady-state regimes by integrating the spectral advantages of Laplace and Fourier Neural Operators. LFNO employs a dual-branch architecture that explicitly decomposes system dynamics into transient and steady-state components. We evaluate LFNO on nine benchmarks, including three ODE systems (Duffing, Lorenz, and Pendulum) and six PDE systems (Euler-Bernoulli beam, Heat, Reaction-diffusion, Brusselator, Burgers, and Navier-Stokes). LFNO significantly outperforms existing operators on ODE systems, where transient dynamics dominate, and consistently surpasses LNO while achieving performance competitive with FNO on PDE benchmarks. Furthermore, LFNO offers improved stability and physical interpretability through its component-wise decomposition. These results demonstrate that LFNO provides a robust and unified approach for learning complex dynamical systems across multiple temporal scales.
Data-driven PDE surrogates are trained with data produced by numerical PDE solvers. However, when the surrogate's goal is to generalize across a wide range of PDE configurations (e.g., initial conditions and physical coefficients), generating a representative training set is non-trivial. Uniform sampling of configuration parameters often under-represents trajectories exhibiting challenging dynamics, leading to high prediction errors and large error variance in the trained surrogate. Online training, where data generation and surrogate training are coupled, offers a natural advantage by allowing solver parameters to be steered on-the-fly. To efficiently exploit this capability, we introduce Online Generative Active Sampling (OGAS), an active learning method that reactively learns the relationship between configuration parameters and surrogate performance to control the sampling distribution. OGAS trains a fast diffusion model in parallel to the surrogate to act as a conditional sampler, mapping a surrogate-derived difficulty signal (e.g., loss or uncertainty) to configuration parameters. By actively drawing target signals from a prior biased toward high difficulty, OGAS continuously steers data generation toward challenging regimes without delaying the training workflow. We evaluate OGAS across 2D PDEs with distinct challenging dynamics (Kuramoto-Sivashinsky, Navier-Stokes, Gray-Scott) and up to 308 parameters, using multiple surrogate architectures. Across all settings, OGAS consistently improves tail statistics, yielding substantial reductions in errors above the 99th percentile and overall error dispersion compared to uniform sampling. While prioritizing challenging trajectories introduces a trade-off with average error, OGAS effectively ensures worst-case reliability of trained surrogates with negligible wall-time overhead.
Pierre Cesar, Sofya Dymchenko, Abhishek Purandare +1