Wiener Chaos Expansion based Neural Operator for Singular Stochastic Partial Differential Equations

Neural operators excel as deterministic surrogates, but inevitably collapse to the conditional mean when applied to stochastic PDEs, discarding the variance and tail structure upon which uncertainty quantification depends. Recovering this structure typically requires Monte Carlo rollouts or grafted generative models, both of which surrender the one-shot efficiency and resolution invariance that define the operator paradigm. To resolve this, we draw on the Doob-Meyer theorem, which establishes that any semimartingale fundamentally decomposes into a predictable drift and an unpredictable, zero-mean martingale. Translating this theorem into an architectural prior, we introduce the Martingale Neural Operator (MNO). MNO maps an initial condition directly to the conditional mean and covariance of the terminal law, parameterized by a drift-like mean and a low-rank factor $B_φ$ with $B_φ^\top B_φ$ positive semi-definite by construction. For our experiments, we use a Gaussian residual instantiation. Across 1D SPDEs, rough volatility, and 2D operator tasks, MNO reduces Wasserstein distance by up to $120\times$ on $φ^4$ field theory and $68\times$ on stochastic Burgers, evaluating $\sim 3\times$ faster than a conditional diffusion baseline at matched wall-clock training budgets. On 2D tasks, MNO is comparable to FNO on zero-shot resolution transfer and turbulent flow, while quasi-deterministic systems such as Gray-Scott remain a failure mode.

Fourier Neural Operators (FNOs) offer an efficient paradigm for solving partial differential equations (PDEs). However, FNOs rely on a fixed Fourier basis and hard frequency truncation, which inherently limit their ability to model non-periodic, localized, and fine-scale solution structures. We propose the Stochastic Adaptive Fourier Decomposition Neural Operator (SAFDNO), a spectral neural operator that replaces predefined Fourier modes with an adaptive Takenaka-Malmquist (TM) orthonormal system derived from the theory of Stochastic Adaptive Fourier Decomposition (SAFD). Instead of performing an expensive greedy pole search in classical SAFD, SAFDNO amortizes stochastic pole selection through a neural pole predictor and constructs the adaptive TM system directly from latent features. The resulting operator performs learned filtering on coefficients of analytic branches in the Hardy space with respect to the input-adaptive TM system, preserving the global receptive field of spectral operators while providing a more flexible representation than using fixed spectral bases. Across nine PDE benchmark problems, SAFDNO achieves the best performance on all six regular-grid problems among strong neural operator baselines, with especially notable gains on Darcy, Burgers, and Navier-Stokes, where fixed Fourier modes are often less effective at modeling localized oscillations, sharp transitions, and multiscale structures. SAFDNO also exhibits stronger zero-shot super-resolution performance and shows less performance degradation when deployed on finer discretizations. These results suggest that the input-adaptive TM system provides a promising alternative to fixed spectral representations for neural operator learning.

This paper studies Wong--Zakai convergence and Fourier neural operator learning for stochastic Volterra integral equations (SVIEs) describing random systems with memory. A Wong--Zakai theorem establishes convergence of pathwise solutions driven by piecewise linear approximations of Brownian motion to the corresponding SVIE solution. This convergence provides a foundation for using mirror-padded Fourier neural operators to learn the solution operator mapping initial conditions and driving noise to entire solution trajectories. Numerical experiments demonstrate competitive prediction accuracy and generalization to temporal grids finer than those used for training, while assessing the influence of padding and computational cost. As a follow-up to \citet{LKP:26}, this study extends their operator-learning framework to SVIEs through separate convergence and approximation analyses tailored to convolutional memory.