Gradient-Informed Temporal Sampling Improves Rollout Accuracy in PDE Surrogate Training

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.

Neural PDE solvers commonly generate multi-step predictions through autoregressive rollout, recursively applying a learned evolution operator and feeding each prediction back as input for the next step. Approximation errors can therefore propagate through the rollout, causing predictions at a shared target time to depend on their temporal origins and rollout depths. For a well-posed deterministic PDE flow, however, states at different times along the same physical trajectory should, under exact evolution, reach the same target state. To this end, we propose Align Latent Rollout (ALR), a regularization approach that promotes consistency across rollout origins through the neural PDE solver's internal representations. A second-order Taylor analysis of latent discrepancy propagation motivates two objectives: zeroth-order latent state consistency, which aligns representations at a shared target time, and first-order latent dynamics consistency, which aligns local evolution responses to shared perturbations. ALR can be integrated into different neural PDE solvers by regularizing suitable internal representations, without modifying their backbone architectures. Experiments across multiple PDE benchmarks and neural-operator backbones show that ALR improves prediction accuracy while reducing shared-target discrepancies across rollout origins.

Neural surrogates for Partial Differential Equations (PDEs) are usually trained on synthetic data from numerical simulators. As models grow and scaling laws demand larger datasets, the cost of data generation often outweighs the training cost and becomes the bottleneck in the scaling quest. Unlike data in other domains, however, each PDE sample has a tunable cost that depends on its numerical fidelity, with the resulting cost-accuracy trade-off governed by known convergence rates. We exploit this property by formalizing neural surrogate training as a function of both data quantity and fidelity under a fixed data generation compute budget, treating fidelity as a fine-grained discrete spectrum rather than a binary distinction. Building on this, we show that multi-fidelity training enables Pareto-optimal error scaling against data generation compute. By using simulations at lower fidelities as an additional training signal, training on the optimal fidelity mixture matches the accuracy of high-fidelity-only training, with up to $6.3\times$ less data generation compute across our settings. We validate these findings across six PDE problems spanning structured grids and unstructured meshes, two distinct error sources (discretization and iterative-solver error), and four surrogate architectures, totaling over 7,000 training runs.