A numerical study into neural network surrogate model performance for uncertainty propagation
Authors: Noah Wade, Kirubel Teferra
Organizations: ASEE Postdoctoral Associate, U.S. Naval Research Laboratory, Washington, DC, 20375, USA · U.S. Naval Research Laboratory, Washington, 20375, DC, USA
Abstract
Neural network surrogate models have emerged as a promising approach to model solution fields for a wide variety of boundary value problems encountered in physical modeling. Stochastic problems represent an area of particularly high interest because of the potential to significantly reduce the repeated evaluation of expensive forward models via traditional numerical solvers when conducting parametric analysis. However, many studies found in the literature primarily focus on the ability of neural network surrogate models to represent deterministic samples or mean field solutions and largely overlook surrogate model performance at the tails of the distribution. The present study examines in detail the ability of neural network surrogate models to capture the full distribution of solution fields over the entire probability space, while emphasis is placed at the tails of the distribution. Serving as a canonical problem is the heat conduction equation with a highly stochastic source term, inducing extremely large variation in the thermal solution field. Comparisons are made between a classic feed-forward fully connected network and a Deep Operator Network architecture, using both data-driven and physics-informed loss functions. Results show that the worst-case prediction errors are an order of magnitude larger than the mean field error, highlighting the importance of the outlier samples. The large errors associated with extreme samples result from the networks having to extrapolate beyond the bounds of the training data. A method for identifying these samples is presented along with a discussion of potential approaches to account of their errors. Among the models considered, the fully connected neural network trained using a weak form residual loss performs best in handling these extrapolated inputs, achieving the highest prediction accuracy for the numerically produced datasets.
Neural operators such as the Fourier Neural Operator (FNO) have emerged as powerful surrogates for solving partial differential equations (PDEs), achieving speedups of several orders of magnitude over traditional numerical solvers. However, deploying these models in safety-critical engineering applications -- such as thermal management of electronic components and battery systems -- requires not only accurate point predictions but also rigorous uncertainty guarantees. Existing uncertainty quantification (UQ) methods for neural operators, including Monte Carlo Dropout and Deep Ensembles, provide only relative uncertainty estimates without formal coverage guarantees. In this work, we propose the first application of split conformal prediction to neural operator-based physics simulation, providing distribution-free prediction intervals with finite-sample coverage guarantees. We further introduce a normalized conformal prediction scheme that leverages MC Dropout uncertainty to produce adaptive-width intervals, yielding tighter intervals in regions of low uncertainty and wider intervals where the model is less certain. Full-scale experiments (33.7M parameters, 800 training samples, 5 ensemble members, NVIDIA V100) on steady-state heat conduction benchmarks demonstrate that our method achieves 89.1% empirical coverage at the target level of alpha=0.1, while producing spatially adaptive prediction intervals that reflect the underlying physical uncertainty structure. We also provide an uncertainty decomposition framework that separates epistemic uncertainty (68% of total) from aleatoric uncertainty (32% of total), offering actionable guidance for data collection and model improvement. Our method is implemented in an open-source platform with REST API endpoints and interactive 3D visualization.
Many scientific systems exhibit uncertainty from stochastic forcing, unresolved degrees of freedom, or imperfect observations, making reliable surrogate forecasting fundamentally distributional rather than pointwise. For such systems, deterministic neural surrogates fail to capture statistical measures and forecast uncertainty. We introduce TRIE, an evaluation framework for stochastic PDE surrogates that asks whether models reproduce invariant measures, provide trustworthy predictive uncertainty, and scale to efficient probabilistic generation. We demonstrate TRIE on two stationary chaotic spatially extended SPDEs, stochastic Kuramoto--Sivashinsky and stochastic Kolmogorov flow, across 11 parameter values. Our evaluation shows that standard pointwise-trained neural surrogates can produce plausible short rollouts while failing to match long-time statistical structure. Approximate uncertainty methods such as Monte Carlo dropout and heteroscedastic Gaussian likelihoods produce stochastic forecasts, but are often miscalibrated and overconfident under temporal and spatial uncertainty diagnostics. Across these criteria, generative models provide the most consistent performance, accurately capturing invariant measure statistics and achieving the lowest CRPS in all reported probabilistic settings. Finally, we show that latent generative models with automatic dimension discovery retain much of this statistical fidelity while reducing Kolmogorov inference time by roughly 12×. We release our code and data at https://github.com/scailab/TRIE-SPDE-Bench to support reproducible evaluation of stochastic PDE forecasting models.
Bharat Srikishan, Javier E. Santos, Nikhil Muralidhar +1
Neural surrogates promise large speedups over classical solvers for physical dynamics but fail silently at sharp dynamical events such as shocks, fronts, and contact. We present hybrid neural world models for physical dynamics: a recipe for training and deploying multi-horizon surrogates in physical state space, where a single network with continuous horizon conditioning is trained with direct supervision against textbook reference solvers to predict any future state at horizon T in one forward pass. Although no part of the training data, loss function, or architecture supervises discontinuity location, the trained surrogate encodes it implicitly, recoverable from its forward passes alone as a per-trajectory error map that concentrates on shocks, fronts, and contacts, and stays small elsewhere. The map is competitive with or better than standard label-free baselines including deep ensembles, learned error heads, gradient-magnitude indicators, and locally-adaptive conformal prediction, while using only a single trained network and requiring no calibration set or governing-equation knowledge. The recipe supports two operating points. Mode 1 runs the surrogate alone for maximum throughput, with same-hardware CPU speedups of 26x to 72x against textbook solvers on the PDE environments. Mode 2 uses the error map to gate a reference-solver fallback, deferring uncertain trajectories and roughly halving the surrogate's residual error at the default operating point. The recipe applies without modification across reaction-diffusion, compressible Euler, and rigid-body collision dynamics.