SBNO : Schrödinger Bridge Neural Operator for the Forward and Inverse Problems under Missing Information

Recovering complete physical fields from sparse observations is challenging because the measurements may not uniquely determine the underlying state. Diffusion-based PDE solvers address this problem through iterative sampling whereas neural operators provide deterministic one-pass predictions. We propose SCOPE (Sparse-Context Observability-aware Predictive Embeddings) to recover complete PDE fields from sparse observations by coupling full-field latent prediction with physical reconstruction. A shared decoder reconstructs fields from both predicted and complete-view representations so that representation learning is guided by both physical recovery and latent matching. We derive a quadratic risk decomposition at fixed teacher-decoder pairs showing why optimal latent prediction need not yield optimal field reconstruction. We also establish sufficient conditions for decoder improvements on complete inputs to transfer to recovery from partial observations. Experiments across five PDE settings show that SCOPE outperforms mask-aware neural operators on all ten forward and inverse tasks and achieves lower errors than those reported for diffusion-based solvers including DiffusionPDE and FunDPS. Decoder-only adaptation further improves recovery without retraining the backbone while retaining deterministic single-pass inference.

Data assimilation (DA) for systems governed by partial differential equations (PDE) aims to reconstruct full spatiotemporal fields from sparse high-fidelity (HF) observations while respecting physical constraints. While full-grid low-fidelity (LF) simulations provide informative priors in multi-fidelity settings, recovering an HF field consistent with both sparse observations and the governing PDE typically requires per-instance test-time optimization, which becomes a major bottleneck in time-critical applications. To alleviate this, amortized reconstruction using generative models has recently been proposed; however, such approaches rely on full-field HF supervision during training, which is often impractical in real-world settings. From a more realistic perspective, we propose the Physics-Informed Conditional Schrödinger Bridge (PICSB), which transports an informative LF prior toward an observation-conditioned HF posterior without any additional inference-time guidance. To enable learning without HF endpoints, PICSB employs an iterative surrogate-endpoint refresh scheme, and directly incorporates PDE residuals into the training objective while enforcing observations via hard conditioning throughout sampling. Experiments on fluid PDE benchmarks demonstrate that PICSB enables extremely fast spatiotemporal field reconstruction while maintaining competitive accuracy under sparse HF supervision.

Guided sampling with sparse observations and PDE residuals has recently been combined with neural operator priors to solve partial differential equations in function space, their natural setting. We pair such a prior with pseudo-bootstrap sequential Monte Carlo (pBS SMC), a guided sampling framework that accommodates proposals without tractable densities, and introduce a new proposal by adapting the DPM++ algorithm to the guidance setting. Across five benchmark PDE systems this proposal attains the best error--time trade-off at every step count tested, and wrapping it in pBS gives the lowest error on most inverse-problem settings, with the largest gains when few sampling steps are used.