Sampling from Neural Operator Priors to Solve Partial Differential Equations
Authors: Andrew Millard, Joshua Murphy, Zheng Zhao
Organizations: Department of Computer and Information Science, Linköping University, Sweden. · Department of Political Science, Trinity College Dublin, Ireland.
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.
Figures & tables
Darcy Flow †
K
DPS
SOSaG
G-DPM++
E
E×t
E
E×t
+pBS
E
E×t
+pBS
25
0.1918
1.5881
0.1850
1.3234
0.1527
0.1588
0.6706
0.1203
50
0.1252
2.1180
0.1333
1.8811
0.1071
0.1196
1.0048
0.0937
100
0.0949
3.2017
0.1026
2.8351
0.0836
0.0926
1.5665
0.0770
150
0.0812
4.0898
0.0892
3.7497
0.0735
0.0807
2.0726
0.0716
Table 1: Relative L2 error ( E ) and efficiency ( E×t ) across all PDE benchmarks, where t is wall-clock time in seconds. +pBS columns give the error of each proposal wrapped in the pBS SMC framework. Best E and best E×t per row in bold . † Darcy Flow reports error rate rather than relative L2 error.
Figure 1: Sampler error vs. wall-clock time (efficiency) across the five PDE benchmarks. Each curve traces the trade-off between accuracy and compute as the number of sampling steps is varied; lower-and-leftward is better.
Appendix figures & tables15 assets
Supplementary material from the paper’s appendix.
Appendix
Figure 2: Contour plot of the coefficient and solution fields overlayed with the observed values (highlighted pixels) for each PDE. The top row shows the coefficient field and the bottom row shows the solution field.
PDE
Solver
25 steps
50 steps
100 steps
150 steps
200 steps
500 steps
Darcy
DPM++
0.0703
0.0409
0.0355
0.0347
0.0343
0.0330
DPS
0.1011
0.0457
0.0346
0.0340
0.0324
0.0316
G-DPM++ pBS
0.0425
0.0368
0.0353
0.0339
0.0344
0.0339
SOSaG pBS
0.0665
0.0434
0.0381
0.0374
0.0354
0.0339
SOSaG
0.0864
0.0452
0.0377
0.0354
0.0362
0.0343
Helmholtz
DPM++
0.0953
0.0605
0.0432
0.0390
0.0343
0.0300
Appendix
Table 2: Forward problems: relative L2 error. Bold indicates best performance per column within each PDE.
Solver
Forward wins
Inverse wins
Combined wins
Combined (%)
DPS
17
4
21
35.0%
DPM++
4
2
6
10.0%
G-DPM++ pBS
8
23
31
51.7%
SOSaG
0
0
0
0.0%
SOSaG pBS
1
1
2
3.3%
Total
30
30
60
100%
Appendix
Table 3: Number of step-count slots (out of 6 per PDE) where each solver achieves the lowest error. Forward: 5 PDEs × 6 steps = 30 slots. Inverse: 5 PDEs × 6 steps = 30 slots. Combined total: 60 slots.
Forward Problem
Inverse Problem
PDE
Steps
Solver
TC 1
TC 50
TC 100
TC 500
TC 1000
TC 1
TC 50
TC 100
TC 500
TC 1000
Darcy Flow
25 steps
DPS
0.1011
–
–
–
–
0.1918
–
–
–
–
SOSaG-pBS
0.0665
0.0495
0.0513
0.0501
0.0466
0.1527
0.1236
0.1223
0.1208
0.1195
G-DPM++-pBS
0.0425
0.0424
0.0429
0.0408
0.0423
0.1203
0.1130
0.1121
0.1124
0.1122
50 steps
DPS
0.0457
–
–
–
–
0.1252
–
–
–
–
SOSaG-pBS
0.0434
0.0384
0.0380
0.0367
0.0385
0.1071
0.0955
0.0891
0.0919
0.0899
Appendix
Table 4: Temper constant and steps ablation for pBS SMC methods (relative L2 error), including DPS at temperature 1 (DPS has no defined temper constant, so it is reported only in the TC 1 column; ‘–’ marks cells without data). Bold indicates the best result among DPS, SOSaG-pBS, and G-DPM++-pBS across all temper constants, for each Steps block, reported separately for the forward and inverse problems.
Solver
Forward wins
Inverse wins
Combined wins
Combined (%)
DPS
12
1
13
26.0%
SOSaG pBS
1
5
6
12.0%
G-DPM++ pBS
12
19
31
62.0%
Total
25
25
50
100%
Appendix
Table 5: Number of (PDE, Steps) slots (out of 25 per problem type) where each solver achieves the lowest error, best result taken across all temper constants for that PDE and step count. Forward: 5 PDEs × 5 steps = 25 slots. Inverse: 5 PDEs × 5 steps = 25 slots. Combined total: 50 slots.
Figure 3: Temper constant ablation across step counts for the forward PDE problems. Generally we find that the tempering parameter value is not correlated with performance.
Figure 4: Temper constant ablation across step counts for the inverse PDE problems. We find in the inverse problems that the correlation between the tempering parameter value and relative error is a lot stronger than the forward problems. Darcy Flow and Poisson in particular show strong correlations between better relative error and a higher tempering parameter. We also notice that the increased performance is more pronounced at higher step counts.
Figure 5: Inverse problem coefficient reconstruction a . 25 sampling steps.
Figure 6: Inverse problem solution field reconstruction u . 25 sampling steps.
Figure 7: Inverse problem coefficient reconstruction a . 50 sampling steps.
Figure 8: Inverse problem solution field reconstruction u . 50 sampling steps.
Figure 9: Inverse problem coefficient reconstruction a . 100 sampling steps.
Figure 10: Inverse problem solution field reconstruction u . 100 sampling steps.
Figure 11: Inverse problem coefficient reconstruction a . 500 sampling steps.
Figure 12: Inverse problem solution field reconstruction u . 500 sampling steps.
Recovering Partial Differential Equation (PDE) coefficient fields from extremely sparse observations is a severely ill-posed inverse problem for which generative machine learning methods (e.g., diffusion models) have become a leading way to encode the prior. Recent state-of-the-art diffusion solvers lift these priors to function spaces, finding a physics-consistent reconstruction in the output space of the diffusion denoiser. We prove that, in a discontinuous PDE setting, output space methods can result in failure to appropriately minimize the unobserved error with the correct coefficient field. Consequently, we propose Function space Backward-Consistent Sampling (FunBCS), an input space optimization approach for solving PDE problems which aims to find the best input such that the denoiser reconstruction is physics-consistent. We then prove that FunBCS appropriately minimizes the unobserved error, unlike output space optimization methods. Per our theoretical analysis, we also provide insights on how to dynamically allocate the number of input space optimization steps used throughout the sampling process. Our evaluations, across four PDE inverse problems (including the discontinuous Darcy flow), demonstrate that FunBCS reduces the reconstruction error by 27-64% while running 1.4-2.1× faster when compared to the current state-of-the-art.
Yida Pan, Muhammad H. Ashiq, Chanyong Jung +4
University of Michigan · Los Alamos National Laboratory
Partial differential equation (PDE) surrogate modeling often relies on either dense observations or access to governing equations/physics constraints. In practice, observations can be sparse and partial, and the underlying physics may be partially specified or unavailable. We introduce SBNO, an equation-free paired-data diffusion bridge matching framework that learns conditional operators for both forward and inverse PDE problems under partial observations. SBNO uses diffusion Schrödinger bridge matching to learn a pair of time-dependent drifts from a mask-aware endpoint coupling that preserves empirical input-solution pairing during training and supports both PDE-task directions within a single framework. At inference time, SBNO produces a deterministic point reconstruction by integrating the probability-flow ODE constructed from the learned drift pair, without inference-time observation or PDE guidance-weight tuning. On five PDE benchmarks with 5% observations, SBNO achieves superior or comparable accuracy to baselines while demonstrating lower test-instance error dispersion. Furthermore, SBNO is at least 9.7× faster and reduces GPU memory by at least 4.3× compared to guided-diffusion baselines.
Neural operators are widely used as surrogate solution maps for partial differential equations (PDEs), but full-size models can be costly to store, deploy, and evaluate in many-query scientific workflows. This work introduces Operator Boosting, a stagewise residual-learning framework for constructing compact neural-operator surrogates directly, rather than training a large model and compressing it afterward. Starting from the empirical mean predictor in normalized output coordinates, the method trains a sequence of tiny same-family neural operators on residual fields and incorporates each correction through validation-selected shrinkage. We instantiate the framework with Fourier neural operators (FNOs), DeepONets, and convolutional neural operators (CNOs), and compare boosted tiny stacks against full-size monolithic baselines across one-, two-, and three-dimensional PDE benchmarks from PDEBench, APEBench, and The Well. Across 30 dataset-architecture pairs, 21 show positive mean accuracy gains and 17 have positive confidence intervals, while all boosted stacks reduce trainable parameter count by approximately 72-95%. Best-model comparisons show empirical Pareto improvements on 7 of 10 completed PDE benchmarks, including two-dimensional Navier-Stokes, shallow-water dynamics, Darcy flow, one-dimensional transport and reaction systems, and three-dimensional compressible Navier-Stokes. These results show that Operator Boosting often improves the empirical accuracy-parameter Pareto frontier of neural PDE surrogates, while also exposing PDE- and architecture-dependent regimes where residual boosting fails to offset compression.
Lennon J. Shikhman
Georgia Institute of Technology College of Computing Atlanta, Georgia, USA