Wong--Zakai Convergence and FNO Learning for Stochastic Volterra Equations

We establish approximation and learning guarantees for Fourier neural operators (FNOs) applied to time-$T$ solution operators of dissipative evolution equations. The analysis builds on the premise that FNOs can efficiently approximate and learn solution operators whenever these operators admit stable and accurate spectral discretizations. To formalize this idea, we introduce classes of evolution operators defined through spectral methods and derive FNO approximation bounds and polynomial sample complexity guarantees for these classes. For equations with polynomial nonlinearities, the learning rates depend primarily on the smoothness of the input space and the dimension of the physical domain. Our results hold uniformly over broad families of dissipative equations, rather than for a single fixed PDE, and apply in particular to the Navier--Stokes, Allen--Cahn, and Cahn--Hilliard equations. For equations with non-polynomial smooth nonlinearities, we prove that polynomial sample complexity still holds with rates that now additionally depend on the smoothness of the nonlinear terms and the dissipation strength. Overall, we connect classical spectral approximation theory with modern operator learning and explain when FNOs can learn nonlinear evolution operators efficiently.

Neural operators provide fast surrogate models for time-dependent partial differential equations, but their standard autoregressive use usually assumes that the instantaneous field $u(t,\cdot)$ is a complete state. This assumption fails for delay equations, distributed-memory systems, and other non-Markovian dynamics: two trajectories may agree at time $t$ and nevertheless have different futures because their histories differ. We introduce the History-Space Fourier Neural Operator (HS-FNO), a neural operator for delay and memory-driven PDEs formulated on the lifted state $u_t(θ,x)=u(t+θ,x)$, $θ\in[-τ,0]$. The key computational step is to decompose one history-state update into a learned predictor for the newly exposed future slice and an exact shift-append transport for the portion of the history window already known from the previous state. This avoids learning deterministic history coordinates, reduces the learned output dimension, and enforces the natural discrete history update. We test HS-FNO on five benchmark families covering delayed reaction--diffusion, spatial epidemiology, nonlocal neural-field dynamics, delayed waves, and distributed-memory closures. Across ten random seeds, HS-FNO attains the lowest aggregate one-step, history-space, and rollout errors among the principal baselines. The largest gain occurs in autoregressive prediction, where aggregate rollout error decreases from $0.241$, $0.188$, and $0.185$ for current-state, lag-stack, and unconstrained history-to-history operators, respectively, to $0.094$. The same model uses fewer parameters than unconstrained history prediction. These results indicate that enforcing the discrete shift structure of history-state evolution is an effective inductive bias for non-Markovian PDE surrogate modeling.

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.