We introduce NAGO, a noise-aware generative operator for efficient sampling from invariant measures of stochastic partial differential equations (SPDEs) in function space. Our central idea is to treat the source measure as a design variable rather than a fixed Gaussian default. We establish admissibility conditions for well-defined infinite-dimensional flows and show that the finite-band source--target covariance ratio controls the spectral stiffness of the marginal velocity field. This analysis yields an admissibility-constrained spectral-matching rule: choose a source that is sufficiently rough for well-posedness, then minimize covariance mismatch over the resolved Fourier modes. On three representative stochastic-field benchmarks, this source design improves few-step spectral accuracy and several complementary distributional and physical statistics. In a controlled Matern-field ablation, it reduces the accurate RK4 budget from about 30 steps for Gaussian functional flow matching to 3--5 steps, a 6--10× reduction in neural ODE evaluations. These gains are strongest for stationary multiscale fields and depend on the metric, resolution, and guidance protocol.
Figures & tables
Figure 1: The structure of the NAGO model.
Matérn
Gaussian
White
Smoothness α
>d/2
0
0
Range parameter κ
>0
–
–
Normalized
–
Yes
No
Table 1: Comparison of different random fields.
Figure 2: Samples under various noise distributions and the target distribution, their spectra, and the marginal velocity fields at different frequencies for each noise type.
Figure 3: Noise-source comparison on the Matérn-field (top) and SNS (bottom) benchmarks. Columns show representative samples or spectra, error versus solver budget, cross-resolution spectra, and guided reconstruction loss, respectively.
Noise
Model/Steps
Matérn Field (×10−3)
Stochastic Allen–Cahn (×10−3)
Stochastic NS (×10−2)
C1(5)
C2(10)
C3(50)
C1(5)
C2(10)
C3(50)
C1(5)
C2(10)
Matérn
FNO
1.70
0.638
1.44
0.553
0.778
0.612
4.44
4.40
UNet
312
342
275
30.7
32.1
32.7
7.27
7.55
Gaussian
FNO
113
5.66
1.52
7.16
2.31
0.899
5.11
9.03
UNet
2860
2700
2760
7.99
6.03
4.84
44.7
28.7
White
FNO
1.77×104(20)
8930(50)
1780(100)
204
5.16
1.20
5220
2670
Table 2: Log-MSE for different test cases. Values in parentheses indicate the number of ODE integration steps used during inference. Best results are highlighted in bold.
Steps
Matérn + FNO
Gaussian + FNO
Matérn + U-Net
Gaussian + U-Net
L2
MSE
L2
MSE
L2
MSE
L2
MSE
100
8.42×10−2
7.27×10−3
1.16×10−1
2.83×10−2
6.26×10−2
4.01×10−3
3.10×10−1
9.85×10−2
500
1.03×10−1
1.08×10−2
1.59×10−1
2.62×10−2
2.76×10−1
7.85×10−2
1.52
2.37
1000
8.70×10−2
7.75×10−3
1.53×10−1
2.39×10−2
4.66×10−1
2.27×10−1
1.98
4.04
Table 3: Sampling with guidance for the SNS benchmark.
Appendix figures & tables17 assets
Supplementary material from the paper’s appendix.
Appendix
Figure 4: Matern Fields with different ν,ℓ
Figure 5: Covariance of Matern Fields with different ν,ℓ
Method
Model
Noise
Vanilla FM [ Lipman et al., ]
U-Net
Gaussian
FFM [ Kerrigan et al., 2023 ]
FNO
Gaussian
DiffusionPDE [ Huang et al., 2024 ]
FNO
Gaussian
GAN [ Goodfellow et al., 2014 ]
U-Net
–
VAE [ Kingma and Welling, 2013 ]
U-Net
–
GANO [ Rahman et al., 2022 ]
FNO
–
Appendix
Table 4: Summary of baseline methods.
Figure 6: Qualitative comparison across three cases: Matérn, SAC, and SNS. The first row shows ground-truth samples, and the second row shows samples generated by NAGO .
Figure 7: Matern Field generated at different resolutions. Samples generated at resolution 64 (1st column), 32 (2nd column), 16 (3rd column) with (First row) NAGO and (Second row) FFM
Figure 8: Matern Field generated at different resolutions.
Figure 9: Matérn cases (Generation with guidance). (a) Ground Truth. (b) Low resolution with 25% observation. Mean, standard deviation, and reconstruction MSE loss of 200 samples generated with (c, d, e) NAGO (f, g, h) gaussian noise.
Figure 10: SNS cases (Generation with guidance). (a) Ground Truth. (b) Low resolution with 25% observation. Mean, reconstruction absolute error, and standard deviation of 200 samples generated with (First row) NAGO (Second row) gaussian noise.
ν0
0.5
1.0
1.5
2.0
3.0
6.0
lMSE
1.90e-3
2.91e-3
2.92e-3
8.94e-3
2.28e-2
6.78
Appendix
Table 5: Source-smoothness sweep on the Matérn-field target (lower is better).
Source
ℓ0=0.01
ℓ0=0.05
ℓ0=0.10
ℓ0=0.20
Gaussian
lMSE
2.995e-3
5.520e-4
1.134e-3
2.241e-3
5.888e-3
Appendix
Table 6: Source length-scale sweep at ν0=0.5 , with a discretized Gaussian reference.
Steps
3
5
10
20
30
50
Gaussian
0.2673
0.09294
0.006363
0.005474
0.002138
0.002232
Matérn
0.001339
0.000621
0.000688
0.000850
0.001247
0.001112
Appendix
Table 7: Controlled RK4 sweep on the 642 Matérn target (lMSE, lower is better).
Method
MMD 2
std. W1
JS
S2
S4
KE
Enstrophy
Palinstrophy
Vort. corr.
Gaussian (10)
0.003676
0.07487
0.002247
0.1895
0.3506
0.1885
0.1786
0.2262
0.01711
NAGO (5)
0.001418
0.04575
0.000798
0.1450
0.2768
0.1330
0.1095
0.1470
0.01977
Appendix
Table 8: SNS distributional errors (lower is better).
Source
Angle error ( ∘ )
Ratio error
2D power L1
Log-power MSE
Gaussian
0.1310
0.01192
0.04611
0.002929
Isotropic Matérn
0.0815
0.01170
0.03955
0.002563
Appendix
Table 9: Stationary anisotropic Matérn target with 1,024 samples and ten RK4 steps.
Figure 11: Qualitative samples for the stationary anisotropic Matérn target. Rows show unpaired draws from the target distribution, the Gaussian-source model, and the isotropic Matérn-source model. All panels use the same symmetric color scale.
Figure 12: Comparison of guided losses under different noise settings.
Figure 13: Comparison of guided losses under different noise settings.
Steps
Source
Observed MSE
Mean MSE
Spectral lMSE
3
Gaussian
1.136
0.510
0.2665
3
Matérn
1.817
0.907
0.00259
100
Gaussian
0.977
0.450
0.02620
100
Matérn
1.741
0.893
0.07456
Appendix
Table 10: Fixed-total-guidance control on the Matérn target (lower is better).
Flow-based generative modeling learns probability transports from simple noise to data for fast sampling, density estimation, and controllable generation.
We introduce an amortized neural sampler that combines operator learning with flow methods for sampling. It maps SDE coefficient functions to pushforwards from a reference measure to the invariant measures, enabling efficient sampling across families of stochastic differential equations. Our framework shifts traditional sampling cost to an initial training phase, after which new SDE instances require only one encoder pass and a few ODE solver steps, independent of mixing time. To handle problems in high dimensions, we use Lagrangian trajectory sensors for the coefficient functions and cross attention in the architecture. We also theoretically establish the expressivity and resolution invariance of our framework. Experiments on 1D and 2D SDE families show competitive accuracy with substantial speedups over MCMC in regimes with slow mixing, transfer across sensor counts, and demonstration results on a 64D interacting particle SDE where traditional grid approaches are infeasible.
Ling Guo, Lei Li, Jingtong Zhang
Department of Mathematics, Shanghai Normal University, Shanghai, China · School of Mathematical Sciences, Shanghai Jiao Tong University, Shanghai, China · Institute of Natural Sciences, MOE-LSC, Shanghai Jiao Tong University, Shanghai, China
Neural operators efficiently simulate dynamical systems by repeatedly predicting the next state. However, small errors at each step can accumulate, causing long-term predictions to drift from the true trajectory. Long-term error reflects both the propagation of earlier prediction errors and new errors introduced at each step. How to reduce these errors is therefore a critical question. We propose the Spectral Generator Neural Operator (SGNO), which combines a linear estimate of the next state with a learned correction. The linear component uses consecutive states in the training data to fit a map from the current state to the next. A neural network corrects this prediction by learning changes that the linear model does not capture, including nonlinear interactions. Both components are trained jointly toward the same next-state target. Experiments across 13 periodic PDE configurations in one to three dimensions show that SGNO accurately learns state evolution on linear tasks and reduces 100-step rollout error by 13-74% over the strongest baseline under the main comparison protocol on each nonlinear task. Longer-horizon extrapolation tests show lower late-window prediction errors on several nonlinear tasks. These results show that combining fitted propagation with learned state-dependent correction can improve long-horizon autoregressive prediction on the evaluated PDE tasks. Code is available at https://github.com/cruiseresearchgroup/SGNO.
Reconstructing PDE solutions from sparse observations is a core challenge in scientific computing. We present FM4PDE, a flow-matching generative framework that learns the joint distribution of PDE coefficients (or initial states) and solutions (or final states), enabling both forward simulation and inverse recovery with limited paired data. At inference, sampling is guided by a composite loss that enforces agreement with sparse measurements and reduces the PDE residual; we support deterministic, stochastic, and hybrid samplers. We provide error guarantees for these guided procedures. For the deterministic optimizer, a coercivity condition ensures trajectory boundedness and a phase-wise contraction yields logarithmic complexity in the target accuracy. For the stochastic sampler, we introduce adaptive guidance and assume dissipativity of the velocity field to obtain uniform moment bounds independent of the noise-floor parameter. This leads to polynomial-time error bounds, and a matching lower bound shows constant guidance induces an unavoidable positive bias, motivating adaptivity. A hybrid deterministic-stochastic analysis is also provided. Experiments on static and time-dependent benchmark PDEs demonstrate competitive accuracy and faster inference than diffusion-based generative models.
Xifeng Zhang, Jin Zhao
School of Mathematical Science Capital Normal University Beijing, 100048, China · Academy for Multidisciplinary Studies Capital Normal University2026 Beijing, 100048, China