arXiv Machine Learning

Foundation Inference Models for Ordinary Differential Equations

arXiv:2602. 08733v2 Announce Type: replace Abstract: Ordinary differential equations (ODEs) are central to scientific modelling, but inferring their vector fields from noisy trajectories remains challenging.

arXiv Machine Learning
Jun 9

In-Context Learning of Stochastic Differential Equations with Foundation Inference Models

arXiv:2502. 19049v3 Announce Type: replace Abstract: Stochastic differential equations (SDEs) describe dynamical systems where deterministic flows, governed by a drift function, are superimposed with random fluctuations, dictated by a diffusion function.

By Patrick Seifner, Kostadin Cvejoski, David Berghaus, Cesar Ojeda, Ramses J. Sanchez
arXiv Machine Learning
Sep 4

Active learning for data-driven reduced models of parametric differential systems with Bayesian operator inference

The paper presents an active learning framework that enhances data-driven reduced-order models (ROMs) for parametric dynamical systems by intelligently selecting training parameters. Using a Bayesian linear regression version of operator inference, the method quantifies prediction uncertainty to guide sequential adaptive sampling, aiming to improve ROM stability and accuracy across the parameter domain. Numerical experiments on nonlinear PDE systems show that this adaptive strategy outperforms random sampling under the same computational budget.

By Shane A. McQuarrie, Mengwu Guo, Anirban Chaudhuri
arXiv Machine Learning
Jul 21

One-shot acceleration of transient PDE solvers via online-learned preconditioners

arXiv:2509. 08765v4 Announce Type: replace-cross Abstract: Data-driven acceleration of scientific computing workflows has been a high-profile aim of machine learning (ML) for science, with numerical simulation of transient partial differential equations (PDEs) being one of the main applications.

By Mikhail Khodak, Min Ki Jung, Brian Wynne, Edmond Chow, Egemen Kolemen
arXiv Machine Learning
Sep 11

Deep operator learning for efficient sampling from invariant measures of stochastic differential equations

The paper presents an amortized neural sampler that merges operator learning with flow-based methods to efficiently sample from invariant measures of stochastic differential equations (SDEs). By mapping SDE coefficient functions to pushforwards from a reference measure, the approach shifts the sampling cost to an initial training phase, after which new SDE instances can be sampled with a single encoder pass and a few ODE solver steps, independent of mixing time. The framework incorporates Lagrangian trajectory sensors and cross attention to handle high-dimensional problems, and the authors provide theoretical guarantees of expressivity and resolution invariance, demonstrating competitive accuracy and significant speedups over MCMC in 1D, 2D, and 64D SDE families.

By Lin Guo, Li Lei, Jingtong Zhang