A mirror-padded Fourier neural operator can approximate, with proven error bounds, solution maps of path-dependent SDEs and Lipschitz transformations of fractional Brownian motion.
Neural Operator with Regularity Structure for Modeling Dynamics Driven by SPDEs
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abstract
Stochastic partial differential equations (SPDEs) are significant tools for modeling dynamics in many areas including atmospheric sciences and physics. Neural Operators, generations of neural networks with capability of learning maps between infinite-dimensional spaces, are strong tools for solving parametric PDEs. However, they lack the ability to modeling SPDEs which usually have poor regularity due to the driving noise. As the theory of regularity structure has achieved great successes in analyzing SPDEs and provides the concept model feature vectors that well-approximate SPDEs' solutions, we propose the Neural Operator with Regularity Structure (NORS) which incorporates the feature vectors for modeling dynamics driven by SPDEs. We conduct experiments on various of SPDEs including the dynamic Phi41 model and the 2d stochastic Navier-Stokes equation, and the results demonstrate that the NORS is resolution-invariant, efficient, and achieves one order of magnitude lower error with a modest amount of data.
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cs.LG 1years
2025 1verdicts
CONDITIONAL 1representative citing papers
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Fourier Neural Operators for Non-Markovian Processes:Approximation Theorems and Experiments
A mirror-padded Fourier neural operator can approximate, with proven error bounds, solution maps of path-dependent SDEs and Lipschitz transformations of fractional Brownian motion.