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Optical neural engine for solving scientific partial differential equations

Abstract Solving partial differential equations (PDEs) is the cornerstone of scientific research and development. Data-driven machine learning (ML) approaches are emerging to accelerate time-consuming and computation-intensive numerical simulations of PDEs. Although optical systems offer high-throughput and energy-efficient ML hardware, their demonstration for solving PDEs is limited. Here, we present an optical neural engine (ONE) architecture combining diffractive optical neural networks for Fourier space processing and optical crossbar structures for real space processing to solve time-dependent and time-independent PDEs in diverse disciplines, including Darcy flow equation, the magnetostatic Poisson’s equation in demagnetization, the Navier-Stokes equation in incompressible fluid, Maxwell’s equations in nanophotonic metasurfaces, and coupled PDEs in a multiphysics system. We numerically and experimentally demonstrate the capability of the ONE architecture, which not only leverages the advantages of high-performance dual-space processing for outperforming traditional PDE solvers and being comparable with state-of-the-art ML models but also can be implemented using optical computing hardware with unique features of low-energy and highly parallel constant-time processing irrespective of model scales and real-time reconfigurability for tackling multiple tasks with the same architecture. The demonstrated architecture offers a versatile and powerful platform for large-scale scientific and engineering computations.

Tang, Yingheng (ORCID:0009000153622546)

Dual Representations and H ∞ -Optimal Control of Partial Differential Equations

We consider H ∞ -optimal state-feedback control of the class of linear Partial Differential Equations (PDEs) which admit a Partial Integral Equation (PIE) representation. While linear matrix inequalities are commonly used for optimal control of Ordinary Differential Equations (ODEs), the absence of a universal state-space representation and suitable dual form prevents such methods from being applied to optimal control of PDEs. Specifically, for ODEs, the controller synthesis problem is defined in state-space, and duality is used to resolve the bilinearity of that synthesis problem. Recently, the PIE representation was proposed as a universal state-space representation for linear PDE systems. In this paper, we show that any PDE system represented by a PIE admits a dual PIE with identical stability and I/O properties. This result allows us to reformulate the stabilizing and optimal state-feedback control problems as convex optimization over the cone of positive Partial Integral (PI) operators. Operator inversion formulae then allow us to construct feedback gains for the original PDE system. The results are verified through application to several canonical problems in optimal control of PDEs and indicate the resulting bounds on H ∞ norm are not conservative.

42 ENGINEERING

One-shot learning for solution operators of partial differential equations

Learning and solving governing equations of a physical system, represented by partial differential equations (PDEs), from data is a central challenge in many areas of science and engineering. Traditional numerical methods can be computationally expensive for complex systems and require complete governing equations. Existing data-driven machine learning methods require large datasets to learn a surrogate solution operator, which could be impractical. Here, we propose a solution operator learning method that requires only one PDE solution, i.e., one-shot learning, along with suitable initial and boundary conditions. Leveraging the locality of derivatives, we define a local solution operator in small local domains, train it using a neural network, and use it to predict solutions of new input functions via mesh-based fixed-point iteration or meshfree neural-network based approaches. We test our method on various PDEs, complex geometries, and a practical spatial infection spread application, demonstrating its effectiveness and generalization capabilities.

97 MATHEMATICS AND COMPUTING

Two-Scale Neural Networks for Partial Differential Equations with Small Parameters

We propose a two-scale neural network method for solving partial differential equations (PDEs) with small parameters using physics-informed neural networks (PINNs). We directly incorporate the small parameters into the architecture of neural networks. The proposed method enables solving PDEs with small parameters in a simple fashion, without adding Fourier features or other computationally taxing searches of truncation parameters. Various numerical examples demonstrate reasonable accuracy in capturing features of large derivatives in the solutions caused by small parameters.

97 MATHEMATICS AND COMPUTING

Active operator learning with predictive uncertainty quantification for partial differential equations

With the increased prevalence of neural operators being used to provide rapid solutions to partial differential equations (PDEs), understanding the accuracy of model predictions and the associated error levels is necessary for deploying reliable surrogate models in scientific applications. Existing uncertainty quantification (UQ) frameworks employ ensembles or Bayesian methods, which can incur substantial computational costs during both training and inference. Here, we propose a lightweight predictive UQ method tailored for Deep operator networks (DeepONets) that also generalizes to other operator networks. Numerical experiments on linear and nonlinear PDEs demonstrate that the framework’s uncertainty estimates are unbiased and provide accurate out-of-distribution uncertainty predictions with a sufficiently large training dataset. Our framework provides fast inference and uncertainty estimates that can efficiently drive outer-loop analyses that would be prohibitively expensive with conventional solvers. We demonstrate how predictive uncertainties can be used in the context of Bayesian optimization and active learning problems to yield improvements in accuracy and data-efficiency for outer-loop optimization procedures. In the active learning setup, we extend the framework to Fourier Neural Operators (FNO) and describe a generalized method for other operator networks. To enable real-time deployment, we introduce an inference strategy based on precomputed trunk outputs and a sparse placement matrix, reducing evaluation time by more than a factor of five. Our method provides a practical route to uncertainty-aware operator learning in time-sensitive settings.

97 MATHEMATICS AND COMPUTING

Generalized fractional approach to solving partial differential equations with arbitrary dispersion relations

The dynamics of physical systems are typically modeled by partial differential equations (PDEs). Because of the complexity in physical systems, PDE models rely on approximations or limiting cases. To model the full complexity of physical systems, it is necessary to use multiscale approaches where appropriate models are used at each level. Alternatively, complexity can be directly tackled by fractional integrodifferential equations that must be derived for each system. Here, we argue that complexity can be restored in PDEs by describing them from a fractional calculus perspective. Rather than deriving a fractional integrodifferential equation, we reinterpret the dispersion relation of the system by use of the Riesz definition, which contains the required information relating the energy and momentum space of the system and thus fully describes their dynamics. The approach is demonstrated by two examples: the Landau–Lifshitz equation in a 1D ferromagnetic chain and a modified KdV equation supporting surface gravity waves or Euler dispersion. The presented approach is applicable to fluids, soft matter, and solid-state matter and can be readily generalized to higher dimensions and more complex systems. While numerical calculations are needed to determine the fractional operator, the approach is analytical and can be utilized to determine analytical solutions and investigate nonlinear problems.

97 MATHEMATICS AND COMPUTING

A score-based diffusion model approach for adaptive learning of stochastic partial differential equation solutions

In this paper, we propose a novel framework for adaptively learning the time-evolving solutions of stochastic partial differential equations (SPDEs) using score-based diffusion models within a recursive Bayesian inference setting. SPDEs play a central role in modeling complex physical systems under uncertainty, but their numerical solutions often suffer from model errors and reduced accuracy due to incomplete physical knowledge and environmental variability. To address these challenges, we encode the governing physics into the score function of a diffusion model using simulation data and incorporate observational information via a likelihood-based correction in a reverse-time stochastic differential equation. This enables adaptive learning through iterative refinement of the solution as new data becomes available. To improve computational efficiency in high-dimensional settings, we introduce the ensemble score filter, a training-free approximation of the score function designed for real-time inference. Numerical experiments on benchmark SPDEs demonstrate the accuracy and robustness of the proposed method under sparse and noisy observations.

97 MATHEMATICS AND COMPUTING

Quantum mechanical closure of partial differential equations with symmetries

We develop a statistical framework for the dynamical closure of spatiotemporal dynamics governed by partial differential equations. Employing the mathematical framework of quantum mechanics to embed the original classical dynamics into a quantum mechanical representation, we use the space of quantum density operators to model the unresolved degrees of freedom of the original dynamics in a statistical sense, and the framework of quantum measurement to predict their contributions to the resolved dynamics. The embedded dynamics is discretized by a positivity preserving process, leading to a compressed representation that is invariant under the dynamical symmetries of the resolved dynamics. We present a data based formulation of the closure scheme and apply it to a closure problem for the shallow water equations. The numerical results demonstrate that our closure model can accurately predict the main features of the true dynamics, including for out of sample initial conditions.

Delay embedding

From disorganized data to emergent dynamic models: Questionnaires to partial differential equations

Starting with sets of disorganized observations of spatially varying and temporally evolving systems, obtained at different (also disorganized) sets of parameters, we demonstrate the data-driven derivation of parameter dependent, evolutionary partial differential equation (PDE) models capable of generating the data. This tensor type of data is reminiscent of shuffled (multidimensional) puzzle tiles. The independent variables for the evolution equations (their “space” and “time”) as well as their effective parameters are all emergent , i.e. determined in a data-driven way from our disorganized observations of behavior in them. We use a diffusion map based questionnaire approach to build a smooth parametrization of our emergent space/time/parameter space for the data. This approach iteratively processes the data by successively observing them on the “space,” the “time” and the “parameter” axes of a tensor. Once the data become organized, we use machine learning (here, neural networks) to approximate the operators governing the evolution equations in this emergent space. Our illustrative examples are based (i) on a simple advection–diffusion model; (ii) on a previously developed vertex-plus-signaling model of Drosophila embryonic development; and (iii) on two complex dynamic network models (one neuronal and one coupled oscillator model) for which no obvious smooth embedding geometry is known a priori. This allows us to discuss features of the process like symmetry breaking, translational invariance, and autonomousness of the emergent PDE model, as well as its interpretability.

generative models

Reduced basis approximations of parameterized dynamical partial differential equations via neural networks

Projection-based reduced order models are effective at approximating parameter-dependent differential equations that are parametrically separable. When parametric separability is not satisfied, which occurs in both linear and nonlinear problems, projection-based methods fail to adequately reduce the computational complexity. Devising alternative reduced order models is crucial for obtaining efficient and accurate approximations to expensive high-fidelity models. In this work, we develop a timestepping procedure for dynamical parameter-dependent problems, in which a neural-network is trained to propagate the coefficients of a reduced basis expansion. This results in an online stage with a computational cost independent of the size of the underlying problem. Here, we demonstrate our method on several parabolic partial differential equations, including a problem that is not parametrically separable.

97 MATHEMATICS AND COMPUTING

Hierarchical Gaussian Random Field Sampling for Multilevel Markov Chain Monte Carlo: Coupling Stochastic Partial Differential Equation and the Karhunen–Loève Decomposition

This work introduces structure preserving hierarchical decompositions for sampling Gaussian random fields (GRFs) within the context of multilevel Bayesian inference in high-dimensional space. Existing scalable hierarchical sampling methods, such as those based on stochastic partial differential equations (SPDEs), often reduce the dimensionality of the sample space at the cost of accuracy of inference. Other approaches, such that those based on Karhunen-Loève (KL) expansions, offer sample space dimensionality reduction but sacrifice GRF representation accuracy and ergodicity of the Markov chain Monte Carlo (MCMC) sampler and are computationally expensive for high-dimensional problems. The proposed method integrates the dimensionality reduction capabilities of KL expansions with the scalability of SPDE-based sampling, thereby providing a robust, unified framework for high-dimensional uncertainty quantification (UQ) that is scalable and accurate, preserves ergodicity, and offers dimensionality reduction of the sample space. The hierarchy in our multilevel algorithm is derived from the geometric multigrid hierarchy. By constructing a hierarchical decomposition that maintains the covariance structure across the levels in the hierarchy, the approach enables efficient coarse-to-fine sampling while ensuring that all samples are drawn from the desired distribution. The effectiveness of the proposed method is demonstrated on a benchmark subsurface flow problem, demonstrating its effectiveness in improving computational efficiency and statistical accuracy. Furthermore, our proposed technique is more efficient and accurate and displays better convergence properties than existing methods for high-dimensional Bayesian inference problems.

Gaussian random fields

Stability-preserving Lossy Compression for Large-scale Partial Differential Equations

Checkpoint/Restart (C/R) strategies are vital for fault tolerance in PDE-based scientific simulations, yet traditional checkpointing incurs significant I/O overhead. Lossy compression offers a scalable solution by reducing checkpoint data size, but conventional methods often lack control over physical invariants (e.g., energy), leading to instability such as oscillations or divergence in Partial Differential Equations (PDE) systems. This paper introduces a stability-preserving compression approach tailored for PDE simulations by explicitly controlling kinetic and potential energy perturbations to ensure stable restarts. Extensive experiments conducted across diverse PDE configurations demonstrate that our method maintains numerical stability with minimal error magnification—even across multiple checkpoint-restart cycles—outperforming state-of-the-art lossy compressors. Parallel evaluations on the Frontier supercomputer show up to 8.4× improvement in checkpoint write performance and 6.3× in read performance, while maintaining relative L2 errors ∼ 2e-6 throughout continued simulation. These results provide practical guidance for balancing compression accuracy, stability, and computational efficiency in large-scale PDE applications.

Gong, Qian [ORNL] (ORCID:0000000235704142)

Solving high-dimensional partial integral differential equations: The finite expression method

Partial integro-differential equations (PIDEs) have broad applications in the sciences, from electro-magnetism to options pricing. Here, in this paper, we introduce a new finite expression method (FEX) to solve PIDEs. This approach builds upon the original FEX and its inherent advantages with new advances: 1) A novel method of parameter grouping is proposed to reduce the number of coefficients in high-dimensional function approximation; 2) A Taylor series approximation method is implemented to significantly improve the computational efficiency and accuracy of the evaluation of the integral terms of PIDEs. The new FEX based method, denoted FEX-PG to indicate the addition of the parameter grouping (PG) step to the algorithm, provides both high accuracy and interpretable numerical solutions, with the outcome being an explicit equation that facilitates intuitive understanding of the underlying solution structures. These features are often absent in traditional methods, such as finite element methods (FEM) and finite difference methods, as well as in deep learning-based approaches. To benchmark our method against recent advances, we apply the new FEX-PG to solve benchmark PIDEs in the literature. In high-dimensional settings, FEX-PG exhibits strong and robust performance, achieving relative errors on the order of single precision machine epsilon, significantly outperforming existing approaches based on neural networks.

Combinatorial optimization

Computationally efficient and error aware surrogate construction for numerical solutions of subsurface flow through porous media

Limiting the injection rate to restrict the pressure below a threshold at a critical location can be an important goal of simulations that model the subsurface pressure between injection and extraction wells. The pressure is approximated by the solution of Darcy’s partial differential equation for a given permeability field. The subsurface permeability is modeled as a random field since it is known only up to statistical properties. This induces uncertainty in the computed pressure. Solving the partial differential equation for an ensemble of random permeability simulations enables estimating a probability distribution for the pressure at the critical location. These simulations are computationally expensive, and practitioners often need rapid online guidance for real-time pressure management. An ensemble of numerical partial differential equation solutions is used to construct a Gaussian process regression model that can quickly predict the pressure at the critical location as a function of the extraction rate and permeability realization. The Gaussian process surrogate analyzes the ensemble of numerical pressure solutions at the critical location as noisy observations of the true pressure solution, enabling robust inference using the conditional Gaussian process distribution. Our first novel contribution is to identify a sampling methodology for the random environment and matching kernel technology for which fitting the Gaussian process regression model scales as O ( n log n ) instead of the typical O ( n 3 ) rate in the number of samples n used to fit the surrogate. The surrogate model allows almost instantaneous predictions for the pressure at the critical location as a function of the extraction rate and permeability realization. Our second contribution is a novel algorithm to calibrate the uncertainty in the surrogate model to the discrepancy between the true pressure solution of Darcy’s equation and the numerical solution. Finally, although our method is derived for building a surrogate for the solution of Darcy’s equation with a random permeability field, the framework broadly applies to solutions of other partial differential equations with random coefficients.

54 ENVIRONMENTAL SCIENCES

Symmetry Determining Equations of the Euler Equations

This purpose of this document is to provide a clear derivation of the symmetry determining equations (SDEs) of the Euler equations to supplement the lecture document. The Euler equations are a coupled system of three first-order quasilinear hyperbolic partial differential equations (PDEs). The Euler equations are a system of partial differential equations (PDEs) for fluid velocity v(t, r), fluid density ρ(t, r), and fluid pressure P(t, r), where t is time and r is the spatial coordinate.

97 MATHEMATICS AND COMPUTING