arXiv:2505.18511cs.LGmath.AP2025-05

首个统一基准框架,专为学习随机偏微分方程而设计。

SPDEBench: An Extensive Benchmark for Learning Stochastic PDEs

  • 构建统一数据生成流程,涵盖正则与奇异型随机偏微分方程。
  • 7种评估指标验证模型在不同条件下的泛化能力与鲁棒性。
  • 适合从事随机时空动力学建模的科研人员和算法开发者使用。

由随机噪声驱动的随机偏微分方程(SPDEs)在湍流、超导体和量子动力学等具有复杂时空演化的物理过程中扮演核心角色。尽管基于机器学习的代理模型在高效逼近此类动态方面展现出潜力,但进展受限于缺乏统一基准与可控数据生成机制,尤其对奇异型SPDEs而言,可靠模拟依赖于需精细处理的重整化数值方案,且数据生成中的细微差异(如噪声近似、基底选择、是否包含重整化)会显著影响数据集与模型评估结果。本文提出SPDEBench,首个面向机器学习驱动的SPDE学习的统一基准。该基准提供1-3维域上周期或狄利克雷边界条件下典型物理与数学意义的SPDEs数据集,覆盖正则与奇异情形。同时集成主流算子学习基线方法,并配备7项评估指标,包括超越标准L²误差的Sobolev与分布度量。基于此,我们系统评估了模型在受控数据变化下的精度、鲁棒性及分布外泛化能力。数值结果显示,具备SPDE先验知识的架构普遍优于通用算子学习基线。该工作确立了可复现、可扩展的基准资源,为随机时空动力学的严谨评估与架构设计开辟路径。

原文摘要 · Abstract (English)

Stochastic Partial Differential Equations (SPDEs) driven by random noise play a central role in modeling physical processes with rough spatio-temporal dynamics, such as turbulence flows, superconductors, and quantum dynamics. Although machine learning (ML)-based surrogate models have shown promise for efficiently approximating such dynamics, progress remains limited by the lack of a unified benchmark with controlled data generation and comprehensive evaluation. This gap is particularly significant for singular SPDEs, for which benchmark datasets are largely unavailable and reliable simulation requires numerically delicate schemes based on renormalization. Moreover, subtle differences in data-generation procedures, such as noise approximation, basis choice, and the inclusion of renormalization, can significantly affect the resulting datasets and, consequently, model evaluation. We introduce SPDEBench, the first unified benchmark for ML-based SPDE learning. SPDEBench provides ready-to-use datasets for physically and mathematically significant SPDEs on 1-3D domains with periodic or Dirichlet boundary condition. Both regular and singular SPDEs are taken into consideration. SPDEBench also incorporates representative ML baselines in operator learning, together with 7 evaluation metrics, including Sobolev and distributional metrics beyond the standard $L^2$-error. Supported by SPDEBench, we conduct systematic evaluations of model accuracy, robustness, and out-of-distribution generalization under controlled data variations. Our numerical results show that SPDE-aware architectures generally achieve stronger performance than generic operator-learning baselines. These findings establish SPDEBench as a reproducible and extensible resource, paving pathway for principled benchmarking and architecture design for stochastic spatio-temporal dynamics.

随机偏微分方程机器学习基准算子学习数据生成

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