Guided Diffusion Sampling on Function Spaces with Applications to PDEs

Fuente: arXiv
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Autori principali: Yao, Jiachen, Mammadov, Abbas, Berner, Julius, Kerrigan, Gavin, Ye, Jong Chul, Azizzadenesheli, Kamyar, Anandkumar, Anima
Natura: Preprint
Pubblicazione: 2025
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author Yao, Jiachen
Mammadov, Abbas
Berner, Julius
Kerrigan, Gavin
Ye, Jong Chul
Azizzadenesheli, Kamyar
Anandkumar, Anima
author_facet Yao, Jiachen
Mammadov, Abbas
Berner, Julius
Kerrigan, Gavin
Ye, Jong Chul
Azizzadenesheli, Kamyar
Anandkumar, Anima
contents We propose a general framework for conditional sampling in PDE-based inverse problems, targeting the recovery of whole solutions from extremely sparse or noisy measurements. This is accomplished by a function-space diffusion model and plug-and-play guidance for conditioning. Our method first trains an unconditional, discretization-agnostic denoising model using neural operator architectures. At inference, we refine the samples to satisfy sparse observation data via a gradient-based guidance mechanism. Through rigorous mathematical analysis, we extend Tweedie's formula to infinite-dimensional Banach spaces, providing the theoretical foundation for our posterior sampling approach. Our method (FunDPS) accurately captures posterior distributions in function spaces under minimal supervision and severe data scarcity. Across five PDE tasks with only 3% observation, our method achieves an average 32% accuracy improvement over state-of-the-art fixed-resolution diffusion baselines while reducing sampling steps by 4x. Furthermore, multi-resolution fine-tuning ensures strong cross-resolution generalizability. To the best of our knowledge, this is the first diffusion-based framework to operate independently of discretization, offering a practical and flexible solution for forward and inverse problems in the context of PDEs. Code is available at https://github.com/neuraloperator/FunDPS
format Preprint
id arxiv_https___arxiv_org_abs_2505_17004
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Guided Diffusion Sampling on Function Spaces with Applications to PDEs
Yao, Jiachen
Mammadov, Abbas
Berner, Julius
Kerrigan, Gavin
Ye, Jong Chul
Azizzadenesheli, Kamyar
Anandkumar, Anima
Machine Learning
Artificial Intelligence
Numerical Analysis
We propose a general framework for conditional sampling in PDE-based inverse problems, targeting the recovery of whole solutions from extremely sparse or noisy measurements. This is accomplished by a function-space diffusion model and plug-and-play guidance for conditioning. Our method first trains an unconditional, discretization-agnostic denoising model using neural operator architectures. At inference, we refine the samples to satisfy sparse observation data via a gradient-based guidance mechanism. Through rigorous mathematical analysis, we extend Tweedie's formula to infinite-dimensional Banach spaces, providing the theoretical foundation for our posterior sampling approach. Our method (FunDPS) accurately captures posterior distributions in function spaces under minimal supervision and severe data scarcity. Across five PDE tasks with only 3% observation, our method achieves an average 32% accuracy improvement over state-of-the-art fixed-resolution diffusion baselines while reducing sampling steps by 4x. Furthermore, multi-resolution fine-tuning ensures strong cross-resolution generalizability. To the best of our knowledge, this is the first diffusion-based framework to operate independently of discretization, offering a practical and flexible solution for forward and inverse problems in the context of PDEs. Code is available at https://github.com/neuraloperator/FunDPS
title Guided Diffusion Sampling on Function Spaces with Applications to PDEs
topic Machine Learning
Artificial Intelligence
Numerical Analysis
url https://arxiv.org/abs/2505.17004