HS-FNO: History-Space Fourier Neural Operator for Non-Markovian Partial Differential Equations
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| Format: | Preprint |
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2026
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| _version_ | 1866909035011244032 |
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| author | Shikhman, Lennon J. |
| author_facet | Shikhman, Lennon J. |
| contents | Neural operators provide fast surrogate models for time-dependent partial differential equations, but their standard autoregressive use usually assumes that the instantaneous field $u(t,\cdot)$ is a complete state. This assumption fails for delay equations, distributed-memory systems, and other non-Markovian dynamics: two trajectories may agree at time $t$ and nevertheless have different futures because their histories differ. We introduce the History-Space Fourier Neural Operator (HS-FNO), a neural operator for delay and memory-driven PDEs formulated on the lifted state $u_t(θ,x)=u(t+θ,x)$, $θ\in[-τ,0]$. The key computational step is to decompose one history-state update into a learned predictor for the newly exposed future slice and an exact shift-append transport for the portion of the history window already known from the previous state. This avoids learning deterministic history coordinates, reduces the learned output dimension, and enforces the natural discrete history update. We test HS-FNO on five benchmark families covering delayed reaction--diffusion, spatial epidemiology, nonlocal neural-field dynamics, delayed waves, and distributed-memory closures. Across ten random seeds, HS-FNO attains the lowest aggregate one-step, history-space, and rollout errors among the principal baselines. The largest gain occurs in autoregressive prediction, where aggregate rollout error decreases from $0.241$, $0.188$, and $0.185$ for current-state, lag-stack, and unconstrained history-to-history operators, respectively, to $0.094$. The same model uses fewer parameters than unconstrained history prediction. These results indicate that enforcing the discrete shift structure of history-state evolution is an effective inductive bias for non-Markovian PDE surrogate modeling. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2605_09523 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | HS-FNO: History-Space Fourier Neural Operator for Non-Markovian Partial Differential Equations Shikhman, Lennon J. Machine Learning Computational Engineering, Finance, and Science Numerical Analysis Computational Physics 65M99, 35R10, 68T07 I.2.6; G.1.8; G.1.10 Neural operators provide fast surrogate models for time-dependent partial differential equations, but their standard autoregressive use usually assumes that the instantaneous field $u(t,\cdot)$ is a complete state. This assumption fails for delay equations, distributed-memory systems, and other non-Markovian dynamics: two trajectories may agree at time $t$ and nevertheless have different futures because their histories differ. We introduce the History-Space Fourier Neural Operator (HS-FNO), a neural operator for delay and memory-driven PDEs formulated on the lifted state $u_t(θ,x)=u(t+θ,x)$, $θ\in[-τ,0]$. The key computational step is to decompose one history-state update into a learned predictor for the newly exposed future slice and an exact shift-append transport for the portion of the history window already known from the previous state. This avoids learning deterministic history coordinates, reduces the learned output dimension, and enforces the natural discrete history update. We test HS-FNO on five benchmark families covering delayed reaction--diffusion, spatial epidemiology, nonlocal neural-field dynamics, delayed waves, and distributed-memory closures. Across ten random seeds, HS-FNO attains the lowest aggregate one-step, history-space, and rollout errors among the principal baselines. The largest gain occurs in autoregressive prediction, where aggregate rollout error decreases from $0.241$, $0.188$, and $0.185$ for current-state, lag-stack, and unconstrained history-to-history operators, respectively, to $0.094$. The same model uses fewer parameters than unconstrained history prediction. These results indicate that enforcing the discrete shift structure of history-state evolution is an effective inductive bias for non-Markovian PDE surrogate modeling. |
| title | HS-FNO: History-Space Fourier Neural Operator for Non-Markovian Partial Differential Equations |
| topic | Machine Learning Computational Engineering, Finance, and Science Numerical Analysis Computational Physics 65M99, 35R10, 68T07 I.2.6; G.1.8; G.1.10 |
| url | https://arxiv.org/abs/2605.09523 |