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Deep Generalized Schrödinger Bridge

Neural Information Processing Systems

Mean-Field Game (MFG) serves as a crucial mathematical framework in modeling the collective behavior of individual agents interacting stochastically with a large population. In this work, we aim at solving a challenging class of MFGs in which the differentiability of these interacting preferences may not be available to the solver, and the population is urged to converge exactly to some desired distribution. These setups are, despite being well-motivated for practical purposes, complicated enough to paralyze most (deep) numerical solvers. Nevertheless, we show that Schrödinger Bridge -- as an entropy-regularized optimal transport model -- can be generalized to accepting mean-field structures, hence solving these MFGs. This is achieved via the application of Forward-Backward Stochastic Differential Equations theory, which, intriguingly, leads to a computational framework with a similar structure to Temporal Difference learning. As such, it opens up novel algorithmic connections to Deep Reinforcement Learning that we leverage to facilitate practical training. We show that our proposed objective function provides necessary and sufficient conditions to the mean-field problem. Our method, named Deep Generalized Schrödinger Bridge (DeepGSB), not only outperforms prior methods in solving classical population navigation MFGs, but is also capable of solving 1000-dimensional opinion depolarization, setting a new state-of-the-art numerical solver for high-dimensional MFGs. Our code will be made available at https://github.com/ghliu/DeepGSB.


A Bridging Framework for Model Optimization and Deep Propagation

Neural Information Processing Systems

However, generally designed schematic iterations may hard to investigate complex data distributions in real-world applications. Recently, training deep propagations (i.e., networks) has gained promising


Bayesian Nonlinear PDE Inference via Gaussian Process Collocation with Application to the Richards Equation

Yang, Yumo, Bouazza, Anass Ben, Dong, Xuejun, Zhou, Quan

arXiv.org Machine Learning

The estimation of unknown parameters in nonlinear partial differential equations (PDEs) offers valuable insights across a wide range of scientific domains. In this work, we focus on estimating plant root parameters in the Richards equation, which is essential for understanding the soil-plant system in agricultural studies. Since conventional methods are computationally intensive and often yield unstable estimates, we develop a new Gaussian process collocation method for efficient Bayesian inference. Unlike existing Gaussian process-based approaches, our method constructs an approximate posterior distribution using samples drawn from a Gaussian process model fitted to the observed data, which does not require any structural assumption about the underlying PDE. Further, we propose to use an importance sampling procedure to correct for the discrepancy between the approximate and true posterior distributions. As an alternative, we also devise a prior-guided Bayesian optimization algorithm leveraging the approximate posterior. Simulation studies demonstrate that our method yields robust estimates under various settings. Finally, we apply our method on a real agricultural data set and estimate the plant root parameters with uncertainty quantification.


Multiscale Neural PDE Surrogates for Prediction and Downscaling: Application to Ocean Currents

El-Kabid, Abdessamad, Benabbou, Loubna, Lguensat, Redouane, Hernández-García, Alex

arXiv.org Artificial Intelligence

Accurate modeling of physical systems governed by partial differential equations is a central challenge in scientific computing. In oceanography, high-resolution current data are critical for coastal management, environmental monitoring, and maritime safety. However, available satellite products, such as Copernicus data for sea water velocity at ~0.08 degrees spatial resolution and global ocean models, often lack the spatial granularity required for detailed local analyses. In this work, we (a) introduce a supervised deep learning framework based on neural operators for solving PDEs and providing arbitrary resolution solutions, and (b) propose downscaling models with an application to Copernicus ocean current data. Additionally, our method can model surrogate PDEs and predict solutions at arbitrary resolution, regardless of the input resolution. We evaluated our model on real-world Copernicus ocean current data and synthetic Navier-Stokes simulation datasets.


Multi-Dimensional Autoscaling of Stream Processing Services on Edge Devices

Sedlak, Boris, Raith, Philipp, Morichetta, Andrea, Pujol, Víctor Casamayor, Dustdar, Schahram

arXiv.org Artificial Intelligence

Edge devices have limited resources, which inevitably leads to situations where stream processing services cannot satisfy their needs. While existing autoscaling mechanisms focus entirely on resource scaling, Edge devices require alternative ways to sustain the Service Level Objectives (SLOs) of competing services. To address these issues, we introduce a Multi-dimensional Autoscaling Platform (MUDAP) that supports fine-grained vertical scaling across both service- and resource-level dimensions. MUDAP supports service-specific scaling tailored to available parameters, e.g., scale data quality or model size for a particular service. To optimize the execution across services, we present a scaling agent based on Regression Analysis of Structural Knowledge (RASK). The RASK agent efficiently explores the solution space and learns a continuous regression model of the processing environment for inferring optimal scaling actions. We compared our approach with two autoscalers, the Kubernetes VPA and a reinforcement learning agent, for scaling up to 9 services on a single Edge device. Our results showed that RASK can infer an accurate regression model in merely 20 iterations (i.e., observe 200s of processing). By increasingly adding elasticity dimensions, RASK sustained the highest request load with 28% less SLO violations, compared to baselines.


SPUS: A Lightweight and Parameter-Efficient Foundation Model for PDEs

Siddik, Abu Bucker, Oyen, Diane, Most, Alexander, Kucer, Michal, Biswas, Ayan

arXiv.org Artificial Intelligence

We introduce Small PDE U-Net Solver (SPUS), a compact and efficient foundation model (FM) designed as a unified neural operator for solving a wide range of partial differential equations (PDEs). Unlike existing state-of-the-art PDE FMs-primarily based on large complex transformer architectures with high computational and parameter overhead-SPUS leverages a lightweight residual U-Net-based architecture that has been largely underexplored as a foundation model architecture in this domain. To enable effective learning in this minimalist framework, we utilize a simple yet powerful auto-regressive pretraining strategy which closely replicates the behavior of numerical solvers to learn the underlying physics. SPUS is pretrained on a diverse set of fluid dynamics PDEs and evaluated across 6 challenging unseen downstream PDEs spanning various physical systems. Experimental results demonstrate that SPUS using residual U-Net based architecture achieves state-of-the-art generalization on these downstream tasks while requiring significantly fewer parameters and minimal fine-tuning data, highlighting its potential as a highly parameter-efficient FM for solving diverse PDE systems.


Deep Learning Surrogates for Real-Time Gas Emission Inversion

Newman, Thomas, Nemeth, Christopher, Jones, Matthew, Jonathan, Philip

arXiv.org Machine Learning

Real-time identification and quantification of greenhouse-gas emissions under transient atmospheric conditions is a critical challenge in environmental monitoring. We introduce a spatio-temporal inversion framework that embeds a deep-learning surrogate of computational fluid dynamics (CFD) within a sequential Monte Carlo algorithm to perform Bayesian inference of both emission rate and source location in dynamic flow fields. By substituting costly numerical solvers with a multilayer perceptron trained on high-fidelity CFD outputs, our surrogate captures spatial heterogeneity and temporal evolution of gas dispersion, while delivering near-real-time predictions. Validation on the Chilbolton methane release dataset demonstrates comparable accuracy to full CFD solvers and Gaussian plume models, yet achieves orders-of-magnitude faster runtimes. Further experiments under simulated obstructed-flow scenarios confirm robustness in complex environments. This work reconciles physical fidelity with computational feasibility, offering a scalable solution for industrial emissions monitoring and other time-sensitive spatio-temporal inversion tasks in environmental and scientific modeling.


Reparametrization of 3D CSC Dubins Paths Enabling 2D Search

Xu, Ling, Baryshnikov, Yuliy, Sung, Cynthia

arXiv.org Artificial Intelligence

This paper addresses the Dubins path planning problem for vehicles in 3D space. In particular, we consider the problem of computing CSC paths -- paths that consist of a circular arc (C) followed by a straight segment (S) followed by a circular arc (C). These paths are useful for vehicles such as fixed-wing aircraft and underwater submersibles that are subject to lower bounds on turn radius. We present a new parameterization that reduces the 3D CSC planning problem to a search over 2 variables, thus lowering search complexity, while also providing gradients that assist that search. We use these equations with a numerical solver to explore numbers and types of solutions computed for a variety of planar and 3D scenarios. Our method successfully computes CSC paths for the large majority of test cases, indicating that it could be useful for future generation of robust, efficient curvature-constrained trajectories.


Learning and discovering multiple solutions using physics-informed neural networks with random initialization and deep ensemble

Zou, Zongren, Wang, Zhicheng, Karniadakis, George Em

arXiv.org Artificial Intelligence

We explore the capability of physics-informed neural networks (PINNs) to discover multiple solutions. Many real-world phenomena governed by nonlinear differential equations (DEs), such as fluid flow, exhibit multiple solutions under the same conditions, yet capturing this solution multiplicity remains a significant challenge. A key difficulty is giving appropriate initial conditions or initial guesses, to which the widely used time-marching schemes and Newton's iteration method are very sensitive in finding solutions for complex computational problems. While machine learning models, particularly PINNs, have shown promise in solving DEs, their ability to capture multiple solutions remains underexplored. In this work, we propose a simple and practical approach using PINNs to learn and discover multiple solutions. We first reveal that PINNs, when combined with random initialization and deep ensemble method -- originally developed for uncertainty quantification -- can effectively uncover multiple solutions to nonlinear ordinary and partial differential equations (ODEs/PDEs). Our approach highlights the critical role of initialization in shaping solution diversity, addressing an often-overlooked aspect of machine learning for scientific computing. Furthermore, we propose utilizing PINN-generated solutions as initial conditions or initial guesses for conventional numerical solvers to enhance accuracy and efficiency in capturing multiple solutions. Extensive numerical experiments, including the Allen-Cahn equation and cavity flow, where our approach successfully identifies both stable and unstable solutions, validate the effectiveness of our method. These findings establish a general and efficient framework for addressing solution multiplicity in nonlinear differential equations.