Julius Berner

Hrishikesh Viswanath, Hong Chul Nam, Xi Deng et al.

Training neural PDE solvers is often bottlenecked by expensive data generation or unstable physics-informed neural network (PINN) involving challenging optimization landscapes due to higher-order derivatives. To tackle this issue, we propose an alternative approach using Monte Carlo approaches to estimate the solution to the PDE as a stochastic process for weak supervision during training. Leveraging the Walk-on-Spheres method, we introduce a learning scheme called \emph{Walk-on-Spheres Neural Operator (WoS-NO)} which uses weak supervision from WoS to train any given neural operator. We propose to amortize the cost of Monte Carlo walks across the distribution of PDE instances using stochastic representations from the WoS algorithm to generate cheap, noisy, estimates of the PDE solution during training. This is formulated into a data-free physics-informed objective where a neural operator is trained to regress against these weak supervisions, allowing the operator to learn a generalized solution map for an entire family of PDEs. This strategy does not require expensive pre-computed datasets, avoids computing higher-order derivatives for loss functions that are memory-intensive and unstable, and demonstrates zero-shot generalization to novel PDE parameters and domains. Experiments show that for the same number of training steps, our method exhibits up to 8.75$\times$ improvement in $L_2$-error compared to standard physics-informed training schemes, up to 6.31$\times$ improvement in training speed, and reductions of up to 2.97$\times$ in GPU memory consumption. We present the code at https://github.com/neuraloperator/WoS-NO

Denis Blessing, Lorenz Richter, Julius Berner et al.

Sampling from unnormalized densities using diffusion models has emerged as a powerful paradigm. However, while recent approaches that use least-squares `matching' objectives have improved scalability, they often necessitate significant trade-offs, such as restricting prior distributions or relying on unstable optimization schemes. By generalizing these methods as special forms of fixed-point iterations rooted in Nelson's relation, we develop a new method that addresses these limitations, called Bridge Matching Sampler (BMS). Our approach enables learning a stochastic transport map between arbitrary prior and target distributions with a single, scalable, and stable objective. Furthermore, we introduce a damped variant of this iteration that incorporates a regularization term to mitigate mode collapse and further stabilize training. Empirically, we demonstrate that our method enables sampling at unprecedented scales while preserving mode diversity, achieving state-of-the-art results on complex synthetic densities and high-dimensional molecular benchmarks.