SPDEBench: An Extensive Benchmark for Learning Regular and Singular Stochastic PDEs
This provides a standardized resource for the ML and physics communities to evaluate surrogate models for SPDEs, addressing a critical gap in benchmarking.
The paper tackles the lack of extensive and unified datasets for learning stochastic PDEs (SPDEs), especially for singular cases, by introducing SPDEBench, a benchmark that includes datasets accounting for computational errors and renormalization, and shows that naive application of ML models can lead to significant errors.
Stochastic Partial Differential Equations (SPDEs) driven by random noise play a central role in modelling physical processes whose spatio-temporal dynamics can be rough, such as turbulence flows, superconductors, and quantum dynamics. To efficiently model these processes and make predictions, machine learning (ML)-based surrogate models are proposed, with their network architectures incorporating the spatio-temporal roughness in their design. However, it lacks an extensive and unified datasets for SPDE learning; especially, existing datasets do not account for the computational error introduced by noise sampling and the necessary renormalization required for handling singular SPDEs. We thus introduce SPDEBench, which is designed to solve typical SPDEs of physical significance (e.g., the $Φ^4_d$, wave, incompressible Navier--Stokes, and KdV equations) on 1D or 2D tori driven by white noise via ML methods. New datasets for singular SPDEs based on the renormalization process have been constructed, and novel ML models achieving the best results to date have been proposed. In particular, we investigate the impact of computational error introduced by noise sampling and renormalization on the performance comparison of ML models and highlight the importance of selecting high-quality test data for accurate evaluation. Results are benchmarked with traditional numerical solvers and ML-based models, including FNO, NSPDE and DLR-Net, etc. It is shown that, for singular SPDEs, naively applying ML models on data without specifying the numerical schemes can lead to significant errors and misleading conclusions. Our SPDEBench provides an open-source codebase that ensures full reproducibility of benchmarking across a variety of SPDE datasets while offering the flexibility to incorporate new datasets and machine learning baselines, making it a valuable resource for the community.