2022
DOI: 10.48550/arxiv.2204.06255
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Neural Operator with Regularity Structure for Modeling Dynamics Driven by SPDEs

Abstract: Stochastic partial differential equations (SPDEs) are significant tools for modeling dynamics in many areas including atmospheric sciences and physics. Neural Operators, generations of neural networks with capability of learning maps between infinite-dimensional spaces, are strong tools for solving parametric PDEs. However, they lack the ability to modeling SPDEs which usually have poor regularity 1 due to the driving noise. As the theory of regularity structure has achieved great successes in analyzing SPDEs … Show more

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“…Other than deterministic model families, there are also results on modeling sequential data via (latent) neural controlled (stochastic) differential equations, such as hybrid architectures with GANs [44], universal neural operators for causality [30], and neural SPDE models motivated by mild solutions [40,71]. Applications include time series generation [60], irregular and long time series analysis [45,64], and online prediction [63].…”
Section: Discussion and Outlookmentioning
confidence: 99%
“…Other than deterministic model families, there are also results on modeling sequential data via (latent) neural controlled (stochastic) differential equations, such as hybrid architectures with GANs [44], universal neural operators for causality [30], and neural SPDE models motivated by mild solutions [40,71]. Applications include time series generation [60], irregular and long time series analysis [45,64], and online prediction [63].…”
Section: Discussion and Outlookmentioning
confidence: 99%
“…Model feature vectors (Chevyrev, Gerasimovics, and Weber 2021) are the multi-dimensional generalization of path signature, i.e., from the temporal dimension to the spatial-temporal dimension. Both path signature and model feature vectors are used as features in applications for modelling spatial-temporal data, such as a solution of CDE (Morrill et al 2021) and SPDE (Chevyrev, Gerasimovics, and Weber 2021;Hu et al 2022) respectively. Because the computational complexity will dramatically increase when calculating high-order signatures, prior knowledge is needed on determining the degree of the features.…”
Section: Related Workmentioning
confidence: 99%