The Inference Report

Neural operators provide fast surrogate models for approximating operators between function spaces, but their predictions often lack uncertainty quantification. We develop a split conformal framework to guarantee that a calibrated pointwise band around the neural operator output contains the true solution on at least a $1-γ$ fraction of the evaluation domain, with probability at least $1-α$ over test and calibration inputs, where $α,γ\in(0,1)$. Our method reduces a normalized residual field to its spatial $(1-γ)$-quantile and computes a scaling factor using a held-out calibration dataset. We prove marginal coverage guarantees for measurable residual fields defined on arbitrary probability spaces, covering both continuum domains and fixed discretizations. Under mild assumptions on the data distribution, we show that the coverage conditional on the calibration set follows a Beta distribution, which we verify with numerical experiments on Darcy flow and Navier--Stokes equations, where our calibration yields bands consistently tighter than existing corrections while retaining the target coverage.

While Physics-Informed Neural Networks (PINNs) have emerged as a transformative paradigm for solving complex differential equations, their reliance on backpropagation-based gradient descent and automatic differentiation (AD) imposes significant computational bottlenecks and severe non-convex optimization challenges. To overcome these fundamental limitations, we propose the Physics-Informed Stochastic Configuration Machine (PI-SCM), a novel backpropagation-free framework for both forward and inverse problems in differential equations. The core mathematical contribution lies in the analytical evaluation of local Jacobians for nonlinear differential operators, which facilitates a linearized representation of the physical loss and projects it into a unified, linearized algebraic subspace. This reformulation allows for the explicit determination of optimal network weights via a sequence of generalized linear least squares solvers, effectively bypassing the iterative traps of traditional nonlinear optimizers. We develop a progressive algorithmic suite comprising localized construction (PI-SC-I), sliding-window updating (PI-SC-II), and global updating (PI-SC-III), and rigorously establish their universal approximation properties. Extensive experiments demonstrate that PI-SCM achieves high-fidelity predictive accuracy and robust parameter identification while accelerating the training process by orders of magnitude compared to standard PINNs. Our work provides a highly efficient and scalable foundation for next-generation, real-time Scientific Machine Learning applications.

Operator learning in scientific machine learning is concerned with approximation of maps between infinite-dimensional function spaces; such maps frequently arise as the solution operators of partial differential equations (PDEs). Neural operators have demonstrated broad empirical success at approximating such maps from data. However, most existing neural operator architectures enforce boundary conditions indirectly through training from data even though the boundary condition is often known exactly. Furthermore, existing modifications and approaches that do enforce boundary conditions explicitly suffer from impractical restrictions, including boundary smoothness, uniform grids, and separable, box-like domains. In this work, we propose an architecture which, independently of training, satisfies homogeneous Dirichlet boundary conditions, whilst simultaneously retaining the expressivity of existing kernel-integral neural operator architectures. This is achieved by enforcing the property that the output of each layer is contained in the span of a subset of the homogeneous Dirichlet eigenfunctions of the Laplacian on the output domain. The method requires only that the output domain be bounded with Lipschitz boundary and places no restriction on the choice of discretization, making it applicable to arbitrary mesh data and general geometries. We prove universal approximation for the resulting architecture; furthermore the approach we adopt in the analysis proves universality for a broad class of kernel-integral neural operators thereby uniting existing theory for a variety of operator learning methods. We validate the proposed method on maps defined by the coefficient to solution map in 2D PDEs: Darcy flow on a square domain and the Helmholtz equation on a circular domain. Comparisons are made with alternative methods.

Waveform inversion seeks to estimate the wave speed of a heterogeneous, inaccessible medium, from time-resolved measurements of the waves at user controlled sensors. We consider this inverse problem for acoustic waves and an active array of source/receiver sensors that emit probing signals and measure the generated pressure waves. The forward map, from the wave speed to the measurements, is nonlinear and oscillatory. The oscillations cause cycle skipping, the main impediment to using the standard, nonlinear least-squares data fitting formulation, known as full waveform inversion (FWI). A recently introduced alternative waveform inversion approach computes from the measurements an algebraic surrogate of the wave operator, a reduced order model (ROM) matrix, which is then used to estimate the wave speed. The mapping from the measurements to the ROM is nonlinear, but well understood. It is computed efficiently, in a non-iterative manner. The nonlinear mapping from the ROM to the wave speed is less understood, and its approximation involves time-consuming optimization. Our goal in this paper is to use a neural network to map the ROM matrix to a nearby one, that has a simpler and explicit dependence on the wave speed. This simplifies and reduces the computational cost of the ROM-based waveform inversion. We introduce the methodology, called ROMNet, and test it with numerical simulations, using two training data sets: The first set consists of random media with variations of the wave speed modeled by a superposition of Gaussians with random amplitudes and standard deviations. The second is the publicly available GeoFWI dataset introduced for benchmarking FWI using deep learning. We compare the performance of ROMNet with the direct ROM-based inversion and with two representative deep learning approaches to FWI: ``Fourier-DeepONet" and ``InversionNet".

The Stochastic Simulation Algorithm (SSA), widely considered an exact algorithm for stochastic chemical reaction networks, suffers from high computational cost. In this work, we propose a data-driven effective model that operates on a user-defined coarse time step independent of the underlying microscopic reaction-event scale. This is accomplished by directly approximating the finite-time transition kernel of the continuous-time Markov chain induced by SSA, using a generative machine learning model trained on short bursts of SSA simulation data. The trained model constructs a stochastic propagator that recursively generates statistically consistent trajectories at the constant coarse time step, with significantly reduced computational cost. In this paper, we employ conditional normalizing flow as the stochastic propagator. A comprehensive set of numerical examples is presented to demonstrate the accuracy and efficiency of the proposed method.

The Levenberg-Marquardt (LM) algorithm is the most widely used method for solving nonlinear least-squares problems, as it combines the robustness of steepest descent with the fast local convergence of the Gauss-Newton method. However, its computational cost can become prohibitive for large-scale problems because each iteration requires solving a large damped linear system, and conventional step acceptance strategies may require repeated solves as the damping parameter is adjusted. Despite this computational challenge, many large-scale least-squares problems exhibit effective low-dimensional structure, with only a small number of parameter-space directions strongly informed by the data. We propose an adaptive hybrid subspace Levenberg-Marquardt (HSLM) algorithm that constructs a low-dimensional subspace from complementary sources of gradient, memory, Krylov-subspace, and randomized curvature information and computes a spectrally damped LM step within this subspace. A distinguishing feature of the method is a deterministic adequacy monitor that quantifies how much descent information is captured by the reduced space and adaptively enriches the subspace when necessary. Step acceptance is decoupled from damping adjustment: Armijo backtracking determines the accepted step length, while the ratio of actual to predicted reduction is used solely to update the damping parameter, thereby avoiding repeated damped-system solves during step acceptance. For the HSLM algorithm, we establish global convergence to stationarity and prove local linear and superlinear convergence. Numerical experiments on neural-network training problems show that HSLM achieves convergence behavior comparable to classical and Krylov subspace LM (KSLM) while substantially reducing per-iteration computational cost, with increasing advantages observed as the parameter dimension grows.