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Abstract:Stochastic Partial Differential Equations (SPDEs) driven by random noise play a central role in modeling physical processes with rough spatio-temporal dynamics, such as turbulence flows, superconductors, and quantum dynamics. Although machine learning (ML)-based surrogate models have shown promise for efficiently approximating such dynamics, progress remains limited by the lack of a unified benchmark with controlled data generation and comprehensive evaluation. This gap is particularly significant for singular SPDEs, for which benchmark datasets are largely unavailable and reliable simulation requires numerically delicate schemes based on renormalization. Moreover, subtle differences in data-generation procedures, such as noise approximation, basis choice, and the inclusion of renormalization, can significantly affect the resulting datasets and, consequently, model evaluation. We introduce SPDEBench, the first unified benchmark for ML-based SPDE learning. SPDEBench provides ready-to-use datasets for physically and mathematically significant SPDEs on 1-3D domains with periodic or Dirichlet boundary condition. Both regular and singular SPDEs are taken into consideration. SPDEBench also incorporates representative ML baselines in operator learning, together with 7 evaluation metrics, including Sobolev and distributional metrics beyond the standard $L^2$-error. Supported by SPDEBench, we conduct systematic evaluations of model accuracy, robustness, and out-of-distribution generalization under controlled data variations. Our numerical results show that SPDE-aware architectures generally achieve stronger performance than generic operator-learning baselines. These findings establish SPDEBench as a reproducible and extensible resource, paving pathway for principled benchmarking and architecture design for stochastic spatio-temporal dynamics.
| Subjects: | Machine Learning (cs.LG); Analysis of PDEs (math.AP); Computational Physics (physics.comp-ph) |
| Cite as: | arXiv:2505.18511 [cs.LG] |
| (or arXiv:2505.18511v3 [cs.LG] for this version) | |
| https://doi.org/10.48550/arXiv.2505.18511 arXiv-issued DOI via DataCite |
From: Zheyan Li [view email]
[v1]
Sat, 24 May 2025 05:15:45 UTC (339 KB)
[v2]
Sat, 9 May 2026 07:39:06 UTC (3,508 KB)
[v3]
Thu, 14 May 2026 19:36:36 UTC (3,508 KB)
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