Papers › Scaling up Probabilistic PDE Simulators with Structured Volumetric Information

Scaling up Probabilistic PDE Simulators with Structured Volumetric Information

7 Jun 2024arXiv:2406.05020archive 2025-07-28

Tim Weiland, Marvin Pförtner, Philipp Hennig

Modeling real-world problems with partial differential equations (PDEs) is a prominent topic in scientific machine learning. Classic solvers for this task continue to play a central role, e.g. to generate training data for deep learning analogues. Any such numerical solution is subject to multiple sources of uncertainty, both from limited computational resources and limited data (including unknown parameters). Gaussian process analogues to classic PDE simulation methods have recently emerged as a framework to construct fully probabilistic estimates of all these types of uncertainty. So far, much of this work focused on theoretical foundations, and as such is not particularly data efficient or scalable. Here we propose a framework combining a discretization scheme based on the popular Finite Volume Method with complementary numerical linear algebra techniques. Practical experiments, including a spatiotemporal tsunami simulation, demonstrate substantially improved scaling behavior of this approach over previous collocation-based techniques.

PaperPDFCode

Code

timweiland/gp-fvm officialmentioned in papermentioned on GitHubpytorch report

Repository list and official/mentioned flags are the archive's, frozen 2025-07-28. Reachability, where shown, is from one Syntology probe window (2026-09-16 to 2026-09-18); repositories not probed show nothing. GitHub stars are not tracked.

Code Syntology ran Syntology

Not run by Syntology. Nothing on this page verifies that the listed code works.

Results from the paper archive 2025-07-28

No leaderboard rows for this paper in the archive.

Methods

Gaussian Process

Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections