Probabilistic operator learning: generative modeling and uncertainty quantification for foundation models of differential equations

Generative AI & LLMs
Published: arXiv: 2509.05186v1
Authors

Benjamin J. Zhang Siting Liu Stanley J. Osher Markos A. Katsoulakis

Abstract

In-context operator networks (ICON) are a class of operator learning methods based on the novel architectures of foundation models. Trained on a diverse set of datasets of initial and boundary conditions paired with corresponding solutions to ordinary and partial differential equations (ODEs and PDEs), ICON learns to map example condition-solution pairs of a given differential equation to an approximation of its solution operator. Here, we present a probabilistic framework that reveals ICON as implicitly performing Bayesian inference, where it computes the mean of the posterior predictive distribution over solution operators conditioned on the provided context, i.e., example condition-solution pairs. The formalism of random differential equations provides the probabilistic framework for describing the tasks ICON accomplishes while also providing a basis for understanding other multi-operator learning methods. This probabilistic perspective provides a basis for extending ICON to \emph{generative} settings, where one can sample from the posterior predictive distribution of solution operators. The generative formulation of ICON (GenICON) captures the underlying uncertainty in the solution operator, which enables principled uncertainty quantification in the solution predictions in operator learning.

Paper Summary

Problem
The main problem this paper addresses is developing a probabilistic framework for operator learning and foundation models that can accurately approximate solutions to ordinary and partial differential equations (ODEs/PDEs). This is important because ODEs/PDEs are used to model complex phenomena in many fields, and accurate predictions of their solutions have significant practical impact.
Key Innovation
The key innovation of this paper is the development of a probabilistic framework for operator learning using random differential equations (RDEs). This framework reveals that existing methods, such as In-Context Operator Networks (ICON), are implicitly performing Bayesian inference. The authors also introduce a generative formulation of ICON, which allows for sampling from the posterior predictive distribution and provides uncertainty quantification.
Practical Impact
This research has significant practical impact because it enables principled uncertainty quantification in solution predictions. This is particularly important in fields such as climate modeling, where accurate predictions of complex phenomena are critical for making informed decisions. The generative formulation of ICON also opens up new possibilities for applications such as conditional generative modeling.
Analogy / Intuitive Explanation
Imagine you're trying to learn a pattern in a sequence of numbers. You're given some examples of the pattern and asked to predict what comes next. A traditional approach would be to try to find a simple rule that explains all the examples, but this paper shows that it's more powerful to think about the pattern as a probability distribution over possible next values. In this framework, ICON is like a clever algorithm that can learn to recognize patterns in complex phenomena and make predictions with some uncertainty. The generative formulation of ICON is like being able to generate many possible sequences of numbers that are consistent with the pattern you've learned, giving you a sense of the range of possibilities.
Paper Information
Categories:
stat.ML cs.LG cs.NA math.NA
Published Date:

arXiv ID:

2509.05186v1

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