Normalizing field flows: Solving forward and inverse stochastic differential equations using physics-informed flow models
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Abstract (arXiv)
We introduce in this work the normalizing field flows (NFF) for learning random fields from scattered measurements. More precisely, we construct a bijective transformation (a normalizing flow characterizing by neural networks) between a Gaussian random field with the Karhunen-Lo`eve (KL) expansion structure and the target stochastic field, where the KL expansion coefficients and the invertible networks are trained by maximizing the sum of the log-likelihood on scattered measurements. This NFF model can be used to solve data-driven forward, inverse, and mixed forward/inverse stochastic partial differential equations in a unified framework. We demonstrate the capability of the proposed NFF model for learning Non Gaussian processes and different types of stochastic partial differential equations.
Key facts. Cited by 34 papers in the map (data through 7 Oct 2026). Builds on 16 of its 35 references that are in the map. First posted on arXiv 30 Aug 2021.
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16 of 35 references.
References · 16
- 2016Density estimation using Real NVPcited by 2,029
- 2018Glow: Generative Flow with Invertible 1x1 Convolutionscited by 1,539
- 2014NICE: Non-linear Independent Components Estimationcited by 1,052
- 2017Physics Informed Deep Learning (Part I): Data-driven Solutions of Nonlinear Partial Differential Equationscited by 362
- 2019Flow++: Improving Flow-Based Generative Models with Variational Dequantization and Architecture Designcited by 258
- 2020hp-VPINNs: Variational Physics-Informed Neural Networks With Domain Decompositioncited by 236
- 2017Hidden Physics Models: Machine Learning of Nonlinear Partial Differential Equationscited by 208
- 2018Bayesian Deep Convolutional Encoder-Decoder Networks for Surrogate Modeling and Uncertainty Quantificationcited by 199
- 2017Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equationscited by 188
- 2017Physics Informed Deep Learning (Part II): Data-driven Discovery of Nonlinear Partial Differential Equationscited by 158
- 2018Quantifying total uncertainty in physics-informed neural networks for solving forward and inverse stochastic problemscited by 144
- 2020BayesFlow: Learning complex stochastic models with invertible neural networkscited by 139
4 more
- 2017Numerical Gaussian Processes for Time-dependent and Non-linear Partial Differential Equationscited by 72
- 2018FloWaveNet : A Generative Flow for Raw Audiocited by 54
- 2020Solving inverse problems using conditional invertible neural networkscited by 37
- 2019Universal audio synthesizer control with normalizing flowscited by 16
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Citing papers per year: 2021: 1; 2022: 10; 2023: 7; 2024: 9; 2025: 4; 2026: 3.
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- 2025Consistent Sampling and Simulation: Molecular Dynamics with Energy-Based Diffusion Modelscited by 23
- 2024Score-Based Physics-Informed Neural Networks for High-Dimensional Fokker-Planck Equationscited by 22
- 2022A survey of unsupervised learning methods for high-dimensional uncertainty quantification in black-box-type problemscited by 20
- 2022Fully probabilistic deep models for forward and inverse problems in parametric PDEscited by 19
- 2023IB-UQ: Information bottleneck based uncertainty quantification for neural function regression and neural operator learningcited by 18
- 2021Solving time dependent Fokker-Planck equations via temporal normalizing flowcited by 17
- 2022Taming Hyperparameter Tuning in Continuous Normalizing Flows Using the JKO Schemecited by 17
- 2023Diffusion-Model-Assisted Supervised Learning of Generative Models for Density Estimationcited by 13
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- 2025Learning Stochastic Hamiltonian Systems via Stochastic Generating Function Neural Networkcited by 1
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- 2026GenVoid: Uncertainty-Aware Learning of Subsurface Material Defects with an Experimentally Validated Physics-Informed Generative Model20 Sep 2026
- 2026Diagnosing the conditional-mean barrier in scientific machine-learning surrogates27 May 2026
- 2026Neural Flow Operators can Approximate any Operator: Abstract Frameworks and Universal Approximations21 May 2026
- 2025Learning Stochastic Hamiltonian Systems via Stochastic Generating Function Neural Network19 Jul 2025
- 2025Consistent Sampling and Simulation: Molecular Dynamics with Energy-Based Diffusion Models20 Jun 2025
- 2025Scalable physics-informed deep generative model for solving forward and inverse stochastic differential equations23 Mar 2025
- 2025Flow-based Bayesian filtering for high-dimensional nonlinear stochastic dynamical systems22 Feb 2025
- 2024TRADE: Transfer of Distributions between External Conditions with Normalizing Flows25 Oct 2024
- 2024Towards Gaussian Process for operator learning: an uncertainty aware resolution independent operator learning algorithm for computational mechanics17 Sep 2024
- 2024A Primer on Variational Inference for Physics-Informed Deep Generative Modelling10 Sep 2024
- 2024PinnDE: Physics-Informed Neural Networks for Solving Differential Equations19 Aug 2024
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22 more
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- 2024Conditional Pseudo-Reversible Normalizing Flow for Surrogate Modeling in Quantifying Uncertainty Propagation31 Mar 2024
- 2024Score-Based Physics-Informed Neural Networks for High-Dimensional Fokker-Planck Equations12 Feb 2024
- 2024Resolution invariant deep operator network for PDEs with complex geometries1 Feb 2024
- 2023Diffusion-Model-Assisted Supervised Learning of Generative Models for Density Estimation22 Oct 2023
- 2023PI-VEGAN: Physics Informed Variational Embedding Generative Adversarial Networks for Stochastic Differential Equations21 Jul 2023
- 2023Bounded KRnet and its applications to density estimation and approximation15 May 2023
- 2023Efficient Bayesian inference using physics-informed invertible neural networks for inverse problems25 Apr 2023
- 2023Physics-Informed Deep Learning For Traffic State Estimation: A Survey and the Outlook3 Mar 2023
- 2023IB-UQ: Information bottleneck based uncertainty quantification for neural function regression and neural operator learning7 Feb 2023
- 2023L-HYDRA: Multi-Head Physics-Informed Neural Networks5 Jan 2023
- 2022MC-Nonlocal-PINNs: handling nonlocal operators in PINNs via Monte Carlo sampling26 Dec 2022
- 2022Taming Hyperparameter Tuning in Continuous Normalizing Flows Using the JKO Scheme30 Nov 2022
- 2022Adaptive deep density approximation for fractional Fokker-Planck equations26 Oct 2022
- 2022Less Emphasis on Difficult Layer Regions: Curriculum Learning for Singularly Perturbed Convection-Diffusion-Reaction Problems23 Oct 2022
- 2022Bayesian deep learning framework for uncertainty quantification in high dimensions21 Oct 2022
- 2022Failure-informed adaptive sampling for PINNs1 Oct 2022
- 2022Fully probabilistic deep models for forward and inverse problems in parametric PDEs9 Aug 2022
- 2022TrafficFlowGAN: Physics-informed Flow based Generative Adversarial Network for Uncertainty Quantification19 Jun 2022
- 2022A survey of unsupervised learning methods for high-dimensional uncertainty quantification in black-box-type problems9 Feb 2022
- 2022Uncertainty Quantification in Scientific Machine Learning: Methods, Metrics, and Comparisons19 Jan 2022
- 2021Solving time dependent Fokker-Planck equations via temporal normalizing flow28 Dec 2021
- 2022Uncertainty Quantification in Scientific Machine Learning: Methods, Metrics, and Comparisonscited by 169
- 2022Failure-informed adaptive sampling for PINNscited by 64
- 2023L-HYDRA: Multi-Head Physics-Informed Neural Networkscited by 29
- 2024Score-Based Physics-Informed Neural Networks for High-Dimensional Fokker-Planck Equationscited by 22
- 2022A survey of unsupervised learning methods for high-dimensional uncertainty quantification in black-box-type problemscited by 20
- 2022Fully probabilistic deep models for forward and inverse problems in parametric PDEscited by 19
- 2023IB-UQ: Information bottleneck based uncertainty quantification for neural function regression and neural operator learningcited by 18
- 2021Solving time dependent Fokker-Planck equations via temporal normalizing flowcited by 17
- 2022Taming Hyperparameter Tuning in Continuous Normalizing Flows Using the JKO Schemecited by 17
- 2022TrafficFlowGAN: Physics-informed Flow based Generative Adversarial Network for Uncertainty Quantificationcited by 11
- 2023Physics-Informed Deep Learning For Traffic State Estimation: A Survey and the Outlookcited by 11
- 2023Bounded KRnet and its applications to density estimation and approximationcited by 7
12 most cited of 32 All 32 (JSON)
- 2026GenVoid: Uncertainty-Aware Learning of Subsurface Material Defects with an Experimentally Validated Physics-Informed Generative Model20 Sep 2026
- 2026Diagnosing the conditional-mean barrier in scientific machine-learning surrogates27 May 2026
- 2026Neural Flow Operators can Approximate any Operator: Abstract Frameworks and Universal Approximations21 May 2026
- 2025Learning Stochastic Hamiltonian Systems via Stochastic Generating Function Neural Network19 Jul 2025
- 2025Scalable physics-informed deep generative model for solving forward and inverse stochastic differential equations23 Mar 2025
- 2025Flow-based Bayesian filtering for high-dimensional nonlinear stochastic dynamical systems22 Feb 2025
- 2024TRADE: Transfer of Distributions between External Conditions with Normalizing Flows25 Oct 2024
- 2024Towards Gaussian Process for operator learning: an uncertainty aware resolution independent operator learning algorithm for computational mechanics17 Sep 2024
- 2024A Primer on Variational Inference for Physics-Informed Deep Generative Modelling10 Sep 2024
- 2024PinnDE: Physics-Informed Neural Networks for Solving Differential Equations19 Aug 2024
- 2024Modeling Unknown Stochastic Dynamical System Subject to External Excitation22 Jun 2024
- 2024Score-fPINN: Fractional Score-Based Physics-Informed Neural Networks for High-Dimensional Fokker-Planck-Levy Equations17 Jun 2024
12 newest of 32 All 32 (JSON)