# A Score-based Diffusion Model Approach for Adaptive Learning of Stochastic Partial Differential Equation Solutions

arXiv: https://arxiv.org/abs/2508.06834 · HTML: https://mlsanity.com/paper/2508.06834/

## Key facts

- Cited by 3 papers in the map (data through 14 Oct 2026).
- Placed in Diffusion foundations and sampling, one of 14 directions in Diffusion models.
- Builds on 5 of its 55 references that are in the map.
- First posted on arXiv 9 Aug 2025.

## Placed in

- Diffusion models / [Diffusion foundations and sampling](https://mlsanity.com/diffusion/diffusion-foundations-and-sampling/)

## Builds on (most cited first, 5 of 5)

- [Score-Based Generative Modeling through Stochastic Differential Equations](https://mlsanity.com/paper/2011.13456/) (2020)
- [Generative Modeling by Estimating Gradients of the Data Distribution](https://mlsanity.com/paper/1907.05600/) (2019)
- [Deep autoregressive neural networks for high-dimensional inverse problems in groundwater contaminant source identification](https://mlsanity.com/paper/1812.09444/) (2018)
- [Ensemble score filter with image inpainting for data assimilation in tracking surface quasi-geostrophic dynamics with partial observations](https://mlsanity.com/paper/2501.12419/) (2025)
- [A Scalable Real-Time Data Assimilation Framework for Predicting Turbulent Atmosphere Dynamics](https://mlsanity.com/paper/2407.12168/) (2024)

## Built on by (most cited first, 3 of 3)

- [The finite expression method for turbulent dynamics with high-order moment recovery](https://mlsanity.com/paper/2605.10687/) (2026)
- [FREESIA: Covariance-Aware Posterior Transport for Expressive and Scalable Data Assimilation](https://mlsanity.com/paper/2609.25085/) (2026)
- [AECSF: Adaptive Ensemble Conditional Score Filtering for High-Dimensional Nonlinear Data Assimilation](https://mlsanity.com/paper/2609.32411/) (2026)

## Abstract (arXiv)

We propose a novel framework for adaptively learning the time-evolving solutions of stochastic partial differential equations (SPDEs) using score-based diffusion models within a recursive Bayesian inference setting. SPDEs play a central role in modeling complex physical systems under uncertainty, but their numerical solutions often suffer from model errors and reduced accuracy due to incomplete physical knowledge and environmental variability. To address these challenges, we encode the governing physics into the score function of a diffusion model using simulation data and incorporate observational information via a likelihood-based correction in a reverse-time stochastic differential equation. This enables adaptive learning through iterative refinement of the solution as new data becomes available. To improve computational efficiency in high-dimensional settings, we introduce the ensemble score filter, a training-free approximation of the score function designed for real-time inference. Numerical experiments on benchmark SPDEs demonstrate the accuracy and robustness of the proposed method under sparse and noisy observations.