mlsanityData to 14 Oct 2026

HS-FNO: History-Space Fourier Neural Operator for Non-Markovian Partial Differential Equations

arXiv 2605.09523 ↗First posted 10 May 2026cs.LG cs.CE cs.NAcited by 0

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Abstract (arXiv)

Neural operators provide fast surrogate models for time-dependent partial differential equations, but their standard autoregressive use usually assumes that the instantaneous field u(t,·) is a complete state. This assumption fails for delay equations, distributed-memory systems, and other non-Markovian dynamics: two trajectories may agree at time t and nevertheless have different futures because their histories differ. We introduce the History-Space Fourier Neural Operator (HS-FNO), a neural operator for delay and memory-driven PDEs formulated on the lifted state ut(θ,x)=u(t+θ,x), θ∈[-τ,0]. The key computational step is to decompose one history-state update into a learned predictor for the newly exposed future slice and an exact shift-append transport for the portion of the history window already known from the previous state. This avoids learning deterministic history coordinates, reduces the learned output dimension, and enforces the natural discrete history update. We test HS-FNO on five benchmark families covering delayed reaction--diffusion, spatial epidemiology, nonlocal neural-field dynamics, delayed waves, and distributed-memory closures. Across ten random seeds, HS-FNO attains the lowest aggregate one-step, history-space, and rollout errors among the principal baselines. The largest gain occurs in autoregressive prediction, where aggregate rollout error decreases from 0.241, 0.188, and 0.185 for current-state, lag-stack, and unconstrained history-to-history operators, respectively, to 0.094. The same model uses fewer parameters than unconstrained history prediction. These results indicate that enforcing the discrete shift structure of history-state evolution is an effective inductive bias for non-Markovian PDE surrogate modeling.

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References · 17

  1. 2017Attention Is All You Needcited by 60,361
  2. 2020Fourier Neural Operator for Parametric Partial Differential Equationscited by 2,908
  3. 2019DeepONet: Learning nonlinear operators for identifying differential equations based on the universal approximation theorem of operatorscited by 2,018
  4. 2015Convolutional LSTM Network: A Machine Learning Approach for Precipitation Nowcastingcited by 1,436
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  10. 2023Operator Learning with Neural Fields: Tackling PDEs on General Geometriescited by 84
  11. 2024Latent Neural Operator for Solving Forward and Inverse PDE Problemscited by 80
  12. 2022Derivative-Informed Neural Operator: An Efficient Framework for High-Dimensional Parametric Derivative Learningcited by 44
5 more
  1. 2021Neural Delay Differential Equationscited by 26
  2. 2021Learning Stable Deep Dynamics Models for Partially Observed or Delayed Dynamical Systemscited by 17
  3. 2022Learning Stochastic Dynamics with Statistics-Informed Neural Networkcited by 16
  4. 2022Neural Piecewise-Constant Delay Differential Equationscited by 4
  5. 2024A Deep Neural Network Framework for Solving Forward and Inverse Problems in Delay Differential Equationscited by 2

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