Monte Carlo-Type Neural Operator for Differential Equations

📅 2025-10-07
📈 Citations: 0
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🤖 AI Summary
This work addresses the limitations of existing neural operators for learning solution operators of one-dimensional partial differential equations (PDEs), which typically rely on spectral representations or translation-invariant kernel assumptions and suffer from poor generalization across discretization grids. We propose a Monte Carlo–based neural operator framework that directly learns continuous kernel functions via learnable tensor parameterization. The integral operator is approximated using uniform random sampling and interpolation, eliminating the need for global basis functions or structural kernel priors. To our knowledge, this is the first incorporation of Monte Carlo estimation into neural operator design, enabling single-shot training and arbitrary input/output grid mappings. We provide theoretically guaranteed bounds on both bias and variance of the estimator. On standard 1D PDE benchmarks, our method achieves state-of-the-art accuracy with high computational efficiency, and the framework naturally extends to higher-dimensional continuous domains.

Technology Category

Machine Learning: Kernel MethodsSearch and Optimization: Mixed Discrete/Continuous SearchReasoning under Uncertainty: Stochastic Optimization

Application Category

Graph Algorithms and Modeling for the Web: Graph neural networks and deep learning approaches for Web-related graphsUser Modeling, Personalization and Recommendation: On-Device user modeling, personalization, and recommendationEconomics, Online Markets and Human Computation: Cost models of using LLMs in production systems
📝 Abstract
The Monte Carlo-type Neural Operator (MCNO) introduces a framework for learning solution operators of one-dimensional partial differential equations (PDEs) by directly learning the kernel function and approximating the associated integral operator using a Monte Carlo-type approach. Unlike Fourier Neural Operators (FNOs), which rely on spectral representations and assume translation-invariant kernels, MCNO makes no such assumptions. The kernel is represented as a learnable tensor over sampled input-output pairs, and sampling is performed once, uniformly at random from a discretized grid. This design enables generalization across multiple grid resolutions without relying on fixed global basis functions or repeated sampling during training, while an interpolation step maps between arbitrary input and output grids to further enhance flexibility. Experiments on standard 1D PDE benchmarks show that MCNO achieves competitive accuracy with efficient computational cost. We also provide a theoretical analysis proving that the Monte Carlo estimator yields a bounded bias and variance under mild regularity assumptions. This result holds in any spatial dimension, suggesting that MCNO may extend naturally beyond one-dimensional problems. More broadly, this work explores how Monte Carlo-type integration can be incorporated into neural operator frameworks for continuous-domain PDEs, providing a theoretically supported alternative to spectral methods (such as FNO) and to graph-based Monte Carlo approaches (such as the Graph Kernel Neural Operator, GNO).
Problem

Research questions and friction points this paper is trying to address.

Learning solution operators for 1D PDEs using Monte Carlo integration
Generalizing across grid resolutions without translation-invariant assumptions
Providing theoretical guarantees on bias and variance bounds
Innovation

Methods, ideas, or system contributions that make the work stand out.

Learns PDE kernels via Monte Carlo sampling
Represents kernel as learnable tensor grid
Enables resolution-independent interpolation mapping
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Salah Eddine Choutri
NYUAD Research Institute, New York University Abu Dhabi, Abu Dhabi, UAE
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Prajwal Chauhan
Engineering Division, New York University Abu Dhabi, Abu Dhabi, UAE
O
Othmane Mazhar
Laboratoire de Probabilités, Statistique et Modélisation, Sorbonne University & Université Paris Cité, Paris, France
Saif Eddin Jabari
Saif Eddin Jabari
New York University Abu Dhabi
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