arrow
Volume 18, Issue 3
Uncertainty Quantification with Physics-Informed Generative Process Distributions for the Linear Diffusion Equation

Wei Zhang, Hui Xie, Tengchao Yu & Heng Yong

Numer. Math. Theor. Meth. Appl., 18 (2025), pp. 794-816.

Published online: 2025-09

Export citation
  • Abstract

We propose a novel diffusion-based generative model for solving linear stochastic diffusion equations, while enabling uncertainty quantification (UQ). By embedding the governing physical laws into the generative process, our approach establishes a mapping between control parameters and solutions across the latent space of the diffusion model. This ensures that the generated solutions satisfy the underlying physical constraints. Additionally, our method overcomes the limitation of conventional diffusion models, which struggle to generate accurate solutions for new control terms, and achieves superior accuracy compared to traditional data-driven operator learning techniques. Furthermore, by sampling different noise realizations and analyzing variations in the generated solutions, we efficiently capture solution diversity, enabling simultaneous prediction and comprehensive UQ. Experimental results demonstrate that our method outperforms deep operator networks and variational inference-based deep operator networks in both accuracy and confidence estimation.

  • AMS Subject Headings

68T07, 65C20

  • Copyright

COPYRIGHT: © Global Science Press

  • Email address
  • BibTex
  • RIS
  • TXT
@Article{NMTMA-18-794, author = {Zhang , WeiXie , HuiYu , Tengchao and Yong , Heng}, title = {Uncertainty Quantification with Physics-Informed Generative Process Distributions for the Linear Diffusion Equation}, journal = {Numerical Mathematics: Theory, Methods and Applications}, year = {2025}, volume = {18}, number = {3}, pages = {794--816}, abstract = {

We propose a novel diffusion-based generative model for solving linear stochastic diffusion equations, while enabling uncertainty quantification (UQ). By embedding the governing physical laws into the generative process, our approach establishes a mapping between control parameters and solutions across the latent space of the diffusion model. This ensures that the generated solutions satisfy the underlying physical constraints. Additionally, our method overcomes the limitation of conventional diffusion models, which struggle to generate accurate solutions for new control terms, and achieves superior accuracy compared to traditional data-driven operator learning techniques. Furthermore, by sampling different noise realizations and analyzing variations in the generated solutions, we efficiently capture solution diversity, enabling simultaneous prediction and comprehensive UQ. Experimental results demonstrate that our method outperforms deep operator networks and variational inference-based deep operator networks in both accuracy and confidence estimation.

}, issn = {2079-7338}, doi = {https://doi.org/10.4208/nmtma.OA-2025-0024}, url = {http://global-sci.org/intro/article_detail/nmtma/24328.html} }
TY - JOUR T1 - Uncertainty Quantification with Physics-Informed Generative Process Distributions for the Linear Diffusion Equation AU - Zhang , Wei AU - Xie , Hui AU - Yu , Tengchao AU - Yong , Heng JO - Numerical Mathematics: Theory, Methods and Applications VL - 3 SP - 794 EP - 816 PY - 2025 DA - 2025/09 SN - 18 DO - http://doi.org/10.4208/nmtma.OA-2025-0024 UR - https://global-sci.org/intro/article_detail/nmtma/24328.html KW - Diffusion model, uncertainty quantification, linear diffusion equation, physics-informed. AB -

We propose a novel diffusion-based generative model for solving linear stochastic diffusion equations, while enabling uncertainty quantification (UQ). By embedding the governing physical laws into the generative process, our approach establishes a mapping between control parameters and solutions across the latent space of the diffusion model. This ensures that the generated solutions satisfy the underlying physical constraints. Additionally, our method overcomes the limitation of conventional diffusion models, which struggle to generate accurate solutions for new control terms, and achieves superior accuracy compared to traditional data-driven operator learning techniques. Furthermore, by sampling different noise realizations and analyzing variations in the generated solutions, we efficiently capture solution diversity, enabling simultaneous prediction and comprehensive UQ. Experimental results demonstrate that our method outperforms deep operator networks and variational inference-based deep operator networks in both accuracy and confidence estimation.

Zhang , WeiXie , HuiYu , Tengchao and Yong , Heng. (2025). Uncertainty Quantification with Physics-Informed Generative Process Distributions for the Linear Diffusion Equation. Numerical Mathematics: Theory, Methods and Applications. 18 (3). 794-816. doi:10.4208/nmtma.OA-2025-0024
Copy to clipboard
The citation has been copied to your clipboard