Neural operators struggle to learn complex PDEs in pedestrian mobility: Hughes model case study

This paper investigates the limitations of neural operators in learning solutions for a Hughes model, a first-order hyperbolic conservation law system for crowd dynamics. The model couples a Fokker-Planck equation representing pedestrian density with a Hamilton-Jacobi-type (eikonal) equation. This Hughes model belongs to the class of nonlinear hyperbolic systems that often exhibit complex solution structures, including shocks and discontinuities. In this study, we assess the performance of three state-of-the-art neural operators (Fourier Neural Operator, Wavelet Neural Operator, and Multiwavelet Neural Operator) in various challenging scenarios. Specifically, we consider (1) discontinuous and Gaussian initial conditions and (2) diverse boundary conditions, while also examining the impact of different numerical schemes. Our results show that these neural operators perform well in easy scenarios with fewer discontinuities in the initial condition, yet they struggle in complex scenarios with multiple initial discontinuities and dynamic boundary conditions, even when trained specifically on such complex samples. The predicted solutions often appear smoother, resulting in a reduction in total variation and a loss of important physical features. This smoothing behavior is similar to issues discussed by Daganzo (1995), where models that introduce artificial diffusion were shown to miss essential features such as shock waves in hyperbolic systems. These results suggest that current neural operator architectures may introduce unintended regularization effects that limit their ability to capture transport dynamics governed by discontinuities. They also raise concerns about generalizing these methods to traffic applications where shock preservation is essential.

SEEDS: Exponential SDE Solvers for Fast High-Quality Sampling from Diffusion Models

A potent class of generative models known as Diffusion Probabilistic Models (DPMs) has become prominent. A forward diffusion process adds gradually noise to data, while a model learns to gradually denoise. Sampling from pre-trained DPMs is obtained by solving differential equations (DE) defined by the learnt model, a process which has shown to be prohibitively slow. Numerous efforts on speeding-up this process have consisted on crafting powerful ODE solvers. Despite being quick, such solvers do not usually reach the optimal quality achieved by available slow SDE solvers. Our goal is to propose SDE solvers that reach optimal quality without requiring several hundreds or thousands of NFEs to achieve that goal. In this work, we propose Stochastic Exponential Derivative-free Solvers (SEEDS), improving and generalizing Exponential Integrator approaches to the stochastic case on several frameworks. After carefully analyzing the formulation of exact solutions of diffusion SDEs, we craft SEEDS to analytically compute the linear part of such solutions. Inspired by the Exponential Time-Differencing method, SEEDS uses a novel treatment of the stochastic components of solutions, enabling the analytical computation of their variance, and contains high-order terms allowing to reach optimal quality sampling $\sim3$-$5\times$ faster than previous SDE methods. We validate our approach on several image generation benchmarks, showing that SEEDS outperforms or is competitive with previous SDE solvers. Contrary to the latter, SEEDS are derivative and training free, and we fully prove strong convergence guarantees for them.