FunDPS (2025)

Guided Diffusion Sampling on Function Spaces with Applications to PDEs
Alex Tong et al.

Diffusion Posterior sampling Inverse problems
Quick facts

Type: diffusion sampling (function space)
Goal: fast inference with few steps
Guidance: PDE + measurement consistency

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TL;DR

FunDPS adapts diffusion posterior sampling to PDE solution *fields*: sample from a learned diffusion prior while enforcing observations and (optionally) physics constraints through guidance terms. The key idea is to treat the unknown as a function (field) and make the guidance compatible with PDE operators and masks.

Problem

Inverse problems for PDEs (inpainting, sparse sensors, data assimilation) require drawing samples of solution fields consistent with partial observations. Standard diffusion priors sample unconditionally; naive conditioning can be weak or expensive. FunDPS targets practical posterior sampling for PDE fields by combining diffusion priors with measurement/physics guidance in a function-space framing.

Benefits vs others

Interesting detail

Core method (math)

Template for Diffusion. Paper-specific equations are added when manually curated.

\[u_t = \alpha_t\,u_0 + \sigma_t\,\varepsilon,\quad \varepsilon\sim\mathcal{N}(0,I)\] \[s_\theta(u_t,t) \approx \nabla_{u_t}\log p_t(u_t)\quad\text{(score / denoiser)}\] \[y = M u_0 + \eta,\quad \log p(y\mid u) \propto -\|Mu-y\|_2^2/(2\sigma_y^2)\] \[J_{\text{phys}}(u) = \|F(u)\|_2^2\quad\text{(PDE residual penalty)}\] \[u_{t-\Delta} \leftarrow u_t + \underbrace{\text{DDPM/ODE step}}_{\text{prior}} + \lambda\nabla_{u_t}\log p(y\mid u_t) - \mu\nabla_{u_t}J_{\text{phys}}(u_t)\]

Main theoretical contribution

Main contribution

Main results (headline)

(Optional) Add main_results for a quick headline summary.

Experiments

PDE problems

  • Darcy flow
  • Poisson
  • Helmholtz
  • Navier–Stokes

Tasks

  • Forward operator learning
  • Inverse / partial-observation reconstruction

Experiment setting (high level)

  • Guided diffusion sampling; compares different step counts.
  • Evaluated on standard PDE operator benchmarks; reports relative errors.
  • Includes both forward and inverse settings depending on PDE.

Comparable baselines

Main results

Reported relative error (examples)

Transcribed from the earlier site draft; see the paper for full tables and exact splits.

PDEDir.FunDPS (1)FunDPS (2)DiffPDE (10)DiffPDE (50)PINOFNO
DarcyFwd4.5%4.2%4.1%4.1%4.8%4.9%
DarcyInv18.8%18.4%22.2%21.7%
PoissonInv14.9%14.1%19.5%19.3%
HelmholtzInv8.4%7.8%8.5%8.5%
Navier–StokesInv12.5%11.8%11.8%11.7%
Check the mask generator and the measurement noise level when comparing to other methods.

Citation (BibTeX)

@article{fundps2025,
  title={Guided Diffusion Sampling on Function Spaces with Applications to PDEs},
  author={Tong, Alex and others},
  journal={arXiv preprint arXiv:2505.17004},
  year={2025}
}