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Shandian Zhe

Publications and source records attributed to Shandian Zhe.

At least 37 records · Page 2Linked to original sources
arXiv2025

SIFBench: An Extensive Benchmark for Fatigue Analysis

Fatigue-induced crack growth is a leading cause of structural failure across critical industries such as aerospace, civil engineering, automotive, and energy. Accurate prediction of stress intensity factors (SIFs) -- the key parameters governing crack propagation in linear elastic fracture mechanics -- is essential for assessing fatigue life and ensuring structural integrity. While machine learning (ML) has shown great promise in SIF prediction, its advancement has been severely limited by the lack of rich, transparent, well-organized, and high-quality datasets. To address this gap, we introduce SIFBench, an open-source, large-scale benchmark database designed to support ML-based SIF prediction. SIFBench contains over 5 million different crack and component geometries derived from high-fidelity finite element simulations across 37 distinct scenarios, and provides a unified Python interface for seamless data access and customization. We report baseline results using a range of popular ML models -- including random forests, support vector machines, feedforward neural networks, and Fourier neural operators -- alongside comprehensive evaluation metrics and template code for model training, validation, and assessment. By offering a standardized and scalable resource, SIFBench substantially lowers the entry barrier and fosters the development and application of ML methods in damage tolerance design and predictive maintenance.

cs.DB↗
arXiv2025

Arbitrarily-Conditioned Multi-Functional Diffusion for Multi-Physics Emulation

Modern physics simulation often involves multiple functions of interests, and traditional numerical approaches are known to be complex and computationally costly. While machine learning-based surrogate models can offer significant cost reductions, most focus on a single task, such as forward prediction, and typically lack uncertainty quantification -- an essential component in many applications. To overcome these limitations, we propose Arbitrarily-Conditioned Multi-Functional Diffusion (ACM-FD), a versatile probabilistic surrogate model for multi-physics emulation. ACM-FD can perform a wide range of tasks within a single framework, including forward prediction, various inverse problems, and simulating data for entire systems or subsets of quantities conditioned on others. Specifically, we extend the standard Denoising Diffusion Probabilistic Model (DDPM) for multi-functional generation by modeling noise as Gaussian processes (GP). We propose a random-mask based, zero-regularized denoising loss to achieve flexible and robust conditional generation. We induce a Kronecker product structure in the GP covariance matrix, substantially reducing the computational cost and enabling efficient training and sampling. We demonstrate the effectiveness of ACM-FD across several fundamental multi-physics systems.

cs.LG↗
arXiv2025

Toward Efficient Kernel-Based Solvers for Nonlinear PDEs

We introduce a novel kernel learning framework toward efficiently solving nonlinear partial differential equations (PDEs). In contrast to the state-of-the-art kernel solver that embeds differential operators within kernels, posing challenges with a large number of collocation points, our approach eliminates these operators from the kernel. We model the solution using a standard kernel interpolation form and differentiate the interpolant to compute the derivatives. Our framework obviates the need for complex Gram matrix construction between solutions and their derivatives, allowing for a straightforward implementation and scalable computation. As an instance, we allocate the collocation points on a grid and adopt a product kernel, which yields a Kronecker product structure in the interpolation. This structure enables us to avoid computing the full Gram matrix, reducing costs and scaling efficiently to a large number of collocation points. We provide a proof of the convergence and rate analysis of our method under appropriate regularity assumptions. In numerical experiments, we demonstrate the advantages of our method in solving several benchmark PDEs.

cs.LG↗
arXiv2025

Diffusion-Based Symbolic Regression

Diffusion has emerged as a powerful framework for generative modeling, achieving remarkable success in applications such as image and audio synthesis. Enlightened by this progress, we propose a novel diffusion-based approach for symbolic regression. We construct a random mask-based diffusion and denoising process to generate diverse and high-quality equations. We integrate this generative processes with a token-wise Group Relative Policy Optimization (GRPO) method to conduct efficient reinforcement learning on the given measurement dataset. In addition, we introduce a long short-term risk-seeking policy to expand the pool of top-performing candidates, further enhancing performance. Extensive experiments and ablation studies have demonstrated the effectiveness of our approach.

cs.LG↗
arXiv2025

Graph-Based Operator Learning from Limited Data on Irregular Domains

Operator learning seeks to approximate mappings from input functions to output solutions, particularly in the context of partial differential equations (PDEs). While recent advances such as DeepONet and Fourier Neural Operator (FNO) have demonstrated strong performance, they often rely on regular grid discretizations, limiting their applicability to complex or irregular domains. In this work, we propose a Graph-based Operator Learning with Attention (GOLA) framework that addresses this limitation by constructing graphs from irregularly sampled spatial points and leveraging attention-enhanced Graph Neural Netwoks (GNNs) to model spatial dependencies with global information. To improve the expressive capacity, we introduce a Fourier-based encoder that projects input functions into a frequency space using learnable complex coefficients, allowing for flexible embeddings even with sparse or nonuniform samples. We evaluated our approach across a range of 2D PDEs, including Darcy Flow, Advection, Eikonal, and Nonlinear Diffusion, under varying sampling densities. Our method consistently outperforms baselines, particularly in data-scarce regimes, demonstrating strong generalization and efficiency on irregular domains.

cs.LG↗
arXiv2025

Invertible Fourier Neural Operators for Tackling Both Forward and Inverse Problems

Fourier Neural Operator (FNO) is a powerful and popular operator learning method. However, FNO is mainly used in forward prediction, yet a great many applications rely on solving inverse problems. In this paper, we propose an invertible Fourier Neural Operator (iFNO) for jointly tackling the forward and inverse problems. We developed a series of invertible Fourier blocks in the latent channel space to share the model parameters, exchange the information, and mutually regularize the learning for the bi-directional tasks. We integrated a variational auto-encoder to capture the intrinsic structures within the input space and to enable posterior inference so as to mitigate challenges of illposedness, data shortage, noises that are common in inverse problems. We proposed a three-step process to combine the invertible blocks and the VAE component for effective training. The evaluations on seven benchmark forward and inverse tasks have demonstrated the advantages of our approach.

cs.LG↗
arXiv2025

Standard Gaussian Process is All You Need for High-Dimensional Bayesian Optimization

A long-standing belief holds that Bayesian Optimization (BO) with standard Gaussian processes (GP) -- referred to as standard BO -- underperforms in high-dimensional optimization problems. While this belief seems plausible, it lacks both robust empirical evidence and theoretical justification. To address this gap, we present a systematic investigation. First, through a comprehensive evaluation across twelve benchmarks, we found that while the popular Square Exponential (SE) kernel often leads to poor performance, using Matérn kernels enables standard BO to consistently achieve top-tier results, frequently surpassing methods specifically designed for high-dimensional optimization. Second, our theoretical analysis reveals that the SE kernel's failure primarily stems from improper initialization of the length-scale parameters, which are commonly used in practice but can cause gradient vanishing in training. We provide a probabilistic bound to characterize this issue, showing that Matérn kernels are less susceptible and can robustly handle much higher dimensions. Third, we propose a simple robust initialization strategy that dramatically improves the performance of the SE kernel, bringing it close to state-of-the-art methods, without requiring additional priors or regularization. We prove another probabilistic bound that demonstrates how the gradient vanishing issue can be effectively mitigated with our method. Our findings advocate for a re-evaluation of standard BO's potential in high-dimensional settings.

cs.LG↗
arXiv2025

Fourier PINNs: From Strong Boundary Conditions to Adaptive Fourier Bases

Interest is rising in Physics-Informed Neural Networks (PINNs) as a mesh-free alternative to traditional numerical solvers for partial differential equations (PDEs). However, PINNs often struggle to learn high-frequency and multi-scale target solutions. To tackle this problem, we first study a strong Boundary Condition (BC) version of PINNs for Dirichlet BCs and observe a consistent decline in relative error compared to the standard PINNs. We then perform a theoretical analysis based on the Fourier transform and convolution theorem. We find that strong BC PINNs can better learn the amplitudes of high-frequency components of the target solutions. However, constructing the architecture for strong BC PINNs is difficult for many BCs and domain geometries. Enlightened by our theoretical analysis, we propose Fourier PINNs -- a simple, general, yet powerful method that augments PINNs with pre-specified, dense Fourier bases. Our proposed architecture likewise learns high-frequency components better but places no restrictions on the particular BCs or problem domains. We develop an adaptive learning and basis selection algorithm via alternating neural net basis optimization, Fourier and neural net basis coefficient estimation, and coefficient truncation. This scheme can flexibly identify the significant frequencies while weakening the nominal frequencies to better capture the target solution's power spectrum. We show the advantage of our approach through a set of systematic experiments.

cs.LG↗
arXiv2024

BayOTIDE: Bayesian Online Multivariate Time series Imputation with functional decomposition

In real-world scenarios like traffic and energy, massive time-series data with missing values and noises are widely observed, even sampled irregularly. While many imputation methods have been proposed, most of them work with a local horizon, which means models are trained by splitting the long sequence into batches of fit-sized patches. This local horizon can make models ignore global trends or periodic patterns. More importantly, almost all methods assume the observations are sampled at regular time stamps, and fail to handle complex irregular sampled time series arising from different applications. Thirdly, most existing methods are learned in an offline manner. Thus, it is not suitable for many applications with fast-arriving streaming data. To overcome these limitations, we propose BayOTIDE: Bayesian Online Multivariate Time series Imputation with functional decomposition. We treat the multivariate time series as the weighted combination of groups of low-rank temporal factors with different patterns. We apply a group of Gaussian Processes (GPs) with different kernels as functional priors to fit the factors. For computational efficiency, we further convert the GPs into a state-space prior by constructing an equivalent stochastic differential equation (SDE), and developing a scalable algorithm for online inference. The proposed method can not only handle imputation over arbitrary time stamps, but also offer uncertainty quantification and interpretability for the downstream application. We evaluate our method on both synthetic and real-world datasets.We release the code at {https://github.com/xuangu-fang/BayOTIDE}

cs.LG↗
arXiv2024

Equation Discovery with Bayesian Spike-and-Slab Priors and Efficient Kernels

Discovering governing equations from data is important to many scientific and engineering applications. Despite promising successes, existing methods are still challenged by data sparsity and noise issues, both of which are ubiquitous in practice. Moreover, state-of-the-art methods lack uncertainty quantification and/or are costly in training. To overcome these limitations, we propose a novel equation discovery method based on Kernel learning and BAyesian Spike-and-Slab priors (KBASS). We use kernel regression to estimate the target function, which is flexible, expressive, and more robust to data sparsity and noises. We combine it with a Bayesian spike-and-slab prior -- an ideal Bayesian sparse distribution -- for effective operator selection and uncertainty quantification. We develop an expectation-propagation expectation-maximization (EP-EM) algorithm for efficient posterior inference and function estimation. To overcome the computational challenge of kernel regression, we place the function values on a mesh and induce a Kronecker product construction, and we use tensor algebra to enable efficient computation and optimization. We show the advantages of KBASS on a list of benchmark ODE and PDE discovery tasks.

cs.LG↗
arXiv2024

Multi-Resolution Active Learning of Fourier Neural Operators

Fourier Neural Operator (FNO) is a popular operator learning framework. It not only achieves the state-of-the-art performance in many tasks, but also is efficient in training and prediction. However, collecting training data for the FNO can be a costly bottleneck in practice, because it often demands expensive physical simulations. To overcome this problem, we propose Multi-Resolution Active learning of FNO (MRA-FNO), which can dynamically select the input functions and resolutions to lower the data cost as much as possible while optimizing the learning efficiency. Specifically, we propose a probabilistic multi-resolution FNO and use ensemble Monte-Carlo to develop an effective posterior inference algorithm. To conduct active learning, we maximize a utility-cost ratio as the acquisition function to acquire new examples and resolutions at each step. We use moment matching and the matrix determinant lemma to enable tractable, efficient utility computation. Furthermore, we develop a cost annealing framework to avoid over-penalizing high-resolution queries at the early stage. The over-penalization is severe when the cost difference is significant between the resolutions, which renders active learning often stuck at low-resolution queries and inferior performance. Our method overcomes this problem and applies to general multi-fidelity active learning and optimization problems. We have shown the advantage of our method in several benchmark operator learning tasks. The code is available at https://github.com/shib0li/MRA-FNO.

cs.LG↗
arXiv2024

Solving High Frequency and Multi-Scale PDEs with Gaussian Processes

Machine learning based solvers have garnered much attention in physical simulation and scientific computing, with a prominent example, physics-informed neural networks (PINNs). However, PINNs often struggle to solve high-frequency and multi-scale PDEs, which can be due to spectral bias during neural network training. To address this problem, we resort to the Gaussian process (GP) framework. To flexibly capture the dominant frequencies, we model the power spectrum of the PDE solution with a student $t$ mixture or Gaussian mixture. We apply the inverse Fourier transform to obtain the covariance function (by Wiener-Khinchin theorem). The covariance derived from the Gaussian mixture spectrum corresponds to the known spectral mixture kernel. Next, we estimate the mixture weights in the log domain, which we show is equivalent to placing a Jeffreys prior. It automatically induces sparsity, prunes excessive frequencies, and adjusts the remaining toward the ground truth. Third, to enable efficient and scalable computation on massive collocation points, which are critical to capture high frequencies, we place the collocation points on a grid, and multiply our covariance function at each input dimension. We use the GP conditional mean to predict the solution and its derivatives so as to fit the boundary condition and the equation itself. As a result, we can derive a Kronecker product structure in the covariance matrix. We use Kronecker product properties and multilinear algebra to promote computational efficiency and scalability, without low-rank approximations. We show the advantage of our method in systematic experiments. The code is released at \url{https://github.com/xuangu-fang/Gaussian-Process-Slover-for-High-Freq-PDE}.

cs.LG↗
arXiv2024

Functional Bayesian Tucker Decomposition for Continuous-indexed Tensor Data

Tucker decomposition is a powerful tensor model to handle multi-aspect data. It demonstrates the low-rank property by decomposing the grid-structured data as interactions between a core tensor and a set of object representations (factors). A fundamental assumption of such decomposition is that there are finite objects in each aspect or mode, corresponding to discrete indexes of data entries. However, real-world data is often not naturally posed in this setting. For example, geographic data is represented as continuous indexes of latitude and longitude coordinates, and cannot fit tensor models directly. To generalize Tucker decomposition to such scenarios, we propose Functional Bayesian Tucker Decomposition (FunBaT). We treat the continuous-indexed data as the interaction between the Tucker core and a group of latent functions. We use Gaussian processes (GP) as functional priors to model the latent functions. Then, we convert each GP into a state-space prior by constructing an equivalent stochastic differential equation (SDE) to reduce computational cost. An efficient inference algorithm is developed for scalable posterior approximation based on advanced message-passing techniques. The advantage of our method is shown in both synthetic data and several real-world applications. We release the code of FunBaT at \url{https://github.com/xuangu-fang/Functional-Bayesian-Tucker-Decomposition}.

cs.LG↗
arXiv2023

Diffusion-Generative Multi-Fidelity Learning for Physical Simulation

Multi-fidelity surrogate learning is important for physical simulation related applications in that it avoids running numerical solvers from scratch, which is known to be costly, and it uses multi-fidelity examples for training and greatly reduces the cost of data collection. Despite the variety of existing methods, they all build a model to map the input parameters outright to the solution output. Inspired by the recent breakthrough in generative models, we take an alternative view and consider the solution output as generated from random noises. We develop a diffusion-generative multi-fidelity (DGMF) learning method based on stochastic differential equations (SDE), where the generation is a continuous denoising process. We propose a conditional score model to control the solution generation by the input parameters and the fidelity. By conditioning on additional inputs (temporal or spacial variables), our model can efficiently learn and predict multi-dimensional solution arrays. Our method naturally unifies discrete and continuous fidelity modeling. The advantage of our method in several typical applications shows a promising new direction for multi-fidelity learning.

cs.LG↗
arXiv2023

Streaming Factor Trajectory Learning for Temporal Tensor Decomposition

Practical tensor data is often along with time information. Most existing temporal decomposition approaches estimate a set of fixed factors for the objects in each tensor mode, and hence cannot capture the temporal evolution of the objects' representation. More important, we lack an effective approach to capture such evolution from streaming data, which is common in real-world applications. To address these issues, we propose Streaming Factor Trajectory Learning for temporal tensor decomposition. We use Gaussian processes (GPs) to model the trajectory of factors so as to flexibly estimate their temporal evolution. To address the computational challenges in handling streaming data, we convert the GPs into a state-space prior by constructing an equivalent stochastic differential equation (SDE). We develop an efficient online filtering algorithm to estimate a decoupled running posterior of the involved factor states upon receiving new data. The decoupled estimation enables us to conduct standard Rauch-Tung-Striebel smoothing to compute the full posterior of all the trajectories in parallel, without the need for revisiting any previous data. We have shown the advantage of SFTL in both synthetic tasks and real-world applications. The code is available at {https://github.com/xuangu-fang/Streaming-Factor-Trajectory-Learning}.

cs.LG↗
arXiv2023

Dynamic Tensor Decomposition via Neural Diffusion-Reaction Processes

Tensor decomposition is an important tool for multiway data analysis. In practice, the data is often sparse yet associated with rich temporal information. Existing methods, however, often under-use the time information and ignore the structural knowledge within the sparsely observed tensor entries. To overcome these limitations and to better capture the underlying temporal structure, we propose Dynamic EMbedIngs fOr dynamic Tensor dEcomposition (DEMOTE). We develop a neural diffusion-reaction process to estimate dynamic embeddings for the entities in each tensor mode. Specifically, based on the observed tensor entries, we build a multi-partite graph to encode the correlation between the entities. We construct a graph diffusion process to co-evolve the embedding trajectories of the correlated entities and use a neural network to construct a reaction process for each individual entity. In this way, our model can capture both the commonalities and personalities during the evolution of the embeddings for different entities. We then use a neural network to model the entry value as a nonlinear function of the embedding trajectories. For model estimation, we combine ODE solvers to develop a stochastic mini-batch learning algorithm. We propose a stratified sampling method to balance the cost of processing each mini-batch so as to improve the overall efficiency. We show the advantage of our approach in both simulation study and real-world applications. The code is available at https://github.com/wzhut/Dynamic-Tensor-Decomposition-via-Neural-Diffusion-Reaction-Processes.

cs.LG↗
arXiv2023

A unified scalable framework for causal sweeping strategies for Physics-Informed Neural Networks (PINNs) and their temporal decompositions

Physics-informed neural networks (PINNs) as a means of solving partial differential equations (PDE) have garnered much attention in the Computational Science and Engineering (CS&E) world. However, a recent topic of interest is exploring various training (i.e., optimization) challenges - in particular, arriving at poor local minima in the optimization landscape results in a PINN approximation giving an inferior, and sometimes trivial, solution when solving forward time-dependent PDEs with no data. This problem is also found in, and in some sense more difficult, with domain decomposition strategies such as temporal decomposition using XPINNs. We furnish examples and explanations for different training challenges, their cause, and how they relate to information propagation and temporal decomposition. We then propose a new stacked-decomposition method that bridges the gap between time-marching PINNs and XPINNs. We also introduce significant computational speed-ups by using transfer learning concepts to initialize subnetworks in the domain and loss tolerance-based propagation for the subdomains. Finally, we formulate a new time-sweeping collocation point algorithm inspired by the previous PINNs causality literature, which our framework can still describe, and provides a significant computational speed-up via reduced-cost collocation point segmentation. The proposed methods form our unified framework, which overcomes training challenges in PINNs and XPINNs for time-dependent PDEs by respecting the causality in multiple forms and improving scalability by limiting the computation required per optimization iteration. Finally, we provide numerical results for these methods on baseline PDE problems for which unmodified PINNs and XPINNs struggle to train.

physics.comp-ph↗
arXiv2023

Provably Convergent Schrödinger Bridge with Applications to Probabilistic Time Series Imputation

The Schrödinger bridge problem (SBP) is gaining increasing attention in generative modeling and showing promising potential even in comparison with the score-based generative models (SGMs). SBP can be interpreted as an entropy-regularized optimal transport problem, which conducts projections onto every other marginal alternatingly. However, in practice, only approximated projections are accessible and their convergence is not well understood. To fill this gap, we present a first convergence analysis of the Schrödinger bridge algorithm based on approximated projections. As for its practical applications, we apply SBP to probabilistic time series imputation by generating missing values conditioned on observed data. We show that optimizing the transport cost improves the performance and the proposed algorithm achieves the state-of-the-art result in healthcare and environmental data while exhibiting the advantage of exploring both temporal and feature patterns in probabilistic time series imputation.

cs.LG↗