FMint: Bridging Human Designed and Data Pretrained Models for Differential Equation Foundation Model

TL;DR

FMint is a novel foundation model that combines human-designed and data-driven approaches to efficiently and accurately simulate dynamical systems, especially in complex, high-dimensional, and chaotic cases.

Contribution

The paper introduces FMint, a transformer-based model that learns a universal error correction scheme for dynamical systems using multi-modal data, bridging the gap between traditional and neural methods.

Findings

Achieves 10-100x accuracy improvement over existing methods.

Provides 5x faster simulation compared to classical numerical solvers.

Demonstrates effectiveness on chaotic and high-dimensional ODEs.

Abstract

The fast simulation of dynamical systems is a key challenge in many scientific and engineering applications, such as weather forecasting, disease control, and drug discovery. With the recent success of deep learning, there is increasing interest in using neural networks to solve differential equations in a data-driven manner. However, existing methods are either limited to specific types of differential equations or require large amounts of data for training. This restricts their practicality in many real-world applications, where data is often scarce or expensive to obtain. To address this, we propose a novel multi-modal foundation model, named \textbf{FMint} (\textbf{F}oundation \textbf{M}odel based on \textbf{In}i\textbf{t}ialization), to bridge the gap between human-designed and data-driven models for the fast simulation of dynamical systems. Built on a decoder-only transformer architecture with in-context learning, FMint utilizes both numerical and textual data to learn a universal error correction scheme for dynamical systems, using prompted sequences of coarse solutions from traditional solvers. The model is pre-trained on a corpus of 40K ODEs, and we perform extensive experiments on challenging ODEs that exhibit chaotic behavior and of high dimensionality. Our results demonstrate the effectiveness of the proposed model in terms of both accuracy and efficiency compared to classical numerical solvers, highlighting FMint's potential as a general-purpose solver for dynamical systems. Our approach achieves an accuracy improvement of 1 to 2 orders of magnitude over state-of-the-art dynamical system simulators, and delivers a 5X speedup compared to traditional numerical algorithms. The code for FMint is available at \url{https://github.com/margotyjx/FMint}.