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Current methods that enforce hard PDE constraints in generative models inadvertently sample the wrong distribution by omitting a critical co-area Jacobian factor. This omission introduces significant bias, inflating posterior error up to 20 times the sampling-noise floor and rendering standard uncertainty calibration unreliable. The proposed CoCoS sampler corrects this measure-aware bias, establishing that satisfying physical constraints is mathematically distinct from correctly sampling the Bayesian posterior.
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The Right Measure for Physics-Constrained Generation: A Co-Area Correction for Posterior-Consistent PDE Inverse Problems

arXiv2 min read

arXiv:2606.04804v3 Announce Type: replace Abstract: Generative models -- diffusion and flow matching -- are increasingly used to solve partial differential equation (PDE) inverse problems, enforcing the governing physics as a \emph{hard constraint} (via projection or guidance) and reporting the resulting samples as a Bayesian posterior with calibrated uncertainty. We show that this widely adopted recipe samples the wrong distribution. Conditioning a generative prior on a hard PDE constraint is conditioning on a measure-zero manifold -- an operation that is intrinsically ambiguous (the Borel--Kolmogorov paradox) and whose physically correct resolution, the small-residual-noise limit, carries a co-area (Fixman) Jacobian factor $[det(JJ^{\top})]^{-1/2}$ that projection- and guidance-based methods silently omit. We make the bias precise, show that it grows with the heterogeneity of the constraint sensitivity, and validate it on controlled problems against an \emph{i.i.d.} ground-truth arbiter. The omitted factor is not a second-order detail: removing it inflates the posterior error to $20\times$ the sampling-noise floor; minimal-displacement projection (as in PCFM) is biased at $9\times$ the floor; and a naive scalar reweighting does not fix it. We introduce \textbf{CoCoS}, a measure-aware constrained sampler that targets the correct co-area posterior, and show that it matches the gold-standard posterior to within sampling noise. Our results imply that ``satisfying the physics'' is not the same as ``sampling the posterior,'' and give a principled correction for uncertainty-aware scientific inference.

Abstract:Generative models -- diffusion and flow matching -- are increasingly used to solve partial differential equation (PDE) inverse problems, enforcing the governing physics as a \emph{hard constraint} (via projection or guidance) and reporting the resulting samples as a Bayesian posterior with calibrated uncertainty. We show that this widely adopted recipe samples the wrong distribution. Conditioning a generative prior on a hard PDE constraint is conditioning on a measure-zero manifold -- an operation that is intrinsically ambiguous (the Borel--Kolmogorov paradox) and whose physically correct resolution, the small-residual-noise limit, carries a co-area (Fixman) Jacobian factor $[det(JJ^{\top})]^{-1/2}$ that projection- and guidance-based methods silently omit. We make the bias precise, show that it grows with the heterogeneity of the constraint sensitivity, and validate it on controlled problems against an \emph{i.i.d.} ground-truth arbiter. The omitted factor is not a second-order detail: removing it inflates the posterior error to $20\times$ the sampling-noise floor; minimal-displacement projection (as in PCFM) is biased at $9\times$ the floor; and a naive scalar reweighting does not fix it. We introduce \textbf{CoCoS}, a measure-aware constrained sampler that targets the correct co-area posterior, and show that it matches the gold-standard posterior to within sampling noise. Our results imply that ``satisfying the physics'' is not the same as ``sampling the posterior,'' and give a principled correction for uncertainty-aware scientific inference.

Machine Learning (cs.LG)

arXiv:2606.04804 [cs.LG]

(or arXiv:2606.04804v3 [cs.LG] for this version)

Full text under the publisher's open licence · 227 words

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