Styrofoam is unfortunately not one of our standard test substrates, so we do not have a pen that is guaranteed to work.
The edding 4000 matt paint marker would probably do best, as this is recommended for porous surfaces, among other things.
The edding 30 Brilliant Paper marker could also work as a filter pen.
However, this all depends very much on the nature of the styrofoam, so we cannot make any general recommendations.