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We provide a comprehensive survey of splitting and composition methods for the numerical integration of ordinary differential equations (ODEs). Splitting methods constitute an appropriate choice when the vector field associated with the ODE…

Numerical Analysis · Mathematics 2009-04-11 Sergio Blanes , Fernando Casas , Ander Murua

We introduce generalised finite difference methods for solving fully nonlinear elliptic partial differential equations. Methods are based on piecewise Cartesian meshes augmented by additional points along the boundary. This allows for…

Numerical Analysis · Mathematics 2017-06-26 Brittany D. Froese , Tiago Salvador

A new method for finding first integrals of discrete equations is presented. It can be used for discrete equations which do not possess a variational (Lagrangian or Hamiltonian) formulation. The method is based on a newly established…

Exactly Solvable and Integrable Systems · Physics 2013-11-08 V. Dorodnitsyn , E. Kaptsov , R. Kozlov , P. Winternitz

Compartmental ordinary differential equation (ODE) models are used extensively in mathematical biology. When transit between compartments occurs at a constant rate, the well-known linear chain trick can be used to show that the ODE model is…

Dynamical Systems · Mathematics 2021-09-17 Tyler Cassidy

It is well known that exact notions of model abstraction and reduction for dynamical systems may not be robust enough in practice because they are highly sensitive to the specific choice of parameters. In this paper we consider this problem…

Systems and Control · Computer Science 2018-07-19 Luca Cardelli , Mirco Tribastone , Max Tschaikowski , Andrea Vandin

The Cartan's method of equivalence and moving coframe method has been applied to solve the local equivalence problem for KDV-type equations under the action of a pseudo-group of contact transformations. The structure equations, the sets of…

Differential Geometry · Mathematics 2014-12-16 Mostafa Hesamiarshad , Mehdi Nadjafikhah

This paper investigates the use of artificial neural networks (ANNs) to solve differential equations (DEs) and the construction of the loss function which meets both differential equation and its initial/boundary condition of a certain DE.…

Machine Learning · Computer Science 2023-01-03 Xiao Xiong

We report a new analytical method for solution of a wide class of second-order differential equations with eigenvalues replaced by arbitrary functions. Such classes of problems occur frequently in Quantum Mechanics and Optics. This approach…

Mathematical Physics · Physics 2012-04-30 Sina Khorasani

The quest for analytical solutions to differential equations has traditionally been constrained by the need for extensive mathematical expertise. Machine learning methods like genetic algorithms have shown promise in this domain, but are…

Machine Learning · Computer Science 2025-07-22 Shu Wei , Yanjie Li , Lina Yu , Weijun Li , Min Wu , Linjun Sun , Jingyi Liu , Hong Qin , Yusong Deng , Jufeng Han , Yan Pang

The aim of this work is to use systematically the symmetries of the (one dimensional) bacward heat equation with potentiel in order to solve certain one dimensional It\^o's stochastic differential equations. The special form of the drift…

Probability · Mathematics 2014-04-21 Paul Lescot , Hélène Quintard , Jean-Claude Zambrini

In this work we consider a given root of a family of n-degree polynomials as a one-variable function that depends only on the independent term. Then we prove that this function satisfies several ordinary differential equations (ODE). More…

Classical Analysis and ODEs · Mathematics 2020-06-17 Armengol Gasull , Hector Giacomini

Some continuous optimization methods can be connected to ordinary differential equations (ODEs) by taking continuous limits, and their convergence rates can be explained by the ODEs. However, since such ODEs can achieve any convergence rate…

Numerical Analysis · Mathematics 2022-07-15 Kansei Ushiyama , Shun Sato , Takayasu Matsuo

A Taylor method for solving an ordinary differential equation initial-value problem $\dot x = f(t,x)$, $x(t_0) = x_0$, computes the Taylor series (TS) of the solution at the current point, truncated to some order, and then advances to the…

Numerical Analysis · Mathematics 2025-03-28 Nedialko S. Nedialkov , John D. Pryce

We study gradient-based optimization methods obtained by directly discretizing a second-order ordinary differential equation (ODE) related to the continuous limit of Nesterov's accelerated gradient method. When the function is smooth…

Optimization and Control · Mathematics 2018-11-29 Jingzhao Zhang , Aryan Mokhtari , Suvrit Sra , Ali Jadbabaie

A conventional approach to train neural ordinary differential equations (ODEs) is to fix an ODE solver and then learn the neural network's weights to optimize a target loss function. However, such an approach is tailored for a specific…

Machine Learning · Computer Science 2021-03-16 Julia Gusak , Alexandr Katrutsa , Talgat Daulbaev , Andrzej Cichocki , Ivan Oseledets

Identifying integrable coupled nonlinear ordinary differential equations (ODEs) of dissipative type and deducing their general solutions are some of the challenging tasks in nonlinear dynamics. In this paper we undertake these problems and…

Exactly Solvable and Integrable Systems · Physics 2010-10-28 R. Gladwin Pradeep , V. K. Chandrasekar , M. Senthilvelan , M. Lakshmanan

This paper deals with the index reduction problem for the class of quasi-regular DAE systems. It is shown that any of these systems can be transformed to a generically equivalent first order DAE system consisting of a single purely…

Classical Analysis and ODEs · Mathematics 2010-08-31 Lisi D'Alfonso , Gabriella Jeronimo , François Ollivier , Alexandre Sedoglavic , Pablo Solernó

The (modern) arbitrary derivative (ADER) approach is a popular technique for the numerical solution of differential problems based on iteratively solving an implicit discretization of their weak formulation. In this work, focusing on an ODE…

Numerical Analysis · Mathematics 2024-01-15 Maria Han Veiga , Lorenzo Micalizzi , Davide Torlo

In this article, we introduce an original hybrid quantum-classical algorithm based on a variational quantum algorithm for solving systems of differential equations. The algorithm relies on a spectral decomposition of the trial functions…

In this paper, we present a method to identify integrable complex nonlinear oscillator systems and construct their solutions. For this purpose, we introduce two types of nonlocal transformations which relate specific classes of nonlinear…

Exactly Solvable and Integrable Systems · Physics 2013-09-13 R. Mohanasubha , Jane H. Sheeba , V. K. Chandrasekar , M. Senthilvelan , M. Lakshmanan