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Numerical simulation of ordinary differential equations (ODEs) can be challenging when the system exhibits high accelerations and rapidly changing dynamics. Under these conditions the ODE solver often needs to take very small time steps in…

Numerical Analysis · Mathematics 2026-05-11 Andrew Tagg , Andrew Frandsen , Andrew Ning

Ordinary differential equations (ODE's) are widespread models in physics, chemistry and biology. In particular, this mathematical formalism is used for describing the evolution of complex systems and it might consist of high-dimensional…

Statistics Theory · Mathematics 2008-12-22 Nicolas J-B. Brunel

The rigorous linking of exact stochastic models to mean-field approximations is studied. Starting from the differential equation point of view the stochastic model is identified by its Kolmogorov equations, which is a system of linear ODEs…

Dynamical Systems · Mathematics 2011-09-19 András Bátkai , Istvan Z. Kiss , Eszter Sikolya , Péter L. Simon

We present a parameter estimation method in Ordinary Differential Equation (ODE) models. Due to complex relationships between parameters and states the use of standard techniques such as nonlinear least squares can lead to the presence of…

Methodology · Statistics 2018-10-11 Quentin Clairon

Differential equations (DEs) are used as numerical models to describe physical phenomena throughout the field of engineering and science, including heat and fluid flow, structural bending, and systems dynamics. While there are many other…

Machine Learning · Statistics 2019-10-10 Carl Leake , Hunter Johnston , Lidia Smith , Daniele Mortari

There are many methods for finding a particular solution to a nonhomogeneous linear ordinary differential equation (ODE) with constant coefficients. The method of undetermined coefficients, Laplace transform method and differential operator…

General Mathematics · Mathematics 2021-03-08 Jozef Fecenko

Neural Ordinary Differential Equations (ODEs) represent a significant advancement at the intersection of machine learning and dynamical systems, offering a continuous-time analog to discrete neural networks. Despite their promise, deploying…

Numerical Analysis · Mathematics 2025-06-18 Matteo Caldana , Jan S. Hesthaven

We rigorously construct a variety of orbits for certain delay differential equations, including the electrodynamic equations formulated by Wheeler and Feynman in 1949. These equations involve delays and advances that depend on the…

Dynamical Systems · Mathematics 2025-03-11 Joan Gimeno , Rafael de la Llave , Jiaqi Yang

We consider parameter estimation of ordinary differential equation (ODE) models from noisy observations. For this problem, one conventional approach is to fit numerical solutions (e.g., Euler, Runge--Kutta) of ODEs to data. However, such a…

Methodology · Statistics 2021-09-01 Takeru Matsuda , Yuto Miyatake

We consider the dynamics of particle systems where the particles are confined by impenetrable barriers to a bounded, possibly non-convex domain $\Omega$. When particles hit the boundary, we consider an instant change in velocity, which…

Analysis of PDEs · Mathematics 2018-12-24 M. Kimura , P. van Meurs , Z. X. Yang

By using a fonctionelle of probability distributions, several different statistical physics including extensive and nonextensive statistics are unified in a general method. The essential equivalence between the MaxEnt process of the most…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Congjie Ou , Zhifu Huang , Jincan Chen

We consider the dynamics of point particles which are confined to a bounded, possibly nonconvex domain $\Omega$. Collisions with the boundary are described as purely elastic collisions. This turns the description of the particle dynamics…

Analysis of PDEs · Mathematics 2020-12-01 Masato Kimura , Patrick van Meurs , Zhenxing Yang

We present a spectrally accurate numerical method for finding non-trivial time-periodic solutions of non-linear partial differential equations. The method is based on minimizing a functional (of the initial condition and the period) that is…

Exactly Solvable and Integrable Systems · Physics 2010-06-11 David M. Ambrose , Jon Wilkening

This work investigates the application of the Newton's method for the numerical solution of a nonlinear boundary value problem formulated through an ordinary differential equation (ODE). Nonlinear ODEs arise in various mathematical modeling…

This work is devoted to the obtaining of a new numerical scheme based in quadrature formulas for the Lebesgue-Stieltjes integral for the approximation of Stieltjes ordinary differential equations. This novel method allows us to numerically…

Numerical Analysis · Mathematics 2020-02-20 Francisco J. Fernández , F. Adrián F. Tojo

Self similarity allows for analytic or semi-analytic solutions to many hydrodynamics problems. Most of these solutions are one dimensional. Using linear perturbation theory, expanded around such a one-dimensional solution, we find…

High Energy Astrophysical Phenomena · Physics 2015-05-30 Re'em Sari , J. Nate Bode , Almog Yalinewich , Andrew MacFadyen

A functional differential equation related to the logistic equation is studied by a combination of numerical and perturbation methods. Parameter regions are identified where the solution to the nonlinear problem is approximated well by…

Classical Analysis and ODEs · Mathematics 2026-03-24 Nicholas Hale , Enrique Thomann , JAC Weideman

A large system of ordinary differential equations is approximated by a parabolic partial differential equation with dynamic boundary condition and a different one with Robin boundary condition. Using the theory of differential operators…

Functional Analysis · Mathematics 2014-03-26 András Bátkai , Ágnes Havasi , Róbert Horváth , Dávid Kunszenti-Kovács , Péter L. Simon

In this work, we introduce a new difference equation which is discrete analogue of Diffusion differential equation and analyze some essential spectral properties, Diffusion difference operator is self-adjoint, eigenvalues of this problem…

Spectral Theory · Mathematics 2017-05-03 Erdal Bas , Ramazan Ozarslan

Definite integrals with parameters of holonomic functions satisfy holonomic systems of linear partial differential equations. When we restrict parameters to a one dimensional curve, the system becomes a linear ordinary differential equation…

Numerical Analysis · Mathematics 2026-04-10 Nobuki Takayama , Takaharu Yaguchi , Yi Zhang
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