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We study the learning of numerical algorithms for scientific computing, which combines mathematically driven, handcrafted design of general algorithm structure with a data-driven adaptation to specific classes of tasks. This represents a…

Numerical Analysis · Mathematics 2022-07-12 Yue Guo , Felix Dietrich , Tom Bertalan , Danimir T. Doncevic , Manuel Dahmen , Ioannis G. Kevrekidis , Qianxiao Li

Probabilistic solvers for ordinary differential equations (ODEs) have emerged as an efficient framework for uncertainty quantification and inference on dynamical systems. In this work, we explain the mathematical assumptions and detailed…

Machine Learning · Statistics 2021-10-25 Nicholas Krämer , Nathanael Bosch , Jonathan Schmidt , Philipp Hennig

When a system of first order linear ordinary differential equations has eigenvalues of large magnitude, its solutions exhibit complicated behaviour, such as high-frequency oscillations, rapid growth or rapid decay. The cost of representing…

Numerical Analysis · Mathematics 2023-09-26 Tony Hu , James Bremer

Quantum algorithms offer an exponential advantage with respect to the number of dependent variables for solving certain nonlinear ordinary differential equations (ODEs). These algorithms typically begin by transforming the original…

Quantum Physics · Physics 2025-12-09 Judd Katz , Gopikrishnan Muraleedharan , Abhijeet Alase

This paper studies the expressive and computational power of discrete Ordinary Differential Equations (ODEs), a.k.a. (Ordinary) Difference Equations. It presents a new framework using these equations as a central tool for computation and…

Logic in Computer Science · Computer Science 2022-09-27 Olivier Bournez , Arnaud Durand

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

In this short communication we introduce a rather simple autonomous system of 2 nonlinearly-coupled first-order Ordinary Differential Equations (ODEs), whose initial-values problem is explicitly solvable by algebraic operations. Its ODEs…

Dynamical Systems · Mathematics 2023-06-22 Francesco Calogero , Farrin Payandeh

In many fields of application, dynamic processes that evolve through time are well described by systems of ordinary differential equations (ODEs). The analytical solution of the ODEs is often not available and different methods have been…

Methodology · Statistics 2017-07-19 Saverio Ranciati , Cinzia Viroli , Ernst Wit

We present here the solution of the problem on linearization of fourth-order equations by means of point transformations. We show that all fourth-order equations that are linearizable by point transformations are contained in the class of…

Classical Analysis and ODEs · Mathematics 2007-10-26 Nail H. Ibragimov , Sergey V. Meleshko , Supaporn Suksern

Data-driven modeling of dynamical systems is a crucial area of machine learning. In many scenarios, a thorough understanding of the model's behavior becomes essential for practical applications. For instance, understanding the behavior of a…

Machine Learning · Computer Science 2025-04-14 Krzysztof Kacprzyk , Mihaela van der Schaar

Neural ordinary differential equations (NODE) have been recently proposed as a promising approach for nonlinear system identification tasks. In this work, we systematically compare their predictive performance with current state-of-the-art…

Machine Learning · Computer Science 2022-03-16 Aowabin Rahman , Ján Drgoňa , Aaron Tuor , Jan Strube

We examine the reductions of the order of certain third- and second-order nonlinear equations with arbitrary nonlinearity through their symmetries and some appropriate transformations. We use the folding transformation which enables one to…

Exactly Solvable and Integrable Systems · Physics 2015-04-02 K. M. Tamizhmani , K. Krishnakumar , P. G. L. Leach

An algorithm for solving first order ODEs, by systematically determining symmetries of the form [ xi = F(x), eta = P(x) y + Q(x) ], where xi d/dx + eta d/dy is the symmetry generator - is presented. To these {\it linear} symmetries one can…

Mathematical Physics · Physics 2007-05-23 E. S. Cheb-Terrab , T. Kolokolnikov

In this article, we introduce a novel parallel-in-time solver for nonlinear ordinary differential equations (ODEs). We state the numerical solution of an ODE as a root-finding problem that we solve using Newton's method. The affine…

Numerical Analysis · Mathematics 2025-11-04 Casian Iacob , Hassan Razavi , Simo Särkkä

A new method of solving third-order ordinary complex differential equations (OCDEs) by generalizing Prelle-Singer. The idea which is a procedure for finding the solution for second-order differential equations in the real domain. We have…

Mathematical Physics · Physics 2018-10-15 Ali Joohy , Mohammed S. Mechee , Ghassan A. Al-Juaifri

We consider the problem of minimizing a sum of several convex non-smooth functions. We introduce a new algorithm called the selective linearization method, which iteratively linearizes all but one of the functions and employs simple…

Optimization and Control · Mathematics 2016-08-16 Yu Du , Xiaodong Lin , Andrzej Ruszczynski

Recent advancements in quantum computing and quantum-inspired algorithms have sparked renewed interest in binary optimization. These hardware and software innovations promise to revolutionize solution times for complex problems. In this…

We identify contact transformations which linearize the given equations in the Riccati and Abel chains of nonlinear scalar and coupled ordinary differential equations to the same order. The identified contact transformations are not of…

Exactly Solvable and Integrable Systems · Physics 2015-10-30 R. Gladwin Pradeep , V. K. Chandrasekar , R. Mohanasubha , M. Senthilvelan , M. Lakshmanan

We develop a numerical method to reconstruct systems of ordinary differential equations (ODEs) from time series data without {\it a priori} knowledge of the underlying ODEs using sparse basis learning and sparse function reconstruction. We…

Data Analysis, Statistics and Probability · Physics 2016-05-19 Manuel Mai , Mark D. Shattuck , Corey S. O'Hern

Nonlinear second-order ordinary differential equations are common in various fields of science, such as physics, mechanics and biology. Here we provide a new family of integrable second-order ordinary differential equations by considering…

Exactly Solvable and Integrable Systems · Physics 2020-10-28 Dmitry Sinelshchikov
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