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An algorithmic method to exploit a general class of infinitesimal symmetries for reducing stochastic differential equations is presented and a natural definition of reconstruction, inspired by the classical reconstruction by quadratures, is…

Probability · Mathematics 2020-08-04 Francesco C. De Vecchi , Paola Morando , Stefania Ugolini

Preservation of linear and quadratic invariants by numerical integrators has been well studied. However, many systems have linear or quadratic observables that are not invariant, but which satisfy evolution equations expressing important…

Numerical Analysis · Mathematics 2025-06-02 Robert I. McLachlan , Ari Stern

We introduce a method to construct conservation laws for a large class of linear partial differential equations. In contrast to the classical result of Noether, the conserved currents are generated by any symmetry of the operator, including…

Analysis of PDEs · Mathematics 2008-10-05 Anthony C. L Ashton

The direct method of construction of local conservation laws of partial differential equations (PDE) is a systematic method applicable to a wide class of PDE systems [Anco S. and Bluman G., Direct construction method for conservation laws…

Mathematical Physics · Physics 2009-07-06 Alexei F. Cheviakov

This paper presents a generalised symbolic algorithm for solving systems of linear algebraic equations with multi-diagonal coefficient matrices. The algorithm is given in a pseudocode. A theorem which gives the condition for correctness of…

Symbolic Computation · Computer Science 2026-05-22 Milena Veneva

Lie symmetry analysis is one of the powerful tools to analyze nonlinear ordinary differential equations. We review the effectiveness of this method in terms of various symmetries. We present the method of deriving Lie point symmetries,…

Exactly Solvable and Integrable Systems · Physics 2023-07-19 M. Senthilvelan , V. K. Chandrasekar , R. Mohanasubha

It is shown that the problem of calculating form factors in ADE affine Toda field theories can be reduced to the nonperturbative recursive calculation of polynomials symmetric in each sort of variables. We determine these recursion…

High Energy Physics - Theory · Physics 2016-09-06 Mathias Pillin

We present a new scientific machine learning method that learns from data a computationally inexpensive surrogate model for predicting the evolution of a system governed by a time-dependent nonlinear partial differential equation (PDE), an…

Numerical Analysis · Mathematics 2022-02-28 Elizabeth Qian , Ionut-Gabriel Farcas , Karen Willcox

Discrete probability laws underpin statistical modeling, yet the catalog of interpretable distributions has expanded only gradually through centuries of case-by-case mathematical derivations. We introduce symbolic density estimation (SDE),…

Machine Learning · Computer Science 2026-05-25 Ziwen Liu , Meng Li

The working mechanisms of complex natural systems tend to abide by concise and profound partial differential equations (PDEs). Methods that directly mine equations from data are called PDE discovery, which reveals consistent physical laws…

Machine Learning · Computer Science 2023-03-17 Mengge Du , Yuntian Chen , Dongxiao Zhang

Motivated by the remarkable success of artificial intelligence (AI) across diverse fields, the application of AI to solve scientific problems, often formulated as partial differential equations (PDEs), has garnered increasing attention.…

Machine Learning · Computer Science 2025-10-21 Rohan Bhatnagar , Ling Liang , Krish Patel , Haizhao Yang

An effective algorithmic method is presented for finding the local conservation laws for partial differential equations with any number of independent and dependent variables. The method does not require the use or existence of a…

Mathematical Physics · Physics 2007-05-23 Stephen C. Anco , George Bluman

Conservation laws are an inherent feature in many systems modeling real world phenomena, in particular, those modeling biological and chemical systems. If the form of the underlying dynamical system is known, linear algebra and algebraic…

Numerical Analysis · Mathematics 2024-03-11 Tracey Oellerich , Maria Emelianenko

Accurately modelling the dynamics of complex systems and discovering their governing differential equations are critical tasks for accelerating scientific discovery. Using noisy, synthetic data from two damped oscillatory systems, we…

Machine Learning · Computer Science 2026-01-29 Panayiotis Ioannou , Pietro Liò , Pietro Cicuta

The study of symmetries of partial differential equations (PDEs) has been traditionally treated as a geometrical problem. Although geometrical methods have been proven effective with regard to finding infinitesimal symmetry transformations,…

Analysis of PDEs · Mathematics 2025-11-03 C. J. Papachristou

Differential-elimination algorithms apply a finite number of differentiations and eliminations to systems of partial differential equations. For systems that are polynomially nonlinear with rational number coefficients, they guarantee the…

Symbolic Computation · Computer Science 2024-10-17 Siyuan Deng , Michelle Hatzel , Gregory Reid , Wenqiang Yang , Wenyuan Wu

This article revisits the approximation problem of systems of nonlinear delay differential equations (DDEs) by a set of ordinary differential equations (ODEs). We work in Hilbert spaces endowed with a natural inner product including a point…

Chaotic Dynamics · Physics 2015-09-11 Mickaël D. Chekroun , Michael Ghil , Honghu Liu , Shouhong Wang

Symbolic regression is a machine learning technique that can learn the governing formulas of data and thus has the potential to transform scientific discovery. However, symbolic regression is still limited in the complexity and…

Machine Learning · Computer Science 2023-05-30 Michael Zhang , Samuel Kim , Peter Y. Lu , Marin Soljačić

The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an…

Numerical Analysis · Mathematics 2021-08-26 Junyang Wang , Jon Cockayne , Oksana Chkrebtii , T. J. Sullivan , Chris. J. Oates

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