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The Adomian decomposition method is a semi-analytical method for solving ordinary and partial nonlinear differential equations. The aim of this paper is to apply Adomian decomposition method to obtain approximate solutions of nonlinear…

Numerical Analysis · Mathematics 2017-12-27 Iqra Javed , Ashfaq Ahmad , Muzammil Hussain , S. Iqbal

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

Artificial neural networks, widely recognised for their role in machine learning, are now transforming the study of ordinary differential equations (ODEs), bridging data-driven modelling with classical dynamical systems and enabling the…

Optimization and Control · Mathematics 2025-04-15 Dario Izzo , Sebastien Origer , Giacomo Acciarini , Francesco Biscani

Probabilistic solvers for ordinary differential equations (ODEs) provide efficient quantification of numerical uncertainty associated with simulation of dynamical systems. Their convergence rates have been established by a growing body of…

Machine Learning · Statistics 2020-12-21 Nicholas Krämer , Philipp Hennig

Integrable systems in low dimensions, constructed through the symmetry reduction method, are studied using phase portrait and variable separation techniques. In particular, invariant quantities and explicit periodic solutions are…

solv-int · Physics 2009-10-31 J. A. Calzada , M. A. del Olmo , M. A. Rodriguez

Parameter estimation for ordinary differential equations (ODEs) plays a fundamental role in the analysis of dynamical systems. Generally lacking closed-form solutions, ODEs are traditionally approximated using deterministic solvers.…

Computation · Statistics 2025-06-30 Mohan Wu , Martin Lysy

We show that some hard to detect properties of quadratic ODEs (eg certain preserved integrals and measures) can be deduced more or less algorithmically from their Kahan discretization, using Darboux Polynomials (DPs). Somewhat similar…

Classical Analysis and ODEs · Mathematics 2021-04-14 G. R. W. Quispel , D. I. McLaren , C. Evripidou

In this work, in order to obtain higher-order schemes for solving forward backward stochastic differential equations, we adopt the high-order multi-step method in [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci. Comput., 36(4) (2014),…

Numerical Analysis · Mathematics 2020-10-06 Long Teng , Weidong Zhao

Two-step predictor/corrector methods are provided to solve three classes of problems that present themselves as systems of ordinary differential equations (ODEs). In the first class, velocities are given from which displacements are to be…

Numerical Analysis · Computer Science 2017-07-10 Alan D. Freed

Inverse problem or parameter estimation of ordinary differential equations (ODEs), the iterative process of minimizing the mismatch between model-predicted and experimental states by tuning the parameter values within an optimization…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Siddharth Prabhu , Srinivas Rangarajan , Mayuresh Kothare

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

We formulate a well-posedness and approximation theory for a class of generalised saddle point problems. In this way we develop an approach to a class of fourth order elliptic partial differential equations using the idea of splitting into…

Numerical Analysis · Mathematics 2019-04-02 Charles M. Elliott , Hans Fritz , Graham Hobbs

Mechanistic models with differential equations are a key component of scientific applications of machine learning. Inference in such models is usually computationally demanding, because it involves repeatedly solving the differential…

Machine Learning · Statistics 2022-07-06 Jonathan Schmidt , Nicholas Krämer , Philipp Hennig

This work presents a geometrical formulation of the Clairin theory of conditional symmetries for higher-order systems of partial differential equations (PDEs). We devise methods for obtaining Lie algebras of conditional symmetries from…

Classical Analysis and ODEs · Mathematics 2018-10-16 A. M. Grundland , J. de Lucas

This papers studies the expressive and computational power of discrete Ordinary Differential Equations (ODEs). It presents a new framework using discrete ODEs as a central tool for computation and provides several implicit characterizations…

Logic in Computer Science · Computer Science 2018-10-09 Olivier Bournez , Arnaud Durand , Sabrina Ouazzani

Ordinary differential equations (ODEs) and ordinary difference systems (O$\Delta$Ss) invariant under the actions of the Lie groups $\mathrm{SL}_x(2)$, $\mathrm{SL}_y(2)$ and $\mathrm{SL}_x(2)\times\mathrm{SL}_y(2)$ of projective…

Mathematical Physics · Physics 2016-01-20 Rutwig Campoamor-Stursberg , Miguel A. Rodríguez , Pavel Winternitz

Data driven discovery of partial differential equations (PDEs) is a promising approach for uncovering the underlying laws governing complex systems. However, purely data driven techniques face the dilemma of balancing search space with…

Machine Learning · Computer Science 2025-05-12 Hao Xu , Yuntian Chen , Rui Cao , Tianning Tang , Mengge Du , Jian Li , Adrian H. Callaghan , Dongxiao Zhang

This paper studies an unsupervised deep learning-based numerical approach for solving partial differential equations (PDEs). The approach makes use of the deep neural network to approximate solutions of PDEs through the compositional…

Machine Learning · Computer Science 2020-08-26 Zhiqiang Cai , Jingshuang Chen , Min Liu , Xinyu Liu

The field of partial differential equations (PDEs) is vast in size and diversity. The basic reason for this is that essentially all fundamental laws of physics are formulated in terms of PDEs. In addition, approximations to these…

History and Overview · Mathematics 2019-01-11 Per Kristen Jakobsen

Mixed-dimensional partial differential equations (PDEs) are characterized by coupled operators defined on domains of varying dimensions and pose significant computational challenges due to their inherent ill-conditioning. Moreover, the…

Numerical Analysis · Mathematics 2025-05-14 Nunzio Dimola , Nicola Rares Franco , Paolo Zunino