English
Related papers

Related papers: Odeint - Solving ordinary differential equations i…

200 papers

Neural Ordinary Differential Equations (ODE) are a promising approach to learn dynamic models from time-series data in science and engineering applications. This work aims at learning Neural ODE for stiff systems, which are usually raised…

Numerical Analysis · Mathematics 2021-10-04 Suyong Kim , Weiqi Ji , Sili Deng , Yingbo Ma , Christopher Rackauckas

The inability to predict lasting languages and architectures led us to develop OCCA, a C++ library focused on host-device interaction. Using run-time compilation and macro expansions, the result is a novel single kernel language that…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-03-06 David S Medina , Amik St-Cyr , T. Warburton

We demonstrate a high-performance vendor-agnostic method for massively parallel solving of ensembles of ordinary differential equations (ODEs) and stochastic differential equations (SDEs) on GPUs. The method is integrated with a widely used…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-11-20 Utkarsh Utkarsh , Valentin Churavy , Yingbo Ma , Tim Besard , Prakitr Srisuma , Tim Gymnich , Adam R. Gerlach , Alan Edelman , George Barbastathis , Richard D. Braatz , Christopher Rackauckas

The coupled-wave equations (CWEs) in nonlinear optics are the fundamental starting point in the study, analysis, and understanding of various frequency conversion processes in dielectric media subjected to intense laser radiation. In this…

Solving partial differential equations (PDEs) is the cornerstone of scientific research and development. Data-driven machine learning (ML) approaches are emerging to accelerate time-consuming and computation-intensive numerical simulations…

Computational load imbalance is a well-known performance issue in multiprocessor reacting flow simulations utilizing directly integrated chemical kinetics. We introduce an open-source dynamic load balancing model named DLBFoam to address…

Fluid Dynamics · Physics 2021-06-29 Bulut Tekgül , Petteri Peltonen , Heikki Kahila , Ossi Kaario , Ville Vuorinen

A method of representation of a solution as segments of the series in powers of the step of the independent variable is expanded for solving complex systems of ordinary differential equations (ODE): the Lorenz system and other systems. A…

Numerical Analysis · Computer Science 2014-05-26 Vladimir Aristov , Andrey Stroganov

The Virtual Element Method (VEM) is an extension of the Finite Element Method (FEM) used for handling polytopal meshes. This paper provides a brief introduction to the VEM for a two-dimensional Laplacian problem. Additionally, it highlights…

Numerical Analysis · Mathematics 2023-10-10 F. Dassi

As computational challenges in optimization and statistical inference grow ever harder, algorithms that utilize derivatives are becoming increasingly more important. The implementation of the derivatives that make these algorithms so…

Mathematical Software · Computer Science 2015-09-25 Bob Carpenter , Matthew D. Hoffman , Marcus Brubaker , Daniel Lee , Peter Li , Michael Betancourt

We introduce OpenRAND, a C++17 library aimed at facilitating reproducible scientific research through the generation of statistically robust and yet replicable random numbers. OpenRAND accommodates single and multi-threaded applications on…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-11-01 Shihab Shahriar Khan , Bryce Palmer , Christopher Edelmaierd , Hasan Metin Aktulga

An efficient approximate version of implicit Taylor methods for initial-value problems of systems of ordinary differential equations (ODEs) is introduced. The approach, based on an approximate formulation of Taylor methods, produces a…

Numerical Analysis · Mathematics 2024-02-05 Antonio Baeza , Raimund Bürger , María del Carmen Martí , Pep Mulet , David Zorío

Since the advent of the ``Neural Ordinary Differential Equation (Neural ODE)'' paper, learning ODEs with deep learning has been applied to system identification, time-series forecasting, and related areas. Exploiting the diffeomorphic…

Machine Learning · Statistics 2025-08-27 Yuji Okamoto , Tomoya Takeuchi , Yusuke Sakemi

The data-driven discovery of interpretable models approximating the underlying dynamics of a physical system has gained attraction in the past decade. Current approaches employ pre-specified functional forms or basis functions and often…

Machine Learning · Computer Science 2025-07-30 Rahul Golder , M. M. Faruque Hasan

Adapting large, object-oriented C++ codebases for hardware acceleration might be extremely challenging, particularly when targeting heterogeneous platforms such as GPUs. Marionette is a C++17 library designed to address this by enabling…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-11-10 Nuno dos Santos Fernandes , Pedro Tomás , Nuno Roma , Frank Winklmeier , Patricia Conde-Muíño

We present a machine learning approach for efficiently computing order independent transparency (OIT). Our method is fast, requires a small constant amount of memory (depends only on the screen resolution and not on the number of triangles…

Graphics · Computer Science 2023-05-18 Grigoris Tsopouridis , Andreas-Alexandros Vasilakis , Ioannis Fudos

Ordinary differential equations (ODEs) are widely used to model complex dynamics that arises in biology, chemistry, engineering, finance, physics, etc. Calibration of a complicated ODE system using noisy data is generally very difficult. In…

Machine Learning · Statistics 2023-09-20 Kexuan Li , Fangfang Wang , Ruiqi Liu , Fan Yang , Zuofeng Shang

Recently, Neural Ordinary Differential Equations has emerged as a powerful framework for modeling physical simulations without explicitly defining the ODEs governing the system, but instead learning them via machine learning. However, the…

This report provides an introduction to the ensmallen numerical optimization library, as well as a deep dive into the technical details of how it works. The library provides a fast and flexible C++ framework for mathematical optimization of…

Mathematical Software · Computer Science 2023-11-16 Ryan R. Curtin , Marcus Edel , Rahul Ganesh Prabhu , Suryoday Basak , Zhihao Lou , Conrad Sanderson

Reliably determining system trajectories is essential in many analysis and control design approaches. To this end, an initial value problem has to be usually solved via numerical algorithms which rely on a certain software realization.…

Systems and Control · Electrical Eng. & Systems 2021-04-07 Grigory Devadze , Lars Flessing , Stefan Streif

Many types of physics-informed neural network models have been proposed in recent years as approaches for learning solutions to differential equations. When a particular task requires solving a differential equation at multiple…

Machine Learning · Computer Science 2021-11-02 Filipe de Avila Belbute-Peres , Yi-fan Chen , Fei Sha