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Numerically solving ordinary differential equations (ODEs) is a naturally serial process and as a result the vast majority of ODE solver software are serial. In this manuscript we developed a set of parallelized ODE solvers using…

Numerical Analysis · Mathematics 2022-09-13 Utkarsh , Chris Elrod , Yingbo Ma , Christopher Rackauckas

Finite-sum optimization problems are ubiquitous in machine learning, and are commonly solved using first-order methods which rely on gradient computations. Recently, there has been growing interest in \emph{second-order} methods, which rely…

Optimization and Control · Mathematics 2017-03-09 Yossi Arjevani , Ohad Shamir

Learning nonparametric systems of Ordinary Differential Equations (ODEs) dot x = f(t,x) from noisy data is an emerging machine learning topic. We use the well-developed theory of Reproducing Kernel Hilbert Spaces (RKHS) to define candidates…

Machine Learning · Statistics 2023-11-14 Kamel Lahouel , Michael Wells , Victor Rielly , Ethan Lew , David Lovitz , Bruno M. Jedynak

Purely numerical methods do not always provide an accurate way to find all the global solutions to nonlinear ODE on infinite intervals. For example, finite-difference methods fail to capture the asymptotic behavior of solutions, which might…

Classical Analysis and ODEs · Mathematics 2007-10-01 Michael Robinson

Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations, but is better described by fractional diffusion models. The nonlocal nature of the fractional diffusion operators makes substantially…

Numerical Analysis · Mathematics 2018-03-08 K. Mustapha , K. Furati , O. M. Knio , O. Le Maitre

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

Linear differential equations are ubiquitous in science and engineering. Quantum computers can simulate quantum systems, which are described by a restricted type of linear differential equations. Here we extend quantum simulation algorithms…

Quantum Physics · Physics 2014-02-21 Dominic W. Berry

Systems of two ordinary and partial differential equations (ODEs and PDEs) had been obtained from a scalar complex ODE by splitting it into its real and imaginary parts. The procedure was also carried out to obtain a four dimensional system…

Classical Analysis and ODEs · Mathematics 2011-08-29 F M Mahomed , Asghar Qadir

In order to find closed form solutions of nonintegrable nonlinear ordinary differential equations, numerous tricks have been proposed. The goal of this short review is to recall classical, 19th-century results, completed in 2006 by…

Exactly Solvable and Integrable Systems · Physics 2025-03-04 Robert Conte , Micheline Musette , Tuen Wai Ng , Chengfa Wu

We propose a machine learning framework to accelerate numerical computations of time-dependent ODEs and PDEs. Our method is based on recasting (generalizations of) existing numerical methods as artificial neural networks, with a set of…

Numerical Analysis · Mathematics 2019-03-08 Siddhartha Mishra

The (modern) arbitrary derivative (ADER) approach is a popular technique for the numerical solution of differential problems based on iteratively solving an implicit discretization of their weak formulation. In this work, focusing on an ODE…

Numerical Analysis · Mathematics 2024-01-15 Maria Han Veiga , Lorenzo Micalizzi , Davide Torlo

Neural ordinary differential equations (NODE) have garnered significant attention for their design of continuous-depth neural networks and the ability to learn data/feature dynamics. However, for high-dimensional systems, estimating…

Machine Learning · Computer Science 2025-10-07 Muhao Guo , Haoran Li , Yang Weng

This paper focuses on the equivalent expression of fractional integrals/derivatives with an infinite series. A universal framework for fractional Taylor series is developed by expanding an analytic function at the initial instant or the…

General Mathematics · Mathematics 2022-12-07 Yiheng Wei , YangQuan Chen , Qing Gao , Yong Wang

This paper investigates the use of artificial neural networks (ANNs) to solve differential equations (DEs) and the construction of the loss function which meets both differential equation and its initial/boundary condition of a certain DE.…

Machine Learning · Computer Science 2023-01-03 Xiao Xiong

In this paper we introduce and investigate a new kind of functional (including ordinary and evolutionary partial) differential equations. The main goal of this paper is to explore our new philosophy by some examples on functional ODEs and…

Analysis of PDEs · Mathematics 2014-02-14 De-Xing Kong , Cheng Zhang

In this paper, we develop fast procedures for solving linear systems arising from discretization of ordinary and partial differential equations with Caputo fractional derivative w.r.t time variable. First, we consider a finite difference…

Analysis of PDEs · Mathematics 2018-02-01 Zhengguang Liu , Aijie Cheng , Xiaoli Li , Hong Wang

We propose a distinct approach to solving linear and nonlinear differential equations (DEs) on quantum computers by encoding the problem into ground states of effective Hamiltonian operators. Our algorithm relies on constructing such…

Quantum Physics · Physics 2025-04-18 Hsin-Yu Wu , Annie E. Paine , Evan Philip , Antonio A. Gentile , Oleksandr Kyriienko

Neural ordinary differential equations (Neural ODEs) propose the idea that a sequence of layers in a neural network is just a discretisation of an ODE, and thus can instead be directly modelled by a parameterised ODE. This idea has had…

Machine Learning · Computer Science 2024-05-07 Christina Runkel , Ander Biguri , Carola-Bibiane Schönlieb

A fundamental question in computer science is: Is it harder to solve $n$ instances independently than to solve them simultaneously? This question, known as the direct sum question or direct sum theorem, has been paid much attention in…

Computational Complexity · Computer Science 2025-01-16 Daiki Suruga

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