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In this study, a recursive solution technique in conjunction with generalized integrating factors is presented and applied to address first and second order linear differential equations. This approach demonstrates practical utility in…

Mathematical Physics · Physics 2025-03-03 Everardo Rivera-Oliva

Nonlinear partial differential equations (PDEs) are used to model dynamical processes in a large number of scientific fields, ranging from finance to biology. In many applications standard local models are not sufficient to accurately…

Numerical Analysis · Mathematics 2022-05-10 Victor Boussange , Sebastian Becker , Arnulf Jentzen , Benno Kuckuck , Loïc Pellissier

This short, self-contained article seeks to introduce and survey continuous-time deep learning approaches that are based on neural ordinary differential equations (neural ODEs). It primarily targets readers familiar with ordinary and…

Machine Learning · Computer Science 2024-01-09 Lars Ruthotto

The numerical methods for differential equation solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods have the restricted class of…

Numerical Analysis · Mathematics 2023-07-03 Alexander Hvatov , Tatiana Tikhonova

This article proposes an efficient numerical method for solving nonlinear partial differential equations (PDEs) based on sparse Gaussian processes (SGPs). Gaussian processes (GPs) have been extensively studied for solving PDEs by…

Numerical Analysis · Mathematics 2023-08-09 Rui Meng , Xianjin Yang

This paper introduces a method to approximate Gaussian process regression by representing the problem as a stochastic differential equation and using variational inference to approximate solutions. The approximations are compared with full…

Machine Learning · Computer Science 2019-01-08 Wil O C Ward , Mauricio A Álvarez

In this work we present a new approach for the implementation of operational Tau method for the solutions of linear differential and integral equations. In our approach we use the three terms relation of an orthogonal polynomial basis to…

Numerical Analysis · Mathematics 2017-12-21 de Matos , João Carrilho , Matos , José M. A. , Rodrigues , Maria João

Coupled second order nonlinear differential equations are of fundamental importance in dynamics. In this part of our study on the integrability and linearization of nonlinear ordinary differential equations we focus our attention on the…

Exactly Solvable and Integrable Systems · Physics 2009-11-13 V. K. Chandrasekar , M. Senthilvelan , M. Lakshmanan

In this paper, we introduce some analytical techniques to solve some classes of second order differential equations. Such classes of differential equations arise in describing some mathematical problems in Physics and Engineering.

Classical Analysis and ODEs · Mathematics 2017-06-08 Rami AlAhmad , Mohammadkheer Al-Jararha

In the paper we offer a functional-discrete method for solving the Cauchy problem for the first order ordinary differential equations (ODEs). This method (FD-method) is in some sense similar to the Adomian Decomposition Method. But it is…

Numerical Analysis · Mathematics 2010-09-02 Volodymyr Makarov , Denis Dragunov

In this paper, we consider a stochastic system described by a differential equation admitting a spatially varying random coefficient. The differential equation has been employed to model various static physics systems such as elastic…

Probability · Mathematics 2013-09-18 Jingchen Liu , Xiang Zhou

This article provides a general iterative approximation to partial differential equations, and thus establish existence of smooth solution. The heart of the method is to contract (or expand) the boundary conditions uniformly in the domain,…

Analysis of PDEs · Mathematics 2024-07-16 Chang Gao

In the paper we consider higher-order partial differential equations from the class of linear dispersive equations. We investigate solutions to these equations subject to random initial conditions given by harmonizable…

Probability · Mathematics 2020-03-30 Yuriy Kozachenko , Enzo Orsingher , Lyudmyla Sakhno , Olga Vasylyk

A subroutine for very-high-precision numerical solution of a class of ordinary differential equations is provided. For given evaluation point and equation parameters the memory requirement scales linearly with precision $P$, and the number…

Mathematical Physics · Physics 2015-06-05 Amna Noreen , Kåre Olaussen

In this paper we present a direct formula for the solution of the general second order linear ordinary differential equation as our main result such that the parameters required for the formula are determined using another differential…

General Mathematics · Mathematics 2021-01-12 Rajnish Kumar Jha

Optimization of problems with high computational power demands is a challenging task. A probabilistic approach to such optimization called Bayesian optimization lowers performance demands by solving mathematically simpler model of the…

Machine Learning · Computer Science 2021-01-27 Jakub Klus , Pavel Grunt , Martin Dobrovolný

Stochastic solutions not only provide new rigorous results for nonlinear pde's but also, through its local non-grid nature, are a natural tool for parallel computation. There are two methods to construct stochastic solutions: the McKean…

Probability · Mathematics 2012-03-01 R. Vilela Mendes

Algorithmic approach to the problem of linearization by point transformation of ordinary differential equation of arbitrary order is presented. Test-linearization is purely algorithmic.

Classical Analysis and ODEs · Mathematics 2017-06-07 Vladimir Gerdt , Dmitry Lyakhov

Power Series Solution method has been used traditionally for to solve Linear Differential Equations, in Ordinary and Partial form. But this method has been limited to this kind of problems. We present the solution of problems of Non Linear…

Symbolic Computation · Computer Science 2015-03-25 E. Lopez-Sandoval , A. Mello , J. J. Godina Nava

This article proposes a novel approach for determining exact solutions to nonlinear ordinary differential equations. The recommended iterative method provides the solution via a rapidly converging series that readily approaches a closed…

Analysis of PDEs · Mathematics 2025-07-15 Prakash Kumar Das