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We provide of a method to integrate first order non-linear systems of differential equations with variable coefficients. It determines approximate solutions given initial or boundary conditions or even for Sturm-Liouville problems. This…

Classical Analysis and ODEs · Mathematics 2025-03-05 Manuel Gadella , Luis P. Lara

Ordinary differential equation (ODE) is widely used in modeling biological and physical processes in science. In this article, we propose a new reproducing kernel-based approach for estimation and inference of ODE given noisy observations.…

Methodology · Statistics 2021-10-26 Xiaowu Dai , Lexin Li

The combination of machine learning and physical laws has shown immense potential for solving scientific problems driven by partial differential equations (PDEs) with the promise of fast inference, zero-shot generalisation, and the ability…

Machine Learning · Computer Science 2024-09-11 Nacime Bouziani , David A. Ham , Ado Farsi

We present a hybrid a-priori/a-posteriori goal oriented error estimator for a combination of dynamic iteration-based solution of ordinary differential equations discretized by finite elements. Our novel error estimator combines estimates…

Numerical Analysis · Mathematics 2026-02-13 Erik Weyl , Andreas Bartel , Manuel Schaller

We present a novel numerical routine (oscode) with a C++ and Python interface for the efficient solution of one-dimensional, second-order, ordinary differential equations with rapidly oscillating solutions. The method is based on a…

Computational Physics · Physics 2020-01-10 F. J. Agocs , W. J. Handley , A. N. Lasenby , M. P. Hobson

Rapidly developing machine learning methods has stimulated research interest in computationally reconstructing differential equations (DEs) from observational data which may provide additional insight into underlying causative mechanisms.…

Machine Learning · Computer Science 2026-05-12 Mingtao Xia , Xiangting Li , Qijing Shen , Tom Chou

We design and analyse a new numerical method to solve ODE system based on the structural method. We compute approximations of solutions together with its derivatives up to order $K$ by solving an entire block corresponding to $R$ time…

Numerical Analysis · Mathematics 2025-08-05 S. Clain , M. T. Malheiro , G. J. Machado , R. Costa

Traditionally, finite differences and finite element methods have been by many regarded as the basic tools for obtaining numerical solutions in a variety of quantum mechanical problems emerging in atomic, nuclear and particle physics,…

Quantum Physics · Physics 2008-11-26 A. Deloff

This work is concerned with the quantification of the epistemic uncertainties induced the discretization of partial differential equations. Following the paradigm of probabilistic numerics, we quantify this uncertainty probabilistically.…

Probability · Mathematics 2016-07-14 Ilias Bilionis

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

In this work we develop a novel domain splitting strategy for the solution of partial differential equations. Focusing on a uniform discretization of the $d$-dimensional advection-diffusion equation, our proposal is a two-level algorithm…

Numerical Analysis · Mathematics 2023-03-03 Ken Trotti

Using the resolvent operator, we develop an algorithm for computing smoothed approximations of spectral measures associated with self-adjoint operators. The algorithm can achieve arbitrarily high-orders of convergence in terms of a…

Numerical Analysis · Mathematics 2020-12-02 Matthew J. Colbrook , Andrew Horning , Alex Townsend

We show that any second order linear ordinary diffrential equation with constant coefficients (including the damped and undumped harmonic oscillator equation) admits an exact discretization, i.e., there exists a difference equation whose…

Popular Physics · Physics 2007-05-23 Jan L. Cieslinski , Boguslaw Ratkiewicz

Two combined methods for computing solutions of time-varying semilinear differential-algebraic equations (descriptor systems) are obtained. When constructing the methods, time-varying spectral projectors which can be found numerically are…

Numerical Analysis · Mathematics 2026-03-18 Maria Filipkovska

A brief introduction to the Python computing environment is given. By solving the master equation encountered in quantum transport, we give an example of how to solve the ODE problems in Python. The ODE solvers used are the ZVODE routine in…

Computational Physics · Physics 2011-05-11 Wei Fan , Yan Xu , Bing Chen , Qianqian Ye

In this paper we consider the numerical solution of fractional differential equations. In particular, we study a step-by-step graded mesh procedure based on an expansion of the vector field using orthonormal Jacobi polynomials. Under mild…

Numerical Analysis · Mathematics 2024-04-09 L. Brugnano , K. Burrage , P. Burrage , F. Iavernaro

In the present paper we consider discrete versions of the modified projection methods for solving a Urysohn integral equation with a kernel of the type of Green's function. For $r \geq 0,$ a space of piecewise polynomials of degree $\leq r…

Functional Analysis · Mathematics 2020-07-20 Rekha P. Kulkarni , Gobinda Rakshit

We introduce a new approach to the modelling of the light distribution of galaxies, an orthonormal polar base formed by a combination of Chebyshev rational functions and Fourier polynomials that we call CHEF functions, or CHEFs. We have…

Instrumentation and Methods for Astrophysics · Physics 2015-05-27 Y. Jiménez-Teja , N. Benítez

In this paper we propose an algorithm for the numerical solution of arbitrary differential equations of fractional order. The algorithm is obtained by using the following decomposition of the differential equation into a system of…

Numerical Analysis · Mathematics 2025-10-20 Leszczynski Jacek , Ciesielski Mariusz

This paper presents a universal numerical scheme tailored for tackling linear integral, integro-differential, and both initial and boundary value problems of ordinary differential equations. The numerical scheme is readily adapted for…

General Mathematics · Mathematics 2026-01-23 Vladimir Kryzhniy