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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

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 consider parameter estimation of ordinary differential equation (ODE) models from noisy observations. For this problem, one conventional approach is to fit numerical solutions (e.g., Euler, Runge--Kutta) of ODEs to data. However, such a…

Methodology · Statistics 2021-09-01 Takeru Matsuda , Yuto Miyatake

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 understanding and modeling of complex physical phenomena through dynamical systems has historically driven scientific progress, as it provides the tools for predicting the behavior of different systems under diverse conditions through…

Machine Learning · Computer Science 2025-10-03 Karin L. Yu , Eleni Chatzi , Georgios Kissas

Differential equations arise in mathematics, physics,medicine, pharmacology, communications, image processing and animation, etc. An Ordinary Differential Equation (ODE) is a differential equation if it involves derivatives with respect to…

Mathematical Software · Computer Science 2015-12-31 A. O. Anidu , S. A. Arekete , A. O. Adedayo , A. O. Adekoya

Ordinary differential equations (ODEs) are widely used to describe the time evolution of natural phenomena across various scientific fields. Estimating the parameters of these systems from data is a challenging task, particularly when…

Numerical Analysis · Mathematics 2025-01-23 S. Syafiie , Aries Subiantoro , Vivi Andasari , Fernando Tadeo

We develop a numerical method to reconstruct systems of ordinary differential equations (ODEs) from time series data without {\it a priori} knowledge of the underlying ODEs using sparse basis learning and sparse function reconstruction. We…

Data Analysis, Statistics and Probability · Physics 2016-05-19 Manuel Mai , Mark D. Shattuck , Corey S. O'Hern

We present a new approach for estimating parameters in rational ODE models from given (measured) time series data. In typical existing approaches, an initial guess for the parameter values is made from a given search interval. Then, in a…

Mathematical Software · Computer Science 2023-12-19 Oren Bassik , Yosef Berman , Soo Go , Hoon Hong , Ilia Ilmer , Alexey Ovchinnikov , Chris Rackauckas , Pedro Soto , Chee Yap

Differential equations are important tools to portray dynamic problems, and are widely used in finance, engineering and biology. Here, multiple dynamic differential models were built innovatively, and discretized with the Runge-Kutta…

Optimization and Control · Mathematics 2023-12-05 Jun Wanga , Xianglei Li , Xianghu Lia

The neural ordinary differential equation (ODE) framework has emerged as a powerful tool for developing accelerated surrogate models of complex physical systems governed by partial differential equations (PDEs). A popular approach for PDE…

Fluid Dynamics · Physics 2025-03-26 Ashish S. Nair , Shivam Barwey , Pinaki Pal , Jonathan F. MacArt , Troy Arcomano , Romit Maulik

Realizations of stochastic process are often observed temporal data or functional data. There are growing interests in classification of dynamic or functional data. The basic feature of functional data is that the functional data have…

Machine Learning · Statistics 2014-10-28 Lerong Li , Momiao Xiong

Ordinary and stochastic differential equations (ODEs and SDEs) are widely used to model continuous-time processes across various scientific fields. While ODEs offer interpretability and simplicity, SDEs incorporate randomness, providing…

Methodology · Statistics 2025-05-20 Qingchuan Sun , Susanne Ditlevsen

Statistical models can involve implicitly defined quantities, such as solutions to nonlinear ordinary differential equations (ODEs), that unavoidably need to be numerically approximated in order to evaluate the model. The approximation…

Computation · Statistics 2024-09-16 Juho Timonen , Nikolas Siccha , Ben Bales , Harri Lähdesmäki , Aki Vehtari

Ordinary differential equations (ODEs) are widely used to characterize the dynamics of complex systems in real applications. In this article, we propose a novel joint estimation approach for generalized sparse additive ODEs where…

Methodology · Statistics 2022-08-19 Nan Zhang , Muye Nanshan , Jiguo Cao

Data-driven modeling of dynamical systems is a crucial area of machine learning. In many scenarios, a thorough understanding of the model's behavior becomes essential for practical applications. For instance, understanding the behavior of a…

Machine Learning · Computer Science 2025-04-14 Krzysztof Kacprzyk , Mihaela van der Schaar

Ordinary differential equations (ODEs) are used to model dynamic systems appearing in engineering, physics, biomedical sciences and many other fields. These equations contain unknown parameters, say $\bm\theta$ of physical significance…

Statistics Theory · Mathematics 2014-11-05 Prithwish Bhaumik , Subhashis Ghosal

Learning dynamical systems is a promising avenue for scientific discoveries. However, capturing the governing dynamics in multiple environments still remains a challenge: model-based approaches rely on the fidelity of assumptions made for a…

Machine Learning · Computer Science 2023-03-09 MoonJeong Park , Youngbin Choi , Namhoon Lee , Dongwoo Kim

We present a parameter estimation method in Ordinary Differential Equation (ODE) models. Due to complex relationships between parameters and states the use of standard techniques such as nonlinear least squares can lead to the presence of…

Methodology · Statistics 2018-10-11 Quentin Clairon

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