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A key appeal of the recently proposed Neural Ordinary Differential Equation (ODE) framework is that it seems to provide a continuous-time extension of discrete residual neural networks. As we show herein, though, trained Neural ODE models…

Machine Learning · Computer Science 2023-09-12 Katharina Ott , Prateek Katiyar , Philipp Hennig , Michael Tiemann

We derive a second-order ordinary differential equation (ODE) which is the limit of Nesterov's accelerated gradient method. This ODE exhibits approximate equivalence to Nesterov's scheme and thus can serve as a tool for analysis. We show…

Machine Learning · Statistics 2015-10-29 Weijie Su , Stephen Boyd , Emmanuel J. Candes

Stiff systems of ordinary differential equations (ODEs) are pervasive in many science and engineering fields, yet standard neural ODE approaches struggle to learn them. This limitation is the main barrier to the widespread adoption of…

Numerical Analysis · Mathematics 2024-10-10 Colby Fronk , Linda Petzold

We develop a transformer-based sequence-to-sequence model that recovers scalar ordinary differential equations (ODEs) in symbolic form from irregularly sampled and noisy observations of a single solution trajectory. We demonstrate in…

Machine Learning · Computer Science 2023-07-25 Sören Becker , Michal Klein , Alexander Neitz , Giambattista Parascandolo , Niki Kilbertus

Here we present a new approach to deal with first order ordinary differential equations (1ODEs), presenting functions. This method is an alternative to the one we have presented in [1]. In [2], we have establish the theoretical background…

Classical Analysis and ODEs · Mathematics 2023-01-06 L. G. S. Duarte , L. A. C. P. da Mota , A. B. M. M. Queiroz

This paper deals with speeding up the convergence of a class of two-step iterative methods for solving linear systems of equations. To implement the acceleration technique, the residual norm associated with computed approximations for each…

Numerical Analysis · Mathematics 2024-04-24 Fatemeh P. A. Beik , Michele Benzi , Mehdi Najafi-Kalyani

In this short communication we introduce a rather simple autonomous system of 2 nonlinearly-coupled first-order Ordinary Differential Equations (ODEs), whose initial-values problem is explicitly solvable by algebraic operations. Its ODEs…

Dynamical Systems · Mathematics 2023-06-22 Francesco Calogero , Farrin Payandeh

The objective of this paper is to prove the convergence of a linear implicit multi-step numerical method for ordinary differential equations. The algorithm is obtained via Taylor approximations. The convergence is proved following the…

Chaotic Dynamics · Physics 2011-03-08 Marius-F. Danca

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 $\theta$ of physical significance which…

Statistics Theory · Mathematics 2014-03-05 Prithwish Bhaumik , Subhashis Ghosal

Theoretical results regarding two-dimensional ordinary-differential equations (ODEs) with second-degree polynomial right-hand sides are summarized, with an emphasis on limit cycles, limit cycle bifurcations and multistability. The results…

Molecular Networks · Quantitative Biology 2017-05-30 Tomislav Plesa , Tomas Vejchodsky , Radek Erban

The numerical solution methods for partial differential equation (PDE) solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods…

Numerical Analysis · Mathematics 2021-03-04 Alexander Hvatov

Probabilistic solvers for ordinary differential equations (ODEs) have emerged as an efficient framework for uncertainty quantification and inference on dynamical systems. In this work, we explain the mathematical assumptions and detailed…

Machine Learning · Statistics 2021-10-25 Nicholas Krämer , Nathanael Bosch , Jonathan Schmidt , Philipp Hennig

We introduce basic aspects of new operator method, which is very suitable for practical solving differential equations of various types. The main advantage of the method is revealed in opportunity to find compact exact operator solutions of…

Mathematical Physics · Physics 2007-05-23 Yu. N. Kosovtsov

A second order explicit one-step numerical method for the initial value problem of the general ordinary differential equation is proposed. It is obtained by natural modifications of the well-known leapfrog method, which is a second order,…

Numerical Analysis · Mathematics 2016-04-26 Ulrich Mutze

In this paper we develop a systematic reduction procedure for determining intermediate integrals of second order hyperbolic equations so that exact solutions of the second order PDEs under interest can be obtained by solving first order…

Mathematical Physics · Physics 2024-05-07 Natale Manganaro , Alessandra Rizzo

On computers, discrete problems are solved instead of continuous ones. One must be sure that the solutions of the former problems, obtained in real time (i.e., when the stepsize h is not infinitesimal) are good approximations of the…

Numerical Analysis · Mathematics 2010-12-07 Luigi Brugnano , Felice Iavernaro , Donato Trigiante

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

In this paper, we present new techniques for solving a large variety of partial differential equations. The proposed method reduces the PDEs to first order differential equations known as classical equations such as Bernoulli, Ricatti and…

Analysis of PDEs · Mathematics 2023-05-19 Noureddine Mhadhbi , Sameh Gana , Hamad Khalid Alharbi

This paper presents an algorithm for calculating an ensemble of solutions to natural convection problems. The ensemble average is the most likely temperature distribution and its variance gives an estimate of prediction reliability.…

Numerical Analysis · Mathematics 2017-08-03 Joseph A. Fiordilino

We show that accelerated gradient descent, averaged gradient descent and the heavy-ball method for non-strongly-convex problems may be reformulated as constant parameter second-order difference equation algorithms, where stability of the…

Machine Learning · Statistics 2015-04-08 Nicolas Flammarion , Francis Bach