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This work presents the Second-Order Sensitivity Analysis Methodology (2nd-ASAM) for nonlinear systems. This methodology yields exactly and efficiently the second-order functional derivatives of system responses (associated with physical,…

Optimization and Control · Mathematics 2016-01-26 Dan Gabriel Cacuci

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 develop a class of robust numerical methods for solving dynamical systems with multiple time scales. We first represent the solution of a multiscale dynamical system as a transformation of a slowly varying solution. Then,…

Numerical Analysis · Mathematics 2019-09-11 Thomas Y. Hou , Zhongjian Wang , Zhiwen Zhang

The capture of changes in dynamic systems, especially ordinary differential equations (ODEs), is an important and challenging task, with multiple applications in biomedical research and other scientific areas. This article proposes a fast…

Applications · Statistics 2024-11-20 Yan Sun , Yeping Wang , Zhaohui Li , Shihao Yang

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

To increase the predictive power of a model, one needs to estimate its unknown parameters. Almost all parameter estimation techniques in ordinary differential equation models suffer from either a small convergence region or enormous…

Optimization and Control · Mathematics 2020-06-30 Ozgur Aydogmus , Ali Hakan Tor

A non-perturbative approach to the time-averaging of nonlinear, autonomous ODE systems is developed based on invariant manifold methodology. The method is implemented computationally and applied to model problems arising in the mechanics of…

Numerical Analysis · Mathematics 2009-11-11 Amit Acharya , Aarti Sawant

We introduce a real-time identification method for discrete-time state-dependent switching systems in both the input--output and state-space domains. In particular, we design a system of adaptive algorithms running in two timescales; a…

Systems and Control · Electrical Eng. & Systems 2025-09-26 Christos Mavridis , Karl Henrik Johansson

Given an autonomous system of ordinary differential equations (ODE), we consider developing practical models for the deterministic, slow/coarse behavior of the ODE system. Two types of coarse variables are considered. The first type…

Dynamical Systems · Mathematics 2015-06-05 Likun Tan , Amit Acharya , Kaushik Dayal

The neural Ordinary Differential Equation (ODE) model has shown success in learning complex continuous-time processes from observations on discrete time stamps. In this work, we consider the modeling and forecasting of time series data that…

Machine Learning · Statistics 2023-06-05 Yixuan Tan , Liyan Xie , Xiuyuan Cheng

We present a new microscopic ODE-based model for pedestrian dynamics: the Gradient Navigation Model. The model uses a superposition of gradients of distance functions to directly change the direction of the velocity vector. The velocity is…

Mathematical Physics · Physics 2014-06-11 Felix Dietrich , Gerta Köster

The existing Neural ODE formulation relies on an explicit knowledge of the termination time. We extend Neural ODEs to implicitly defined termination criteria modeled by neural event functions, which can be chained together and…

Machine Learning · Computer Science 2021-10-28 Ricky T. Q. Chen , Brandon Amos , Maximilian Nickel

Many time series are effectively generated by a combination of deterministic continuous flows along with discrete jumps sparked by stochastic events. However, we usually do not have the equation of motion describing the flows, or how they…

Machine Learning · Computer Science 2020-01-09 Junteng Jia , Austin R. Benson

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

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

Neural ordinary differential equations (neural ODE) are powerful continuous-time machine learning models for depicting the behavior of complex dynamical systems, but their verification remains challenging due to limited reachability…

Systems and Control · Electrical Eng. & Systems 2026-03-09 Abdelrahman Sayed Sayed , Pierre-Jean Meyer , Mohamed Ghazel

Effectively modeling phenomena present in highly nonlinear dynamical systems whilst also accurately quantifying uncertainty is a challenging task, which often requires problem-specific techniques. We present a novel, domain-agnostic…

Machine Learning · Statistics 2021-10-26 Thomas M. McDonald , Mauricio A. Álvarez

This study concerns with singularly perturbed systems of second-order reaction-diffusion equations in ODE's. To handle this type of problems, a numerical-asymptotic hybrid method is employed. In this hybrid method, an efficient asymptotic…

Numerical Analysis · Mathematics 2018-08-15 Suleyman Cengizci , Natesan Srinivasan , M. Tarik Atay

The literature is rich with studies, analyses, and examples on parameter estimation for describing the evolution of chaotic dynamical systems based on measurements, even when only partial information is available through observations.…

Chaotic Dynamics · Physics 2025-08-07 Michele Baia , Tommaso Matteuzzi , Franco Bagnoli

Many real-world systems, such as moving planets, can be considered as multi-agent dynamic systems, where objects interact with each other and co-evolve along with the time. Such dynamics is usually difficult to capture, and understanding…

Machine Learning · Computer Science 2020-11-10 Zijie Huang , Yizhou Sun , Wei Wang