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We are concerned with random ordinary differential equations (RODEs). Our main question of interest is how uncertainties in system parameters propagate through the possibly highly nonlinear dynamical system and affect the system's…

Dynamical Systems · Mathematics 2021-08-30 Christian Kuehn , Kerstin Lux

We propose a new approach to compute an interval over-approximation of the finite time reachable set for a large class of nonlinear systems. This approach relies on the notions of sensitivity matrices, which are the partial derivatives…

Systems and Control · Electrical Eng. & Systems 2021-04-19 Pierre-Jean Meyer , Murat Arcak

Motivated by applications to mathematical biology, we study the averaging problem for slow-fast systems, {\em in the case in which the fast dynamics is a stochastic process with multiple invariant measures}. We consider both the case in…

Probability · Mathematics 2023-08-17 B. D. Goddard , M. Ottobre , K. J. Painter , I. Souttar

Mechanical systems are usually modeled by second-order Ordinary Differential Equations (ODE) which take the form $\ddot{q} = f(t, q, \dot{q})$. While simulation methods tailored to these equations have been studied, using them in direct…

Optimization and Control · Mathematics 2023-04-26 Léo Simpson , Armin Nurkanović , Moritz Diehl

This paper concerns the numerical procedure for solving hybrid optimal control problems with sliding modes. The proposed procedure has several features which distinguishes it from the other procedures for the problem. First of all a sliding…

Optimization and Control · Mathematics 2021-01-18 Radoslaw Pytlak , Damian Suski

Ordinary Differential Equations are widespread tools to model chemical, physical, biological process but they usually rely on parameters which are of critical importance in terms of dynamic and need to be estimated directly from the data.…

Methodology · Statistics 2014-10-29 Nicolas Brunel , Quentin Clairon

We present a new methodology for computing sensitivities in evolutionary systems using a model-driven low-rank approximation. To this end, we formulate a variational principle that seeks to minimize the distance between the time derivative…

Optimization and Control · Mathematics 2020-12-29 Michael Donello , Mark Carpenter , Hessam Babaee

Ordinary differential equations (ODE's) are widespread models in physics, chemistry and biology. In particular, this mathematical formalism is used for describing the evolution of complex systems and it might consist of high-dimensional…

Statistics Theory · Mathematics 2008-12-22 Nicolas J-B. Brunel

Neural Ordinary Differential Equations (ODE) are a promising approach to learn dynamic models from time-series data in science and engineering applications. This work aims at learning Neural ODE for stiff systems, which are usually raised…

Numerical Analysis · Mathematics 2021-10-04 Suyong Kim , Weiqi Ji , Sili Deng , Yingbo Ma , Christopher Rackauckas

The mathematical model of a real flexible elastic system with distributed and discrete parameters is considered. It is a partial differential equation with non-classical boundary conditions. Complexity of the boundary conditions results in…

Analysis of PDEs · Mathematics 2007-05-23 Olena V. Mul , Delfim F. M. Torres

This paper presents an adaptive observer design for semilinear hyperbolic rolling contact ODE-PDE systems with uncertain friction characteristics parameterized by a matrix of unknown coefficients appearing in the nonlinear (and possibly…

Systems and Control · Electrical Eng. & Systems 2026-02-10 Luigi Romano , Ole Morten Aamo , Miroslav Krstić , Jan Åslund , Erik Frisk

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

Conceptual hydrologic models remain the cornerstone of rainfall-runoff modeling, yet their calibration is often slow and numerically fragile. Most gradient-based parameter estimation methods rely on finite-difference approximations or…

Machine Learning · Computer Science 2026-02-09 Jasper A. Vrugt , Jonathan M. Frame , Ethan Bollman

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

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

Neural Ordinary Differential Equations (NODEs) are a new class of models that transform data continuously through infinite-depth architectures. The continuous nature of NODEs has made them particularly suitable for learning the dynamics of…

Machine Learning · Computer Science 2020-10-22 Alexander Norcliffe , Cristian Bodnar , Ben Day , Nikola Simidjievski , Pietro Liò

The hazard function represents one of the main quantities of interest in the analysis of survival data. We propose a general approach for parametrically modelling the dynamics of the hazard function using systems of autonomous ordinary…

Methodology · Statistics 2024-07-19 J. A. Christen , F. J. Rubio

This paper deals with the exponential stability of systems made of a hyperbolic PDE coupled with an ODE with different time scales, the dynamics of the PDE being much faster than that of the ODE. Such a difference of time scales is modeled…

Analysis of PDEs · Mathematics 2024-03-12 Gonzalo Arias , Swann Marx , Guilherme Mazanti

Definite integrals with parameters of holonomic functions satisfy holonomic systems of linear partial differential equations. When we restrict parameters to a one dimensional curve, the system becomes a linear ordinary differential equation…

Numerical Analysis · Mathematics 2026-04-10 Nobuki Takayama , Takaharu Yaguchi , Yi Zhang

This is the second part of four series papers, aiming at the problem of sensor dynamics compensation for abstract linear systems. Two major issues are addressed. The first one is about the sensor dynamics compensation in system observation…

Systems and Control · Electrical Eng. & Systems 2020-09-04 Hongyinping Feng , Xiao-Hui Wu , Bao-Zhu Guo