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We present a Python module named PyCheb, to solve the ordinary differential equations by using spectral collocation method. PyCheb incorporates discretization using Chebyshev points, barycentric interpolation and iterate methods. With this…

Mathematical Software · Computer Science 2016-11-07 Shaohui Liu , Tianshi Wang , Youran Zhang

We present a methodology for numerically integrating ordinary differential equations containing rapidly oscillatory terms. This challenge is distinct from that for differential equations which have rapidly oscillatory solutions: here the…

Numerical Analysis · Mathematics 2013-05-23 J. E. Bunder , A. J. Roberts

We provide a comprehensive survey of splitting and composition methods for the numerical integration of ordinary differential equations (ODEs). Splitting methods constitute an appropriate choice when the vector field associated with the ODE…

Numerical Analysis · Mathematics 2009-04-11 Sergio Blanes , Fernando Casas , Ander Murua

Recently, a lot of papers proposed to use neural networks to approximately solve partial differential equations (PDEs). Yet, there has been a lack of flexible framework for convenient experimentation. In an attempt to fill the gap, we…

Machine Learning · Computer Science 2019-09-26 Alexander Koryagin , Roman Khudorozkov , Sergey Tsimfer

An effective method to obtain exact analytical solutions of equations describing the coherent dynamics of multilevel systems is presented. The method is based on the usage of orthogonal polynomials, integral transforms and their discrete…

Classical Analysis and ODEs · Mathematics 2007-05-23 V. A. Savva , V. I. Zelenkov , A. S. Mazurenko

In this paper, we demonstrate how deterministic and stochastic dynamics on manifolds, as well as differential geometric constructions can be implemented concisely and efficiently using modern computational frameworks that mix symbolic…

Computational Geometry · Computer Science 2017-12-25 Line Kühnel , Alexis Arnaudon , Stefan Sommer

In this paper we describe simode: Separable Integral Matching for Ordinary Differential Equations. The statistical methodologies applied in the package focus on several minimization procedures of an integral-matching criterion function,…

Computation · Statistics 2018-10-09 Rami Yaari , Itai Dattner

Traditional solvers for delay differential equations (DDEs) are designed around only a single method and do not effectively use the infrastructure of their more-developed ordinary differential equation (ODE) counterparts. In this work we…

Numerical Analysis · Mathematics 2022-08-30 David Widmann , Chris Rackauckas

We announce some Python classes for numerical solution of partial differential equations, or boundary value problems of ordinary differential equations. These classes are built on routines in \texttt{numpy} and \texttt{scipy.sparse.linalg}…

Computational Physics · Physics 2015-03-17 Asif Mushtaq , Trond Kvamsdal , Kåre Olaussen

Stochastic dynamical systems are fundamental in state estimation, system identification and control. System models are often provided in continuous time, while a major part of the applied theory is developed for discrete-time systems.…

Dynamical Systems · Mathematics 2014-02-07 Niklas Wahlström , Patrix Axelsson , Fredrik Gustafsson

Domain-specific high-productivity environments are playing an increasingly important role in scientific computing due to the levels of abstraction and automation they provide. In this paper we introduce Devito, an open-source…

Mathematical Software · Computer Science 2017-07-13 Michael Lange , Navjot Kukreja , Fabio Luporini , Mathias Louboutin , Charles Yount , Jan Hückelheim , Gerard J. Gorman

This work presents a brief discussion and a plan towards the analytical solving of Partial Differential Equations (PDEs) using symbolic computing, as well as an implementation of part of this plan as the PDEtools software-package of…

General Relativity and Quantum Cosmology · Physics 2016-03-23 E. S. Cheb-Terrab , K. von Bulow

This overview is devoted to splitting methods, a class of numerical integrators intended for differential equations that can be subdivided into different problems easier to solve than the original system. Closely connected with this class…

Numerical Analysis · Mathematics 2024-05-08 Sergio Blanes , Fernando Casas , Ander Murua

Deriving analytical solutions of ordinary differential equations is usually restricted to a small subset of problems and numerical techniques are considered. Inevitably, a numerical simulation of a differential equation will then always be…

Numerical Analysis · Mathematics 2021-05-12 Said Ouala , Laurent Debreu , Ananda Pascual , Bertrand Chapron , Fabrice Collard , Lucile Gaultier , Ronan Fablet

The efficient numerical integration of large-scale matrix differential equations is a topical problem in numerical analysis and of great importance in many applications. Standard numerical methods applied to such problems require an unduly…

Numerical Analysis · Mathematics 2018-01-22 Hermann Mena , Alexander Ostermann , Lena-Maria Pfurtscheller , Chiara Piazzola

Symbolic encoding has been used in multi-operator learning as a way to embed additional information for distinct time-series data. For spatiotemporal systems described by time-dependent partial differential equations, the equation itself…

Machine Learning · Computer Science 2024-09-19 Derek Jollie , Jingmin Sun , Zecheng Zhang , Hayden Schaeffer

Numerical solutions of partial differential equations enable a broad range of scientific research. The Dedalus Project is a flexible, open-source, parallelized computational framework for solving general partial differential equations using…

Instrumentation and Methods for Astrophysics · Physics 2020-04-29 Keaton J. Burns , Geoffrey M. Vasil , Jeffrey S. Oishi , Daniel Lecoanet , Benjamin P. Brown

Stochastic differential equations (sdes) play an important role in physics but existing numerical methods for solving such equations are of low accuracy and poor stability. A general strategy for developing accurate and efficient schemes…

Quantum Physics · Physics 2009-11-10 Joshua Wilkie

The solvability of a delay differential equation arising in the construction of quadratic cost functionals, i.e. Lyapunov functionals, for a linear time-delay system with a constant and a distributed delay is investigated. We present a…

Systems and Control · Computer Science 2019-09-23 Suat Gumussoy , Murad Abu-Khalaf

We present Decapodes, a diagrammatic tool for representing, composing, and solving partial differential equations. Decapodes provides an intuitive diagrammatic representation of the relationships between variables in a system of equations,…

Numerical Analysis · Mathematics 2024-02-01 Luke Morris , Andrew Baas , Jesus Arias , Maia Gatlin , Evan Patterson , James P. Fairbanks
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