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We propose a high order numerical homogenization method for dissipative ordinary differential equations (ODEs) containing two time scales. Essentially, only first order homogenized model globally in time can be derived. To achieve a high…

Numerical Analysis · Mathematics 2023-11-21 Zeyu Jin , Ruo Li

The article presents a matrix differential operator and a pseudoinverse matrix differential operator for finding a particular solution to nonhomogeneous linear ordinary differential equations (ODE) with constant coefficients with special…

General Mathematics · Mathematics 2021-01-07 Jozef Fecenko

Probabilistic solvers for ordinary differential equations (ODEs) provide efficient quantification of numerical uncertainty associated with simulation of dynamical systems. Their convergence rates have been established by a growing body of…

Machine Learning · Statistics 2020-12-21 Nicholas Krämer , Philipp Hennig

In this work, we propose a parallel-in-time solver for linear and nonlinear ordinary differential equations. The approach is based on an efficient multilevel solver of the Schur complement related to a multilevel time partition. For linear…

Numerical Analysis · Mathematics 2017-09-20 Santiago Badia , Marc Olm

Here we present a very efficient method to search for Liouvillian first integrals of second order rational ordinary differential equations (rational 2ODEs). This new algorithm can be seen as an improvement to the S-function method we have…

Mathematical Physics · Physics 2023-06-13 L. G. S. Duarte , L. A. C. P. da Mota , I. S. S. Nascimento

This paper presents a novel approach for numerical solution of a class of fourth order time fractional partial differential equations (PDE's). The finite difference formulation has been used for temporal discretization, whereas, the space…

Numerical Analysis · Mathematics 2018-09-18 Muhammad Abbas

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 propose a kernel compression method for solving Distributed-Order (DO) Fractional Partial Differential Equations (DOFPDEs) at the cost of solving corresponding local-in-time PDEs. The key concepts are (1) discretization of the integral…

Numerical Analysis · Mathematics 2025-08-20 Jonas Beddrich , Barbara Wohlmuth

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

We describe an algorithm for the numerical solution of second order linear differential equations in the highly-oscillatory regime. It is founded on the recent observation that the solutions of equations of this type can be accurately…

Numerical Analysis · Mathematics 2015-06-23 James Bremer

The interpretation of numerical methods, such as finite difference methods for differential equations, as point estimators allows for formal statistical quantification of the error due to discretisation in the numerical context. Competing…

Methodology · Statistics 2018-05-23 Junyang Wang , Jon Cockayne , Chris Oates

This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…

Methodology · Statistics 2017-07-12 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

In this paper, we give an algorithm for finding general rational solutions of a given first-order ODE with parametric coefficients that occur rationally. We present an analysis, complete modulo Hilbert's irreducibility problem, of the…

Symbolic Computation · Computer Science 2025-07-10 Sebastian Falkensteiner , Rafael Sendra

We explore in detail a method to solve ordinary differential equations using feedforward neural networks. We prove a specific loss function, which does not require knowledge of the exact solution, to be a suitable standard metric to…

Computational Physics · Physics 2020-06-02 Liam L. H. Lau , Denis Werth

Line integration of generalized functions is studied. Second order partial differential equations with piecewise continuous and generalized variable coefficients over Cayley-Dickson algebras are investigated. Formulas for integrations of…

Complex Variables · Mathematics 2018-12-18 S. V Ludkovsky

In this paper we introduce a new, simple and efficient numerical scheme for the implementation of the freezing method for capturing similarity solutions in partial differential equations. The scheme is based on an IMEX-Runge-Kutta approach…

Numerical Analysis · Mathematics 2016-12-14 Jens Rottmann-Matthes

Finite-sum optimization problems are ubiquitous in machine learning, and are commonly solved using first-order methods which rely on gradient computations. Recently, there has been growing interest in \emph{second-order} methods, which rely…

Optimization and Control · Mathematics 2017-03-09 Yossi Arjevani , Ohad Shamir

In this paper we show how to find a closed form solution for third order difference operators in terms of solutions of second order operators. This work is an extension of previous results on finding closed form solutions of recurrence…

Symbolic Computation · Computer Science 2013-01-22 Yongjae Cha

The object of the present work is to present the new classes of third-order and fourth-order iterative methods for solving nonlinear equations. Our third-order method includes methods of Weerakoon \cite{Weerakoon}, Homeier \cite{Homeier2},…

Numerical Analysis · Mathematics 2013-07-31 J. P. Jaiswal

Based on functional analysis, we propose an algorithm for finite-norm solutions of higher-order linear Fuchsian-type ordinary differential equations (ODEs) P(x,d/dx)f(x)=0 with P(x,d/dx):=[\sum_m p_m (x) (d/dx)^m] by using only the four…

Numerical Analysis · Mathematics 2011-06-24 Fuminori Sakaguchi , Masahito Hayashi