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There has been a long history of using ordinary differential equations (ODEs) to understand the dynamics of discrete-time algorithms (DTAs). Surprisingly, there are still two fundamental and unanswered questions: (i) it is unclear how to…

Optimization and Control · Mathematics 2021-07-12 Haihao Lu

Ordinary differential equation (ODE) is widely used in modeling biological and physical processes in science. In this article, we propose a new reproducing kernel-based approach for estimation and inference of ODE given noisy observations.…

Methodology · Statistics 2021-10-26 Xiaowu Dai , Lexin Li

Parameter estimation for ordinary differential equations (ODEs) plays a fundamental role in the analysis of dynamical systems. Generally lacking closed-form solutions, ODEs are traditionally approximated using deterministic solvers.…

Computation · Statistics 2025-06-30 Mohan Wu , Martin Lysy

Fractional Differential Equations (FDEs) are essential tools for modelling complex systems in science and engineering. They extend the traditional concepts of differentiation and integration to non-integer orders, enabling a more precise…

Machine Learning · Computer Science 2025-03-27 C. Coelho , M. Fernanda P. Costa , L. L. Ferrás

Neural ordinary differential equations (ODEs) are an emerging class of deep learning models for dynamical systems. They are particularly useful for learning an ODE vector field from observed trajectories (i.e., inverse problems). We here…

Machine Learning · Computer Science 2023-05-23 Katharina Ott , Michael Tiemann , Philipp Hennig

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

A method of representation of a solution as segments of the series in powers of the step of the independent variable is expanded for solving complex systems of ordinary differential equations (ODE): the Lorenz system and other systems. A…

Numerical Analysis · Computer Science 2014-05-26 Vladimir Aristov , Andrey Stroganov

To better understand and improve the behavior of neural networks, a recent line of works bridged the connection between ordinary differential equations (ODEs) and deep neural networks (DNNs). The connections are made in two folds: (1) View…

Machine Learning · Computer Science 2019-11-05 Xinshi Chen

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

To derive the hidden dynamics from observed data is one of the fundamental but also challenging problems in many different fields. In this study, we propose a new type of interpretable network called the ordinary differential equation…

Dynamical Systems · Mathematics 2020-10-19 Pipi Hu , Wuyue Yang , Yi Zhu , Liu Hong

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

This work develops a class of probabilistic algorithms for the numerical solution of nonlinear, time-dependent partial differential equations (PDEs). Current state-of-the-art PDE solvers treat the space- and time-dimensions separately,…

Numerical Analysis · Mathematics 2022-03-10 Nicholas Krämer , Jonathan Schmidt , Philipp Hennig

We introduce the Optimizing a Discrete Loss (ODIL) framework for the numerical solution of Partial Differential Equations (PDE) using machine learning tools. The framework formulates numerical methods as a minimization of discrete residuals…

Numerical Analysis · Mathematics 2024-01-23 Petr Karnakov , Sergey Litvinov , Petros Koumoutsakos

We study a class of linear ordinary differential equations (ODE)s with distributional coefficients. These equations are defined using an {\it intrinsic} multiplicative product of Schwartz distributions which is an extension of the…

Classical Analysis and ODEs · Mathematics 2021-11-09 Nuno Costa Dias , Cristina Jorge , Joao Nuno Prata

We present a hybrid a-priori/a-posteriori goal oriented error estimator for a combination of dynamic iteration-based solution of ordinary differential equations discretized by finite elements. Our novel error estimator combines estimates…

Numerical Analysis · Mathematics 2026-02-13 Erik Weyl , Andreas Bartel , Manuel Schaller

The outcomes of this paper are twofold. Implicit complexity. We provide an implicit characterization of polynomial time computation in terms of ordinary differential equations: we characterize the class PTIME of languages computable in…

Computational Complexity · Computer Science 2017-05-18 Olivier Bournez , Daniel S. Gracaa , Amaury Pouly

There exists a huge number of numerical methods that iteratively construct approximations to the solution $y(x)$ of an ordinary differential equation (ODE) $y'(x)=f(x,y)$ starting from an initial value $y_0=y(x_0)$ and using a finite…

Numerical Analysis · Mathematics 2013-07-15 Yaroslav D. Sergeyev

Ordinary differential equations (ODEs) are widely used to characterize the dynamics of complex systems in real applications. In this article, we propose a novel joint estimation approach for generalized sparse additive ODEs where…

Methodology · Statistics 2022-08-19 Nan Zhang , Muye Nanshan , Jiguo Cao

Operator learning has emerged as a promising paradigm for developing efficient surrogate models to solve partial differential equations (PDEs). However, existing approaches often overlook the domain knowledge inherent in the underlying PDEs…

Machine Learning · Computer Science 2025-10-20 Ziqian Li , Kang Liu , Yongcun Song , Hangrui Yue , Enrique Zuazua

Neural Ordinary Differential Equations (N-ODEs) are a powerful building block for learning systems, which extend residual networks to a continuous-time dynamical system. We propose a Bayesian version of N-ODEs that enables well-calibrated…

Machine Learning · Computer Science 2020-02-19 Andreas Look , Melih Kandemir