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Neural Ordinary Differential Equations (Neural ODEs) represent a significant breakthrough in deep learning, promising to bridge the gap between machine learning and the rich theoretical frameworks developed in various mathematical fields…

Machine Learning · Computer Science 2024-09-24 Jaouad Dabounou

We examine numerical rounding errors of some deterministic solvers for systems of ordinary differential equations (ODEs). We show that the accumulation of rounding errors results in a solution that is inherently random and we obtain the…

Numerical Analysis · Mathematics 2009-03-13 Sebastian Mosbach , Amanda G. Turner

Realizations of stochastic process are often observed temporal data or functional data. There are growing interests in classification of dynamic or functional data. The basic feature of functional data is that the functional data have…

Machine Learning · Statistics 2014-10-28 Lerong Li , Momiao Xiong

Neural ordinary differential equations (NODE) have been recently proposed as a promising approach for nonlinear system identification tasks. In this work, we systematically compare their predictive performance with current state-of-the-art…

Machine Learning · Computer Science 2022-03-16 Aowabin Rahman , Ján Drgoňa , Aaron Tuor , Jan Strube

In this paper, we propose a class of stochastic exponential discrete gradient schemes for SDEs with linear and gradient components in the coefficients. The root mean-square errors of the schemes are analyzed, and the structure-preserving…

Numerical Analysis · Mathematics 2017-11-08 Jialin Ruan , Lijin Wang

Neural ODEs (NODEs) have emerged as powerful tools for modeling time series data, offering the flexibility to adapt to varying input scales and capture complex dynamics. However, they face significant challenges: first, their reliance on…

Machine Learning · Computer Science 2025-10-07 Muhao Guo , Yang Weng

Neural operators have emerged as promising surrogate models for solving partial differential equations (PDEs), but struggle to generalise beyond training distributions and are often constrained to a fixed temporal discretisation. This work…

We study the limitations and fast-forwarding of quantum algorithms for linear ordinary differential equation (ODE) systems with a particular focus on non-quantum dynamics, where the coefficient matrix in the ODE is not anti-Hermitian or the…

Quantum Physics · Physics 2025-07-10 Dong An , Jin-Peng Liu , Daochen Wang , Qi Zhao

Differential complexes such as the de Rham complex have recently come to play an important role in the design and analysis of numerical methods for partial differential equations. The design of stable discretizations of systems of partial…

Numerical Analysis · Mathematics 2025-10-20 Douglas N. Arnold

Numerically solving ordinary differential equations (ODEs) is a naturally serial process and as a result the vast majority of ODE solver software are serial. In this manuscript we developed a set of parallelized ODE solvers using…

Numerical Analysis · Mathematics 2022-09-13 Utkarsh , Chris Elrod , Yingbo Ma , Christopher Rackauckas

The TTE approach to Computable Analysis is the study of so-called representations (encodings for continuous objects such as reals, functions, and sets) with respect to the notions of computability they induce. A rich variety of such…

Computational Complexity · Computer Science 2023-06-22 Carsten Rösnick-Neugebauer

Solutions to most nonlinear ordinary differential equations (ODEs) rely on numerical solvers, but this gives little insight into the nature of the trajectories and is relatively expensive to compute. In this paper, we derive analytic…

Dynamical Systems · Mathematics 2024-06-25 Estelle Basor , Rebecca Morrison

Ordinary differential equations (ODEs) are widely used to model complex dynamics that arises in biology, chemistry, engineering, finance, physics, etc. Calibration of a complicated ODE system using noisy data is generally very difficult. In…

Machine Learning · Statistics 2023-09-20 Kexuan Li , Fangfang Wang , Ruiqi Liu , Fan Yang , Zuofeng Shang

The stochastic interpolant framework offers a powerful approach for constructing generative models based on ordinary differential equations (ODEs) or stochastic differential equations (SDEs) to transform arbitrary data distributions.…

Machine Learning · Computer Science 2025-07-29 Yuhao Liu , Yu Chen , Rui Hu , Longbo Huang

The order/dimension of models derived on the basis of data is commonly restricted by the number of observations, or in the context of monitored systems, sensing nodes. This is particularly true for structural systems (e.g., civil or…

Machine Learning · Computer Science 2022-12-01 Zhilu Lai , Wei Liu , Xudong Jian , Kiran Bacsa , Limin Sun , Eleni Chatzi

The main objective of this paper is to introduce an algorithm for solving fractional and classical differential equations based on a new generalized fractional power series. The algorithm relies on expanding the solution of an FDE or an ODE…

General Mathematics · Mathematics 2024-06-26 Youness Assebbane , Mohamed Echchehira , Mohamed Bouaouid , Mustapha Atraoui

The laws of physics have been written in the language of dif-ferential equations for centuries. Neural Ordinary Differen-tial Equations (NODEs) are a new machine learning architecture which allows these differential equations to be learned…

Machine Learning · Computer Science 2021-09-20 Max Zhu , Pietro Lio , Jacob Moss

Ordinary differential equation (ODE) models of gradient-based optimization methods can provide insights into the dynamics of learning and inspire the design of new algorithms. Unfortunately, this thought-provoking perspective is weakened by…

Optimization and Control · Mathematics 2019-11-14 Antonio Orvieto , Aurelien Lucchi

In complex physical systems, conventional differential equations often fall short in capturing non-local and memory effects, as they are limited to local dynamics and integer-order interactions. This study introduces a stepwise data-driven…

Computational Physics · Physics 2025-05-30 Xiangnan Yu , Hao Xu , Zhiping Mao , HongGuang Sun , Yong Zhang , Dongxiao Zhang , Yuntian Chen

Continuous-depth neural networks can be viewed as deep limits of discrete neural networks whose dynamics resemble a discretization of an ordinary differential equation (ODE). Although important steps have been taken to realize the…

Neural and Evolutionary Computing · Computer Science 2020-12-09 François-Xavier Vialard , Roland Kwitt , Susan Wei , Marc Niethammer