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Bayesian methods have proved powerful in many applications for the inference of model parameters from data. These methods are based on Bayes' theorem, which itself is deceptively simple. However, in practice the computations required are…

Methodology · Statistics 2020-07-10 Michael A. Chappell , Mark W. Woolrich

Compartmental ordinary differential equation (ODE) models are used extensively in mathematical biology. When transit between compartments occurs at a constant rate, the well-known linear chain trick can be used to show that the ODE model is…

Dynamical Systems · Mathematics 2021-09-17 Tyler Cassidy

We propose an improved method for estimating partial differential equations and delay partial differential equations from data, using Bayesian optimization and the Bayesian information criterion to automatically find suitable…

Computational Physics · Physics 2026-02-23 Oliver Mai , Tim W. Kroll , Uwe Thiele , Oliver Kamps

Stiff ordinary differential equations (ODEs) play an important role in many scientific and engineering applications. Often, the dependence of the solution of the ODE on additional parameters is of interest, e.g.\ when dealing with…

Numerical Analysis · Mathematics 2025-11-11 Idoia Cortes Garcia , P. Förster , W. Schilders , S. Schöps

This paper considers parameter estimation for nonlinear state-space models, which is an important but challenging problem. We address this challenge by employing a variational inference (VI) approach, which is a principled method that has…

Machine Learning · Statistics 2022-09-15 Jarrad Courts , Adrian Wills , Thomas Schön , Brett Ninness

Time-course gene expression datasets provide insight into the dynamics of complex biological processes, such as immune response and organ development. It is of interest to identify genes with similar temporal expression patterns because…

Inverse problem for the identification of the parameters for large-scale systems of nonlinear ordinary differential equations (ODEs) arising in systems biology is analyzed. In a recent paper in \textit{Mathematical Biosciences, 305(2018),…

Quantitative Methods · Quantitative Biology 2020-12-07 Ugur G. Abdulla , Roby Poteau

We introduce the Weak-form Estimation of Nonlinear Dynamics (WENDy) method for estimating model parameters for non-linear systems of ODEs. Without relying on any numerical differential equation solvers, WENDy computes accurate estimates and…

Machine Learning · Computer Science 2023-11-27 David M. Bortz , Daniel A. Messenger , Vanja Dukic

Partial Differential Equations (PDEs) are central to science and engineering. Since solving them is computationally expensive, a lot of effort has been put into approximating their solution operator via both traditional and recently…

Machine Learning · Computer Science 2025-02-14 Alessandro Longhi , Danny Lathouwers , Zoltán Perkó

Symbolic regression with polynomial neural networks and polynomial neural ordinary differential equations (ODEs) are two recent and powerful approaches for equation recovery of many science and engineering problems. However, these methods…

Machine Learning · Computer Science 2023-08-28 Colby Fronk , Jaewoong Yun , Prashant Singh , Linda Petzold

Differential equations in general and neural ODEs in particular are an essential technique in continuous-time system identification. While many deterministic learning algorithms have been designed based on numerical integration via the…

Machine Learning · Computer Science 2021-10-18 Lenart Treven , Philippe Wenk , Florian Dörfler , Andreas Krause

Bayesian approach, as a useful tool for quantifying uncertainties, has been widely used for solving inverse problems of partial differential equations (PDEs). One of the key difficulties for employing Bayesian approach for the issue is how…

Numerical Analysis · Mathematics 2026-02-09 Junxiong Jia , Qian Zhao , Zongben Xu , Deyu Meng , Yee Leung

Chemical kinetics mechanisms are essential for understanding, analyzing, and simulating complex combustion phenomena. In this study, a Neural Ordinary Differential Equation (Neural ODE) framework is employed to optimize kinetics parameters…

Chemical Physics · Physics 2022-09-07 Xingyu Su , Weiqi Ji , Jian An , Zhuyin Ren , Sili Deng , Chung K. Law

Identification of parameters in ordinary differential equations (ODEs) is an important and challenging task when modeling dynamic systems in biomedical research and other scientific areas, especially with the presence of time-varying…

Methodology · Statistics 2022-03-02 Yan Sun , Shihao Yang

We present two approaches to system identification, i.e. the identification of partial differential equations (PDEs) from measurement data. The first is a regression-based Variational System Identification procedure that is advantageous in…

Computational Physics · Physics 2024-03-28 Zhenlin Wang , Bowei Wu , Krishna Garikipati , Xun Huan

Nonlinear differential equations (DEs) are used in a wide range of scientific problems to model complex dynamic systems. The differential equations often contain unknown parameters that are of scientific interest, which have to be estimated…

Computation · Statistics 2021-09-07 Shijia Wang , Shufei Ge , Renny Doig , Liangliang Wang

Approximate Bayesian computation (ABC) using a sequential Monte Carlo method provides a comprehensive platform for parameter estimation, model selection and sensitivity analysis in differential equations. However, this method, like other…

Machine Learning · Statistics 2015-07-21 Sanmitra Ghosh , Srinandan Dasmahapatra , Koushik Maharatna

Nonlinear (systems of) ordinary differential equations (ODEs) are common tools in the analysis of complex one-dimensional dynamic systems. In this paper we propose a smoothing approach regularized by a quasilinearized ODE-based penalty in…

Methodology · Statistics 2014-04-30 Gianluca Frasso , Jonathan Jaeger , Philippe Lambert

We present a new microscopic ODE-based model for pedestrian dynamics: the Gradient Navigation Model. The model uses a superposition of gradients of distance functions to directly change the direction of the velocity vector. The velocity is…

Mathematical Physics · Physics 2014-06-11 Felix Dietrich , Gerta Köster

We consider population modelling using parametrised ordinary differential equation initial value problems (ODE-IVPs). For each individual drawn randomly from the unknown population distribution, the corresponding parameters for the ODE-IVP…

Statistics Theory · Mathematics 2024-09-18 Han Cheng Lie