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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

The numerical solution of implicit and stiff differential equations by implicit numerical integrators has been largely investigated and there exist many excellent efficient codes available in the scientific community, as Radau5 (based on a…

Numerical Analysis · Mathematics 2025-06-27 Nicola Guglielmi , Ernst Hairer

Viewing optimization methods as numerical integrators for ordinary differential equations (ODEs) provides a thought-provoking modern framework for studying accelerated first-order optimizers. In this literature, acceleration is often…

Optimization and Control · Mathematics 2021-02-24 Peiyuan Zhang , Antonio Orvieto , Hadi Daneshmand , Thomas Hofmann , Roy Smith

Neural Ordinary Differential Equations (Neural ODEs) represent continuous-time dynamics with neural networks, offering advancements for modeling and control tasks. However, training Neural ODEs requires solving differential equations at…

Machine Learning · Computer Science 2025-02-24 Mariia Shapovalova , Calvin Tsay

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

We introduce basic aspects of new operator method, which is very suitable for practical solving differential equations of various types. The main advantage of the method is revealed in opportunity to find compact exact operator solutions of…

Mathematical Physics · Physics 2007-05-23 Yu. N. Kosovtsov

We propose a reduced-order modeling approach for nonlinear, parameter-dependent ordinary differential equations (ODE). Dimensionality reduction is achieved using nonlinear maps represented by autoencoders. The resulting low-dimensional ODE…

Numerical Analysis · Mathematics 2026-04-16 Enrico Ballini , Marco Gambarini , Alessio Fumagalli , Luca Formaggia , Anna Scotti , Paolo Zunino

We introduce two block coordinate descent algorithms for solving optimization problems with ordinary differential equations (ODEs) as dynamical constraints. The algorithms do not need to implement direct or adjoint sensitivity analysis…

Machine Learning · Computer Science 2022-08-30 Ion Matei , Maksym Zhenirovskyy , Johan de Kleer , John Maxwell

We design and analyse a new numerical method to solve ODE system based on the structural method. We compute approximations of solutions together with its derivatives up to order $K$ by solving an entire block corresponding to $R$ time…

Numerical Analysis · Mathematics 2025-08-05 S. Clain , M. T. Malheiro , G. J. Machado , R. Costa

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

Neural differential equations are a promising new member in the neural network family. They show the potential of differential equations for time series data analysis. In this paper, the strength of the ordinary differential equation (ODE)…

Machine Learning · Computer Science 2020-05-21 Mansura Habiba , Barak A. Pearlmutter

Numerical simulation of ordinary differential equations (ODEs) can be challenging when the system exhibits high accelerations and rapidly changing dynamics. Under these conditions the ODE solver often needs to take very small time steps in…

Numerical Analysis · Mathematics 2026-05-11 Andrew Tagg , Andrew Frandsen , Andrew Ning

Taylor series methods show a newfound promise for the solution of non-stiff ordinary differential equations (ODEs) given the rise of new compiler-enhanced techniques for calculating high order derivatives. In this paper we detail a new…

Numerical Analysis · Mathematics 2026-02-20 Songchen Tan , Oscar Smith , Christopher Rackauckas

A key aspect of learned partial differential equation (PDE) solvers is that the main cost often comes from generating training data with classical solvers rather than learning the model itself. Another is that there are clear axes of…

Machine Learning · Computer Science 2026-01-26 Naman Choudhary , Vedant Singh , Ameet Talwalkar , Nicholas Matthew Boffi , Mikhail Khodak , Tanya Marwah

End-to-end learning of dynamical systems with black-box models, such as neural ordinary differential equations (ODEs), provides a flexible framework for learning dynamics from data without prescribing a mathematical model for the dynamics.…

Machine Learning · Statistics 2022-06-20 Paidamoyo Chapfuwa , Sherri Rose , Lawrence Carin , Edward Meeds , Ricardo Henao

Random ordinary differential equations (RODEs), i.e. ODEs with random parameters, are often used to model complex dynamics. Most existing methods to identify unknown governing RODEs from observed data often rely on strong prior knowledge.…

Numerical Analysis · Mathematics 2020-06-04 Junyu Liu , Zichao Long , Ranran Wang , Jie Sun , Bin Dong

Finding accurate solutions to partial differential equations (PDEs) is a crucial task in all scientific and engineering disciplines. It has recently been shown that machine learning methods can improve the solution accuracy by correcting…

Computational Physics · Physics 2021-01-06 Kiwon Um , Robert Brand , Yun , Fei , Philipp Holl , Nils Thuerey

Many scientific problems focus on observed patterns of change or on how to design a system to achieve particular dynamics. Those problems often require fitting differential equation models to target trajectories. Fitting such models can be…

Quantitative Methods · Quantitative Biology 2023-12-27 Steven A. Frank

Neuroscientists fit morphologically and biophysically detailed neuron simulations to physiological data, often using evolutionary algorithms. However, such gradient-free approaches are computationally expensive, making convergence slow when…

Neurons and Cognition · Quantitative Biology 2024-07-23 Ilenna Simone Jones , Konrad Paul Kording

Neural ordinary differential equations (Neural ODEs) propose the idea that a sequence of layers in a neural network is just a discretisation of an ODE, and thus can instead be directly modelled by a parameterised ODE. This idea has had…

Machine Learning · Computer Science 2024-05-07 Christina Runkel , Ander Biguri , Carola-Bibiane Schönlieb