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In research problems that involve the use of numerical methods for solving systems of ordinary differential equations (ODEs), it is often required to select the most efficient method for a particular problem. To solve a Cauchy problem for a…

Numerical Analysis · Mathematics 2021-07-16 Migran N. Gevorkyan , Anna V. Korolkova , Dmitry S. Kulyabov

Deep learning-based numerical schemes such as Physically Informed Neural Networks (PINNs) have recently emerged as an alternative to classical numerical schemes for solving Partial Differential Equations (PDEs). They are very appealing at…

Numerical Analysis · Mathematics 2022-05-11 A. Beguinet , V. Ehrlacher , R. Flenghi , M. Fuente , O. Mula , A. Somacal

Ordinary Differential Equations are widespread tools to model chemical, physical, biological process but they usually rely on parameters which are of critical importance in terms of dynamic and need to be estimated directly from the data.…

Methodology · Statistics 2014-10-29 Nicolas Brunel , Quentin Clairon

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

Identifying governing equations in physical and biological systems from datasets remains a long-standing challenge across various scientific disciplines, providing mechanistic insights into complex system evolution. Common methods like…

Dynamical Systems · Mathematics 2025-02-28 Mehrdad Anvari , Hamidreza Marasi , Hossein Kheiri

A random walk-based method is proposed to efficiently compute the solution of a large class of fractional in time linear systems of differential equations (linear F-ODE systems), along with the derivatives with respect to the system…

Numerical Analysis · Mathematics 2024-08-09 Andrés Centeno , Juan A. Acebrón , José Monteiro

The exploding research interest for neural networks in modeling nonlinear dynamical systems is largely explained by the networks' capacity to model complex input-output relations directly from data. However, they typically need vast…

Artificial Intelligence · Computer Science 2023-02-27 Erlend Torje Berg Lundby , Adil Rasheed , Ivar Johan Halvorsen , Dirk Reinhardt , Sebastien Gros , Jan Tommy Gravdahl

Many applications involve partial differential equations which admits nontrivial steady state solutions. The design of schemes which are able to describe correctly these equilibrium states may be challenging for numerical methods, in…

Analysis of PDEs · Mathematics 2016-02-09 Lorenzo Pareschi , Thomas Rey

We revisit the original approach of using deep learning and neural networks to solve differential equations by incorporating the knowledge of the equation. This is done by adding a dedicated term to the loss function during the optimization…

Machine Learning · Computer Science 2023-04-05 Hubert Baty , Leo Baty

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

Partial differential equation (PDE) models are widely used in engineering and natural sciences to describe spatio-temporal processes. The parameters of the considered processes are often unknown and have to be estimated from experimental…

Numerical Analysis · Mathematics 2016-12-21 Romana Boiger , Jan Hasenauer , Sabrina Hross , Barbara Kaltenbacher

A standard approach to solve ordinary differential equations, when they describe dynamical systems, is to adopt a Runge-Kutta or related scheme. Such schemes, however, are not applicable to the large class of equations which do not…

Fluid Dynamics · Physics 2024-04-11 Divya Jaganathan , Rama Govindarajan , Vishal Vasan

Modeling dynamical systems with ordinary differential equations implies a mechanistic view of the process underlying the dynamics. However in many cases, this knowledge is not available. To overcome this issue, we introduce a general…

Machine Learning · Computer Science 2014-11-20 Markus Heinonen , Florence d'Alché-Buc

Non-linear state estimation and some related topics, like parametric estimation, fault diagnosis, and perturbation attenuation, are tackled here via a new methodology in numerical differentiation. The corresponding basic system theoretic…

Computational Engineering, Finance, and Science · Computer Science 2008-11-06 Michel Fliess , Cédric Join , Hebertt Sira-Ramirez

We propose a theoretical framework for investigating a modeling error caused by numerical integration in the learning process of dynamics. Recently, learning equations of motion to describe dynamics from data using neural networks has been…

Numerical Analysis · Mathematics 2021-12-30 Shunpei Terakawa , Takashi Matsubara , Takaharu Yaguchi

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

Many HPC applications that solve differential equations rely on the Runge-Kutta family of methods for time integration. Among these methods, the fourth-order accurate RK4 scheme is especially popular. This time integration scheme requires…

General Relativity and Quantum Cosmology · Physics 2026-03-09 Lucas Timotheo Sanches , Steven Robert Brandt , Jay Kalinani , Liwei Ji , Erik Schnetter

Data-driven modeling of nonlinear dynamical systems is often hampered by measurement noise. We propose a denoising framework, called Runge-Kutta and Total Variation Based Implicit Neural Representation (RKTV-INR), that represents the state…

Machine Learning · Computer Science 2025-09-18 Jiaqi Yao , Lewis Mitchell , John Maclean , Hemanth Saratchandran

Conventional finite-difference schemes for solving partial differential equations are based on approximating derivatives by finite-differences. In this work, an alternative theory is proposed which view finite-difference schemes as…

Numerical Analysis · Mathematics 2013-09-23 Siu A. Chin

The connection of Taylor maps and polynomial neural networks (PNN) to solve ordinary differential equations (ODEs) numerically is considered. Having the system of ODEs, it is possible to calculate weights of PNN that simulates the dynamics…

Neural and Evolutionary Computing · Computer Science 2020-08-11 Andrei Ivanov , Anna Golovkina , Uwe Iben
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