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Next-generation exascale machines with extreme levels of parallelism will provide massive computing resources for large scale numerical simulations of complex physical systems at unprecedented parameter ranges. However, novel numerical…

Computational Physics · Physics 2023-02-08 Komal Kumari , Emmet Cleary , Swapnil Desai , Diego A. Donzis , Jacqueline H. Chen , Konduri Aditya

This short, self-contained article seeks to introduce and survey continuous-time deep learning approaches that are based on neural ordinary differential equations (neural ODEs). It primarily targets readers familiar with ordinary and…

Machine Learning · Computer Science 2024-01-09 Lars Ruthotto

Finite differences and Runge-Kutta time stepping schemes used in Computational AeroAcoustics simulations are often optimized for low dispersion and dissipation (e.g. DRP or LDDRK schemes) when applied to linear problems in order to…

Numerical Analysis · Mathematics 2019-12-02 Aldaïr Petronilia , Edward James Brambley

Rational methods are intended to time integrate linear homogeneous problems. However, their scope can be extended so as to cover linear nonhomogeneous problems. In this paper the integration of semilinear problems is considered. The…

Numerical Analysis · Mathematics 2025-09-23 Carlos Arranz-Simón , Begoña Cano , César Palencia

We study spatially partitioned embedded Runge--Kutta (SPERK) schemes for partial differential equations (PDEs), in which each of the component schemes is applied over a different part of the spatial domain. Such methods may be convenient…

Numerical Analysis · Mathematics 2014-01-09 David I. Ketcheson , Colin B. Macdonald , Steven J. Ruuth

The nonlinear gyrokinetic equations describe plasma turbulence in laboratory and astrophysical plasmas. To solve these equations, massively parallel codes have been developed and run on present-day supercomputers. This paper describes…

Computational Physics · Physics 2014-03-31 H. Doerk , F. Jenko

This paper deals with the numerical integration of well-posed multiscale systems of ODEs or evolutionary PDEs. As these systems appear naturally in engineering problems, time-subcycling techniques are widely used every day to improve…

Analysis of PDEs · Mathematics 2015-10-07 Guillaume Dujardin , Pauline Lafitte

A key appeal of the recently proposed Neural Ordinary Differential Equation (ODE) framework is that it seems to provide a continuous-time extension of discrete residual neural networks. As we show herein, though, trained Neural ODE models…

Machine Learning · Computer Science 2023-09-12 Katharina Ott , Prateek Katiyar , Philipp Hennig , Michael Tiemann

The Butcher theory provides a powerful tool for analyzing order conditions of Runge-Kutta schemes for ordinary differential equations (ODEs); however, such a theory has not yet been well established for backward stochastic differential…

Numerical Analysis · Mathematics 2026-05-26 Shuixin Fang , Yue Qiu , Weidong Zhao

Ordinary differential equation (ODE) models are widely used to describe chemical or biological processes. This article considers the estimation and assessment of such models on the basis of time-course data. Due to experimental limitations,…

Molecular Networks · Quantitative Biology 2023-02-14 Samuel W. K. Wong , Shihao Yang , S. C. Kou

Ordinary differential equations (ODE) have been widely used for modeling dynamical complex systems. For high-dimensional ODE models where the number of differential equations is large, it remains challenging to estimate the ODE parameters…

Methodology · Statistics 2022-06-20 Muye Nanshan , Nan Zhang , Xiaolei Xun , Jiguo Cao

Despite the advancements in learning governing differential equations from observations of dynamical systems, data-driven methods are often unaware of fundamental physical laws, such as frame invariance. As a result, these algorithms may…

Machine Learning · Computer Science 2024-11-06 Jianke Yang , Wang Rao , Nima Dehmamy , Robin Walters , Rose Yu

Within recent years, considerable progress has been made regarding high-performance solvers for Partial Differential Equations (PDEs), yielding potential gains in efficiency compared to industry standard tools. However, the latter largely…

Numerical Analysis · Mathematics 2024-02-20 Patrick Zimbrod , Michael Fleck , Johannes Schilp

Differential equations and numerical methods are extensively used to model various real-world phenomena in science and engineering. With modern developments, we aim to find the underlying differential equation from a single observation of…

Numerical Analysis · Mathematics 2025-06-10 Roy Y. He , Hao Liu , Wenjing Liao , Sung Ha Kang

We introduce economical versions of standard implicit ODE solvers that are specifically tailored for the efficient and accurate simulation of neural networks. These reformulations allow to achieve a significant increase in the efficiency of…

Numerical Analysis · Mathematics 2025-06-12 Luca Bonaventura , Soledad Fernández-García , Macarena Gómez-Mármol

We present an algorithm for the numerical solution of ordinary differential equations by random enumeration of the Butcher trees used in the implementation of the Runge-Kutta method. Our Monte Carlo scheme allows for the direct numerical…

Numerical Analysis · Mathematics 2022-08-25 Guillaume Penent , Nicolas Privault

We propose a machine learning framework to accelerate numerical computations of time-dependent ODEs and PDEs. Our method is based on recasting (generalizations of) existing numerical methods as artificial neural networks, with a set of…

Numerical Analysis · Mathematics 2019-03-08 Siddhartha Mishra

Learned iterative reconstruction algorithms for inverse problems offer the flexibility to combine analytical knowledge about the problem with modules learned from data. This way, they achieve high reconstruction performance while ensuring…

Image and Video Processing · Electrical Eng. & Systems 2022-10-24 Mareike Thies , Fabian Wagner , Mingxuan Gu , Lukas Folle , Lina Felsner , Andreas Maier

We are concerned with the efficient implementation of symplectic implicit Runge-Kutta (IRK) methods applied to systems of (non-necessarily Hamiltonian) ordinary differential equations by means of Newton-like iterations. We pay particular…

Numerical Analysis · Mathematics 2017-03-23 Mikel Antoñana , Joseba Makazaga , Ander Murua

Errors due to hardware or low level software problems, if detected, can be fixed by various schemes, such as recomputation from a checkpoint. Silent errors are errors in application state that have escaped low-level error detection. At…

Numerical Analysis · Computer Science 2018-01-08 Austin R. Benson , Sven Schmit , Robert Schreiber