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Definite integrals with parameters of holonomic functions satisfy holonomic systems of linear partial differential equations. When we restrict parameters to a one dimensional curve, the system becomes a linear ordinary differential equation…

Numerical Analysis · Mathematics 2026-04-10 Nobuki Takayama , Takaharu Yaguchi , Yi Zhang

Ordinary differential equations (ODEs) are widely used to model biological, (bio-)chemical and technical processes. The parameters of these ODEs are often estimated from experimental data using ODE-constrained optimisation. This article…

Optimization and Control · Mathematics 2015-11-06 Anna Fiedler , Fabian J. Theis , Jan Hasenauer

We consider the problem of forecasting complex, nonlinear space-time processes when observations provide only partial information of on the system's state. We propose a natural data-driven framework, where the system's dynamics are modelled…

Systems and Control · Computer Science 2019-03-01 Ibrahim Ayed , Emmanuel de Bézenac , Arthur Pajot , Julien Brajard , Patrick Gallinari

Runge-Kutta methods are the classic family of solvers for ordinary differential equations (ODEs), and the basis for the state of the art. Like most numerical methods, they return point estimates. We construct a family of probabilistic…

Machine Learning · Statistics 2014-10-27 Michael Schober , David Duvenaud , Philipp Hennig

We propose a technique for reformulation of state and parameter estimation problems as that of matching explicitly computable definite integrals with known kernels to data. The technique applies for a class of systems of nonlinear ordinary…

Optimization and Control · Mathematics 2013-09-11 I. Yu. Tyukin , A. N. Gorban

In this work we consider a mixed precision approach to accelerate the implemetation of multi-stage methods. We show that Runge-Kutta methods can be designed so that certain costly intermediate computations can be performed as a…

Numerical Analysis · Mathematics 2020-12-25 Zachary J. Grant

In this work, an efficient approximation scheme has been proposed for getting accurate approximate solution of nonlinear partial differential equations with constant or variable coefficients satisfying initial conditions in a series of…

Analysis of PDEs · Mathematics 2020-09-04 Prakash Kumar Das , M. M. Panja

In the last decade, the scientific community has devolved its attention to the deployment of data-driven approaches in scientific research to provide accurate and reliable analysis of a plethora of phenomena. Most notably, Physics-informed…

Machine Learning · Computer Science 2023-06-21 Mattia Silvestri , Federico Baldo , Eleonora Misino , Michele Lombardi

Some properties of numerical time integration methods using summation by parts operators and simultaneous approximation terms are studied. These schemes can be interpreted as implicit Runge-Kutta methods with desirable stability properties…

Numerical Analysis · Mathematics 2024-12-20 Hendrik Ranocha

We describe a method for the identification of models for dynamical systems from observational data. The method is based on the concept of symbolic regression and uses genetic programming to evolve a system of ordinary differential…

Machine Learning · Computer Science 2021-07-14 Gabriel Kronberger , Lukas Kammerer , Michael Kommenda

We propose an implementation of symplectic implicit Runge-Kutta schemes for highly accurate numerical integration of non-stiff Hamiltonian systems based on fixed point iteration. Provided that the computations are done in a given floating…

Numerical Analysis · Mathematics 2017-02-14 Mikel Antoñana , Joseba Makazaga , Ander Murua

In this article, we discuss the numerical solution of Boolean polynomial programs by algorithms borrowing from numerical methods for differential equations, namely the Houbolt scheme, the Lie scheme, and a Runge-Kutta scheme. We first…

Optimization and Control · Mathematics 2022-04-27 Yi-Shuai Niu , Roland Glowinski

We present an efficient quantum algorithm to simulate nonlinear differential equations with polynomial vector fields of arbitrary degree on quantum platforms. Models of physical systems that are governed by ordinary differential equations…

Dynamical Systems · Mathematics 2023-02-08 Amit Surana , Abeynaya Gnanasekaran , Tuhin Sahai

Ordinary differential equations (ODEs) and ordinary difference systems (O$\Delta$Ss) invariant under the actions of the Lie groups $\mathrm{SL}_x(2)$, $\mathrm{SL}_y(2)$ and $\mathrm{SL}_x(2)\times\mathrm{SL}_y(2)$ of projective…

Mathematical Physics · Physics 2016-01-20 Rutwig Campoamor-Stursberg , Miguel A. Rodríguez , Pavel Winternitz

Discovering nonlinear differential equations that describe system dynamics from empirical data is a fundamental challenge in contemporary science. Here, we propose a methodology to identify dynamical laws by integrating denoising techniques…

Machine Learning · Computer Science 2023-05-04 Kevin Egan , Weizhen Li , Rui Carvalho

In this paper, we propose using LSTM-RNNs (Long Short-Term Memory-Recurrent Neural Networks) to learn and represent nonlinear integral operators that appear in nonlinear integro-differential equations (IDEs). The LSTM-RNN representation of…

Machine Learning · Computer Science 2023-10-17 Hardeep Bassi , Yuanran Zhu , Senwei Liang , Jia Yin , Cian C. Reeves , Vojtech Vlcek , Chao Yang

When applied to stiff, linear differential equations with time-dependent forcing, Runge-Kutta methods can exhibit convergence rates lower than predicted by the classical order condition theory. Commonly, this order reduction phenomenon is…

Numerical Analysis · Mathematics 2022-02-15 Steven Roberts , Adrian Sandu

This paper addresses the training of Neural Ordinary Differential Equations (neural ODEs), and in particular explores the interplay between numerical integration techniques, stability regions, step size, and initialization techniques. It is…

Machine Learning · Computer Science 2024-08-07 Theodor Westny , Arman Mohammadi , Daniel Jung , Erik Frisk

On the basis of additive schemes (splitting schemes) we construct efficient numerical algorithms to solve approximately the initial-boundary value problems for systems of time-dependent partial differential equations (PDEs). In many applied…

Numerical Analysis · Computer Science 2011-12-07 Petr N. Vabishchevich

In a previous paper, a technique was suggested to avoid order reduction with any explicit exponential Runge-Kutta method when integrating initial boundary value nonlinear problems with time-dependent boundary conditions. In this paper, we…

Numerical Analysis · Mathematics 2023-07-18 Begoña Cano , María Jesús Moreta