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Differential equations (DEs) are commonly used to describe dynamic systems evolving in one (ordinary differential equations or ODEs) or in more than one dimensions (partial differential equations or PDEs). In real data applications the…

Methodology · Statistics 2013-11-25 Gianluca Frasso , Jonathan Jaeger , Philippe Lambert

Differential equations are used to model problems that originate in disciplines such as physics, biology, chemistry, and engineering. In recent times, due to the abundance of data, there is an active search for data-driven methods to learn…

Machine Learning · Computer Science 2022-05-24 K. D. Olumoyin

This article examines a new approach to solving ordinary differential equations based on Fractional-Calculus theory. Poisson and Sturm-Liouville-type problems are studied, together with different boundary conditions. Each case is analyzed…

Numerical Analysis · Mathematics 2023-05-29 Sergio F. Yapur

The paper describes different approaches to generalize the trapezoidal method to fractional differential equations. We analyze the main theoretical properties and we discuss computational aspects to implement efficient algorithms. Numerical…

Numerical Analysis · Mathematics 2019-12-23 Roberto Garrappa

This short communication develops a new numerical procedure suitable for a large class of ordinary differential equation systems found in models in physics and engineering. The main numerical procedure is analogous to those concerning the…

General Mathematics · Mathematics 2021-12-13 Fabio Silva Botelho

In this article, firstly we develop a method for a type of difference equations, applicable to solve approximately a class of first order ordinary differential equation systems. In a second step, we apply the results obtained to solve a…

Numerical Analysis · Mathematics 2017-12-12 Fabio Botelho

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

The interpretation of numerical methods, such as finite difference methods for differential equations, as point estimators allows for formal statistical quantification of the error due to discretisation in the numerical context. Competing…

Methodology · Statistics 2018-05-23 Junyang Wang , Jon Cockayne , Chris Oates

Bayesian and frequentist methods differ in many aspects, but share some basic optimality properties. In practice, there are situations in which one of the methods is more preferred by some criteria. We consider the case of inference about a…

Statistics Theory · Mathematics 2009-08-25 Ao Yuan

Recently, Neural Ordinary Differential Equations has emerged as a powerful framework for modeling physical simulations without explicitly defining the ODEs governing the system, but instead learning them via machine learning. However, the…

In the paper we offer a functional-discrete method for solving the Cauchy problem for the first order ordinary differential equations (ODEs). This method (FD-method) is in some sense similar to the Adomian Decomposition Method. But it is…

Numerical Analysis · Mathematics 2010-09-02 Volodymyr Makarov , Denis Dragunov

The extraction of natural gas from the earth has been shown to be governed by differential equations concerning flow through a porous material. Recently, models such as fractional differential equations have been developed to model this…

Applications · Statistics 2017-09-27 Joshua Whitlinger , Edward L Boone , Ryad Ghanam

The role of differential equations in the process of calculating Feynman integrals is reviewed. An example of a diagram is given for which the method of differential equations was introduced, the properties of the inverse-mass-expansion…

High Energy Physics - Phenomenology · Physics 2021-07-23 A. V. Kotikov

Being an example for a relaxation oscillator, the FitzHugh-Nagumo model has been widely employed for describing the generation of action potentials. In this paper, we begin with a biological interpretation of what the subsequent…

Numerical Analysis · Mathematics 2025-01-31 Burcu Gürbüz , Aytül Gökçe , Mahmut Modanlı

The identification of a mathematical dynamics model is a crucial step in the designing process of a controller. However, it is often very difficult to identify the system's governing equations, especially in complex environments that…

Systems and Control · Electrical Eng. & Systems 2024-07-01 Tobias Nagel , Marco F. Huber

We discuss the differential equation method for establishing dynamic concentration of discrete random processes. We present several relatively simple examples of it and aim to make the method understandable to the unfamiliar reader who has…

Combinatorics · Mathematics 2022-05-18 Patrick Bennett , Andrzej Dudek

A computational method for numeric resolution of a PDEs system, based on a Finite Differences schema integrated by interpolations of partial results, and an estimate of the error of its solution respect to the normal FD solution.

Numerical Analysis · Mathematics 2025-10-20 Gianluca Argentini

Neural Ordinary Differential Equations (N-ODEs) are a powerful building block for learning systems, which extend residual networks to a continuous-time dynamical system. We propose a Bayesian version of N-ODEs that enables well-calibrated…

Machine Learning · Computer Science 2020-02-19 Andreas Look , Melih Kandemir

We present new stochastic differential equations, that are more general and simpler than the existing Ito-based stochastic differential equations. As an example, we apply our approach to the investment (portfolio) model.

Portfolio Management · Quantitative Finance 2012-11-27 Moawia Alghalith

We describe a general operational method that can be used in the analysis of fractional initial and boundary value problems with additional analytic conditions. As an example, we derive analytic solutions of some fractional generalisation…

Analysis of PDEs · Mathematics 2013-04-04 Roberto Garra , Federico Polito
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