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In this note, two numerical methods of solving fractional differential equations (FDEs) are briefly described, namely predictor-corrector approach of Adams-Bashforth-Moulton type and multi-step generalized differential transform method…

Numerical Analysis · Mathematics 2018-06-11 Alireza Momenzadeh , Sima Sarv Ahrabi

This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…

Methodology · Statistics 2017-07-12 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

We investigate the use of neural networks (NNs) for the estimation of hidden model parameters and uncertainty quantification from noisy observational data for inverse parameter estimation problems. We formulate the parameter estimation as a…

Numerical Analysis · Mathematics 2025-10-17 German Villalobos , Johann Rudi , Andreas Mang

This article analyzes and develops a method to solve fractional ordinary differential equations using the Monte Carlo Method. A numerical simulation is performed for some differential equations, comparing the results with what exists in the…

Numerical Analysis · Mathematics 2021-10-18 Luverci N. Ferreira , Matheus J. Lazo

As the frontiers of applied statistics progress through increasingly complex experiments we must exploit increasingly sophisticated inferential models to analyze the observations we make. In order to avoid misleading or outright erroneous…

Methodology · Statistics 2018-03-23 Michael Betancourt

In this short note we discuss ordinary differential equations which linearize upon one (or more) differentiations. Although the subject is fairly elementary, equations of this type arise naturally in the context of integrable systems.

Exactly Solvable and Integrable Systems · Physics 2015-06-26 E. V. Ferapontov , S. R. Svirshchevskii

A relationship between Puiseux series satisfying an ordinary differential equation corresponding to a polynomial dynamical system and degrees of irreducible invariant algebraic curves is studied. A bound on the degrees of irreducible…

Exactly Solvable and Integrable Systems · Physics 2018-09-21 Maria V. Demina

We discuss a progress in calculation of Feynman integrals which has been done with help of the Differential Equation Method and demonstrate the results for a class of two-point two-loop diagrams.

High Energy Physics - Phenomenology · Physics 2007-05-23 A. V. Kotikov

Ordinary differential equations (ODEs) are a mathematical model used in many application areas such as climatology, bioinformatics, and chemical engineering with its intuitive appeal to modeling. Despite ODE's wide usage in modeling, the…

Applications · Statistics 2021-08-10 Hyunjoo Yang , Jaeyong Lee

Ordinary differential equations are widely-used in the field of systems biology and chemical engineering to model chemical reaction networks. Numerous techniques have been developed to estimate parameters like rate constants, initial…

Molecular Networks · Quantitative Biology 2012-07-06 Daniel Kaschek , Jens Timmer

Exponential random graph models (ERGMs) are a widely used framework for network data, enabling hypothesis testing on the structural mechanisms underlying observed networks. Bayesian ERGMs provide principled uncertainty quantification and…

Methodology · Statistics 2026-05-26 Alberto Caimo , Isabella Gollini

Using both fractional derivatives, defined in the Riemann-Liouville and Caputo senses, and classical derivatives of the integer order we examine different numerical approaches to ordinary differential equations. Generally we formulate some…

Numerical Analysis · Mathematics 2007-12-04 Jacek S. Leszczynski , Tomasz Blaszczyk

In this paper we present numerical methods - finite differences and finite elements - for solution of partial differential equation of fractional order in time for one-dimensional space. This equation describes anomalous diffusion which is…

Mathematical Physics · Physics 2007-05-23 Mariusz Ciesielski , Jacek Leszczynski

Ordinary differential equations have an arithmetic analogue in which functions are replaced by numbers and the derivation operator is replaced by a Fermat quotient operator. In this survey we explain the main motivations, constructions,…

Number Theory · Mathematics 2013-08-26 Alexandru Buium

Ordinary differential equation models have become a standard tool for the mechanistic description of biochemical processes. If parameters are inferred from experimental data, such mechanistic models can provide accurate predictions about…

Quantitative Methods · Quantitative Biology 2018-10-12 Fabian Fröhlich , Carolin Loos , Jan Hasenauer

We discuss algorithms applicable to the numerical solution of second-order ordinary differential equations by finite-differences. We make particular reference to the solution of the dissipative particle dynamics fluid model, and present…

Soft Condensed Matter · Physics 2016-08-31 Keir E. Novik , Peter V. Coveney

Inference for mechanistic models is challenging because of nonlinear interactions between model parameters and a lack of identifiability. Here we focus on a specific class of mechanistic models, which we term stable differential equations.…

Computation · Statistics 2017-12-13 Philip Maybank , Ingo Bojak , Richard G. Everitt

Differential Equations are among the most important Mathematical tools used in creating models in the science, engineering, economics, mathematics, physics, aeronautics, astronomy, dynamics, biology, chemistry, medicine, environmental…

History and Overview · Mathematics 2020-12-15 Byakatonda Denis

The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an…

Numerical Analysis · Mathematics 2021-08-26 Junyang Wang , Jon Cockayne , Oksana Chkrebtii , T. J. Sullivan , Chris. J. Oates

In this chapter, we will first present the most standard computational challenges met in Bayesian Statistics, focussing primarily on mixture estimation and on model choice issues, and then relate these problems with computational solutions.…

Computation · Statistics 2010-02-16 Christian P. Robert