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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

We derive a second-order ordinary differential equation (ODE) which is the limit of Nesterov's accelerated gradient method. This ODE exhibits approximate equivalence to Nesterov's scheme and thus can serve as a tool for analysis. We show…

Machine Learning · Statistics 2015-10-29 Weijie Su , Stephen Boyd , Emmanuel J. Candes

In the article we discuss the notion of the generalized invariant manifold introduced in our previous study. In the literature the method of the differential constraints is well known as a tool for constructing particular solutions for the…

Exactly Solvable and Integrable Systems · Physics 2021-07-08 I. T. Habibullin , A. R. Khakimova , A. O. Smirnov

The numerical solution methods for partial differential equation (PDE) solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods…

Numerical Analysis · Mathematics 2021-03-04 Alexander Hvatov

The time evolution of dynamical systems is frequently described by ordinary differential equations (ODEs), which must be solved for given initial conditions. Most standard approaches numerically integrate ODEs producing a single solution…

Machine Learning · Computer Science 2020-06-26 Cedric Flamant , Pavlos Protopapas , David Sondak

We adapt the Gradient Discretisation Method (GDM), originally designed for elliptic and parabolic partial differential equations, to the case of a linear scalar hyperbolic equations. This enables the simultaneous design and convergence…

Numerical Analysis · Mathematics 2019-10-28 Jérôme Droniou , Robert Eymard , T. Gallouët , R. Herbin

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

It is known that when the statistical models are singular, i.e., the Fisher information matrix at the true parameter is degenerate, the fixed step-size gradient descent algorithm takes polynomial number of steps in terms of the sample size…

Machine Learning · Statistics 2022-04-15 Tongzheng Ren , Jiacheng Zhuo , Sujay Sanghavi , Nhat Ho

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

We analyze the dynamics of streaming stochastic gradient descent (SGD) in the high-dimensional limit when applied to generalized linear models and multi-index models (e.g. logistic regression, phase retrieval) with general data-covariance.…

Optimization and Control · Mathematics 2023-08-21 Elizabeth Collins-Woodfin , Courtney Paquette , Elliot Paquette , Inbar Seroussi

These notes aim to provide a classical approach to solving some conformable differential equations based on prior knowledge of how to solve ordinary differential equations. That is, using the methods of separation of variables, homogeneous…

General Mathematics · Mathematics 2025-11-18 Carlos E. Cadenas R

We present algorithms to solve coupled systems of linear differential equations, arising in the calculation of massive Feynman diagrams with local operator insertions at 3-loop order, which do {\it not} request special choices of bases.…

Symbolic Computation · Computer Science 2016-01-11 Jakob Ablinger , Johannes Bluemlein , Abilio de Freitas , Carsten Schneider

This article considers estimation of constant and time-varying coefficients in nonlinear ordinary differential equation (ODE) models where analytic closed-form solutions are not available. The numerical solution-based nonlinear least…

Statistics Theory · Mathematics 2010-10-21 Hongqi Xue , Hongyu Miao , Hulin Wu

We present a methodology for numerically integrating ordinary differential equations containing rapidly oscillatory terms. This challenge is distinct from that for differential equations which have rapidly oscillatory solutions: here the…

Numerical Analysis · Mathematics 2013-05-23 J. E. Bunder , A. J. Roberts

Inverse problem or parameter estimation of ordinary differential equations (ODEs), the iterative process of minimizing the mismatch between model-predicted and experimental states by tuning the parameter values within an optimization…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Siddharth Prabhu , Srinivas Rangarajan , Mayuresh Kothare

We consider the problem of distributedly computing a general class of functions, referred to as gradient-type computation, while maintaining the privacy of the input dataset. Gradient-type computation evaluates the sum of some `partial…

Information Theory · Computer Science 2019-05-01 Qian Yu , A. Salman Avestimehr

We construct quantum algorithms to compute physical observables of nonlinear PDEs with M initial data. Based on an exact mapping between nonlinear and linear PDEs using the level set method, these new quantum algorithms for nonlinear…

Quantum Physics · Physics 2025-04-22 Shi Jin , Nana Liu

This paper rethinks image histogram matching (HM) and proposes a differentiable and parametric HM preprocessing for a downstream classifier. Convolutional neural networks have demonstrated remarkable achievements in classification tasks.…

Computer Vision and Pattern Recognition · Computer Science 2025-06-03 Rikuto Otsuka , Yuho Shoji , Yuka Ogino , Takahiro Toizumi , Atsushi Ito

By holonomic guessing, we denote the process of finding a linear differential equation with polynomial coefficients satisfied by the generating function of a sequence, for which only a few first terms are known. Holonomic guessing has been…

Symbolic Computation · Computer Science 2022-07-05 Bertrand Teguia Tabuguia

The method is proposed for the study of many-point boundary value problems for systems of nonlinear ODE, by reducing them to special equivalent integral equations, and allows us [in contrast with the known method [1]] to consider boundary…

Classical Analysis and ODEs · Mathematics 2012-05-11 Yu. A. Konyaev