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To quantify uncertainties in inverse problems of partial differential equations (PDEs), we formulate them into statistical inference problems using Bayes' formula. Recently, well-justified infinite-dimensional Bayesian analysis methods have…

Numerical Analysis · Mathematics 2026-02-09 Junxiong Jia , Yanni Wu , Peijun Li , Deyu Meng

Neural ordinary differential equations (NODEs) treat computation of intermediate feature vectors as trajectories of ordinary differential equation parameterized by a neural network. In this paper, we propose a novel model, delay…

Machine Learning · Computer Science 2020-12-15 Srinivas Anumasa , P. K. Srijith

A Neural Network (NN) based numerical method is formulated and implemented for solving Boundary Value Problems (BVPs) and numerical results are presented to validate this method by solving Laplace equation with Dirichlet boundary condition…

Machine Learning · Computer Science 2019-09-25 Sethu Hareesh Kolluru

Neural Ordinary Differential Equations (ODEs) represent a significant advancement at the intersection of machine learning and dynamical systems, offering a continuous-time analog to discrete neural networks. Despite their promise, deploying…

Numerical Analysis · Mathematics 2025-06-18 Matteo Caldana , Jan S. Hesthaven

We introduce the framework of continuous--depth graph neural networks (GNNs). Graph neural ordinary differential equations (GDEs) are formalized as the counterpart to GNNs where the input-output relationship is determined by a continuum of…

Machine Learning · Computer Science 2021-06-23 Michael Poli , Stefano Massaroli , Junyoung Park , Atsushi Yamashita , Hajime Asama , Jinkyoo Park

Incorporating neural networks for the solution of Ordinary Differential Equations (ODEs) represents a pivotal research direction within computational mathematics. Within neural network architectures, the integration of the intrinsic…

Dynamical Systems · Mathematics 2024-01-10 Shanshan Xiao , Jiawei Zhang , Yifa Tang

An adaptation of the arbitrary high order ADER-DG numerical method with local DG predictor for solving the IVP for a first-order non-linear ODE system is proposed. The proposed numerical method is a completely one-step ODE solver with…

Numerical Analysis · Mathematics 2024-09-17 I. S. Popov

Numerical integration (NI) packages commonly used in scientific research are limited to returning the value of a definite integral at the upper integration limit, also commonly referred to as numerical quadrature. These quadrature…

Numerical Analysis · Computer Science 2018-06-06 Daniel Gebremedhin , Charles Weatherford

A wide range of practically important problems is nowadays efficiently solved using artificial neural networks. This gave momentum to intensive development of their optical implementations, among which, the so-called diffractive neural…

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

Solving initial value problems and boundary value problems of Linear Ordinary Differential Equations (ODEs) plays an important role in many applications. There are various numerical methods and solvers to obtain approximate solutions…

Numerical Analysis · Mathematics 2018-05-22 Wenqiang Yang , Wenyuan Wu , Robert M. Corless

Lie group theory states that knowledge of a $m$-parameters solvable group of symmetries of a system of ordinary differential equations allows to reduce by $m$ the number of equation. We apply this principle by finding dilatations and…

Symbolic Computation · Computer Science 2016-08-16 Évelyne Hubert , Alexandre Sedoglavic

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

This paper focuses on proposing a deep learning initialized iterative method (Int-Deep) for low-dimensional nonlinear partial differential equations (PDEs). The corresponding framework consists of two phases. In the first phase, an…

Numerical Analysis · Mathematics 2020-08-26 Jianguo Huang , Haoqin Wang , Haizhao Yang

A concept of using Neural Ordinary Differential Equations(NODE) for Transfer Learning has been introduced. In this paper we use the EfficientNets to explore transfer learning on CIFAR-10 dataset. We use NODE for fine-tuning our model. Using…

Machine Learning · Computer Science 2020-01-22 Rajath S , Sumukh Aithal K , Natarajan Subramanyam

Domain decomposition provides an effective way to tackle the dilemma of physics-informed neural networks (PINN) which struggle to accurately and efficiently solve partial differential equations (PDEs) in the whole domain, but the lack of…

Machine Learning · Computer Science 2024-04-30 Ye Liu , Jie-Ying Li , Li-Sheng Zhang , Lei-Lei Guo , Zhi-Yong Zhang

Artificial neural networks (ANNs) have recently also been applied to solve partial differential equations (PDEs). In this work, the classical problem of pricing European and American financial options, based on the corresponding PDE…

Computational Finance · Quantitative Finance 2020-05-26 Beatriz Salvador , Cornelis W. Oosterlee , Remco van der Meer

Stiff ordinary differential equations (ODEs) are common in many science and engineering fields, but standard neural ODE approaches struggle to accurately learn these stiff systems, posing a significant barrier to widespread adoption of…

Numerical Analysis · Mathematics 2024-12-03 Colby Fronk , Linda Petzold

Recent years have witnessed a growth in mathematics for deep learning--which seeks a deeper understanding of the concepts of deep learning with mathematics and explores how to make it more robust--and deep learning for mathematics, where…

Machine Learning · Computer Science 2023-10-31 Derick Nganyu Tanyu , Jianfeng Ning , Tom Freudenberg , Nick Heilenkötter , Andreas Rademacher , Uwe Iben , Peter Maass

Parametric optimal control problems governed by partial differential equations (PDEs) are widely found in scientific and engineering applications. Traditional grid-based numerical methods for such problems generally require repeated…

Optimization and Control · Mathematics 2023-02-07 Pengfei Yin , Guangqiang Xiao , Kejun Tang , Chao Yang