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Deep sequence models have achieved notable success in time-series analysis, such as interpolation and forecasting. Recent advances move beyond discrete-time architectures like Recurrent Neural Networks (RNNs) toward continuous-time…

Machine Learning · Computer Science 2025-08-05 Haoran Li , Muhao Guo , Yang Weng , Hanghang Tong

To better understand and improve the behavior of neural networks, a recent line of works bridged the connection between ordinary differential equations (ODEs) and deep neural networks (DNNs). The connections are made in two folds: (1) View…

Machine Learning · Computer Science 2019-11-05 Xinshi Chen

Operator learning has emerged as a promising paradigm for developing efficient surrogate models to solve partial differential equations (PDEs). However, existing approaches often overlook the domain knowledge inherent in the underlying PDEs…

Machine Learning · Computer Science 2025-10-20 Ziqian Li , Kang Liu , Yongcun Song , Hangrui Yue , Enrique Zuazua

Ordinary differential equations (ODEs) are foundational in modeling intricate dynamics across a gamut of scientific disciplines. Yet, a possibility to represent a single phenomenon through multiple ODE models, driven by different…

Methodology · Statistics 2023-09-01 Itai Dattner , Shota Gugushvili , Oleksandr Laskorunskyi

Hybrid neural ordinary differential equations (neural ODEs) integrate mechanistic models with neural ODEs, offering strong inductive bias and flexibility, and are particularly advantageous in data-scarce healthcare settings. However,…

Machine Learning · Computer Science 2026-03-04 Bob Junyi Zou , Lu Tian

Latent neural stochastic differential equations (SDEs) have recently emerged as a promising approach for learning generative models from stochastic time series data. However, they systematically underestimate the noise level inherent in…

Machine Learning · Computer Science 2025-06-11 Linus Heck , Maximilian Gelbrecht , Michael T. Schaub , Niklas Boers

Realizations of stochastic process are often observed temporal data or functional data. There are growing interests in classification of dynamic or functional data. The basic feature of functional data is that the functional data have…

Machine Learning · Statistics 2014-10-28 Lerong Li , Momiao Xiong

To derive the hidden dynamics from observed data is one of the fundamental but also challenging problems in many different fields. In this study, we propose a new type of interpretable network called the ordinary differential equation…

Dynamical Systems · Mathematics 2020-10-19 Pipi Hu , Wuyue Yang , Yi Zhu , Liu Hong

Neural Ordinary Differential Equations (ODEs) are elegant reinterpretations of deep networks where continuous time can replace the discrete notion of depth, ODE solvers perform forward propagation, and the adjoint method enables efficient,…

Neural Ordinary Differential Equations (Neural ODEs), as a novel category of modeling big data methods, cleverly link traditional neural networks and dynamical systems. However, it is challenging to ensure the dynamics system reaches a…

Optimization and Control · Mathematics 2024-11-15 Chaoyang Luo , Yan Zou , Wanying Li , Nanjing Huang

The identification of the governing equations of chaotic dynamical systems from data has recently emerged as a hot topic. While the seminal work by Brunton et al. reported proof-of-concepts for idealized observation setting for…

Machine Learning · Computer Science 2019-03-26 Duong Nguyen , Said Ouala , Lucas Drumetz , Ronan Fablet

Probabilistic solvers for ordinary differential equations (ODEs) provide efficient quantification of numerical uncertainty associated with simulation of dynamical systems. Their convergence rates have been established by a growing body of…

Machine Learning · Statistics 2020-12-21 Nicholas Krämer , Philipp Hennig

Training neural ODEs on large datasets has not been tractable due to the necessity of allowing the adaptive numerical ODE solver to refine its step size to very small values. In practice this leads to dynamics equivalent to many hundreds or…

Machine Learning · Statistics 2020-06-24 Chris Finlay , Jörn-Henrik Jacobsen , Levon Nurbekyan , Adam M Oberman

We develop an all-at-once modeling framework for learning systems of ordinary differential equations (ODE) from scarce, partial, and noisy observations of the states. The proposed methodology amounts to a combination of sparse recovery…

Probabilistic ordinary differential equation (ODE) solvers have been introduced over the past decade as uncertainty-aware numerical integrators. They typically proceed by assuming a functional prior to the ODE solution, which is then…

Numerical Analysis · Mathematics 2025-03-25 Yvann Le Fay , Simo Särkkä , Adrien Corenflos

Owing to the remarkable development of deep learning technology, there have been a series of efforts to build deep learning-based climate models. Whereas most of them utilize recurrent neural networks and/or graph neural networks, we design…

Machine Learning · Computer Science 2021-11-12 Jeehyun Hwang , Jeongwhan Choi , Hwangyong Choi , Kookjin Lee , Dongeun Lee , Noseong Park

Learning stable dynamical systems from data is crucial for safe and reliable robot motion planning and control. However, extending stability guarantees to trajectories defined on Riemannian manifolds poses significant challenges due to the…

In this work, we present the novel mathematical framework of latent dynamics models (LDMs) for reduced order modeling of parameterized nonlinear time-dependent PDEs. Our framework casts this latter task as a nonlinear dimensionality…

Numerical Analysis · Mathematics 2024-12-02 Nicola Farenga , Stefania Fresca , Simone Brivio , Andrea Manzoni

Ordinary differential equations (ODEs) are widely used to model complex dynamics that arises in biology, chemistry, engineering, finance, physics, etc. Calibration of a complicated ODE system using noisy data is generally very difficult. In…

Machine Learning · Statistics 2023-09-20 Kexuan Li , Fangfang Wang , Ruiqi Liu , Fan Yang , Zuofeng Shang

Lasso problems arise in many areas, including signal processing, machine learning, and control, and are closely connected to sparse coding mechanisms observed in neuroscience. A continuous-time ordinary differential equation (ODE)…

Optimization and Control · Mathematics 2026-04-03 Liang Wu , Yunhong Che , Wallace Gian Yion Tan , Efstathios Iliakis , Richard D. Braatz , Ján Drgoňa