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Most ordinary differential equation (ODE) models used to describe biological or physical systems must be solved approximately using numerical methods. Perniciously, even those solvers which seem sufficiently accurate for the forward…

Neural Ordinary Differential Equations (Neural ODEs) represent continuous-time dynamics with neural networks, offering advancements for modeling and control tasks. However, training Neural ODEs requires solving differential equations at…

Machine Learning · Computer Science 2025-02-24 Mariia Shapovalova , Calvin Tsay

We introduce a provably stable variant of neural ordinary differential equations (neural ODEs) whose trajectories evolve on an energy functional parametrised by a neural network. Stable neural flows provide an implicit guarantee on…

Machine Learning · Computer Science 2020-03-19 Stefano Massaroli , Michael Poli , Michelangelo Bin , Jinkyoo Park , Atsushi Yamashita , Hajime Asama

The depth of networks plays a crucial role in the effectiveness of deep learning. However, the memory requirement for backpropagation scales linearly with the number of layers, which leads to memory bottlenecks during training. Moreover,…

Numerical Analysis · Mathematics 2025-02-20 Sofya Maslovskaya , Sina Ober-Blöbaum , Christian Offen , Pranav Singh , Boris Wembe

Using vanilla NeuralODEs to model large and/or complex systems often fails due two reasons: Stability and convergence. NeuralODEs are capable of describing stable as well as instable dynamic systems. Selecting an appropriate numerical…

Machine Learning · Computer Science 2023-02-23 Tobias Thummerer , Lars Mikelsons

We introduce a new family of deep neural network models. Instead of specifying a discrete sequence of hidden layers, we parameterize the derivative of the hidden state using a neural network. The output of the network is computed using a…

Machine Learning · Computer Science 2019-12-17 Ricky T. Q. Chen , Yulia Rubanova , Jesse Bettencourt , David Duvenaud

The infinite-depth paradigm pioneered by Neural ODEs has launched a renaissance in the search for novel dynamical system-inspired deep learning primitives; however, their utilization in problems of non-trivial size has often proved…

Machine Learning · Computer Science 2021-01-01 Michael Poli , Stefano Massaroli , Atsushi Yamashita , Hajime Asama , Jinkyoo Park

We present a new strategy for solving stiff ODEs with explicit methods. By adaptively taking a small number of stabilizing small explicit time steps when necessary, a stiff ODE system can be stabilized enough to allow for time steps much…

Numerical Analysis · Mathematics 2012-05-15 Kenneth Eriksson , Claes Johnson , Anders Logg

Training Neural Ordinary Differential Equations (ODEs) is often computationally expensive. Indeed, computing the forward pass of such models involves solving an ODE which can become arbitrarily complex during training. Recent works have…

Machine Learning · Computer Science 2020-11-03 Arnab Ghosh , Harkirat Singh Behl , Emilien Dupont , Philip H. S. Torr , Vinay Namboodiri

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

Probabilistic numerical solvers for ordinary differential equations (ODEs) treat the numerical simulation of dynamical systems as problems of Bayesian state estimation. Aside from producing posterior distributions over ODE solutions and…

Numerical Analysis · Mathematics 2024-09-12 Nathanael Bosch , Adrien Corenflos , Fatemeh Yaghoobi , Filip Tronarp , Philipp Hennig , Simo Särkkä

The use of implicit time-stepping schemes for the numerical approximation of solutions to stiff nonlinear time-evolution equations brings well-known advantages including, typically, better stability behaviour and corresponding support of…

Numerical Analysis · Mathematics 2025-02-14 Tianyu Jin , Georg Maierhofer , Katharina Schratz , Yang Xiang

We propose a simple interpolation-based method for the efficient approximation of gradients in neural ODE models. We compare it with the reverse dynamic method (known in the literature as "adjoint method") to train neural ODEs on…

Neural and Evolutionary Computing · Computer Science 2020-11-03 Talgat Daulbaev , Alexandr Katrutsa , Larisa Markeeva , Julia Gusak , Andrzej Cichocki , Ivan Oseledets

Implicit methods for the numerical solution of initial-value problems may admit multiple solutions at any given time step. Accordingly, their nonlinear solvers may converge to any of these solutions. Below a critical timestep, exactly one…

Numerical Analysis · Mathematics 2019-12-20 K. R. Green , G. W. Patrick , R. J. Spiteri

A method for approximating sixth-order ordinary differential equations is proposed, which utilizes a deep learning feedforward artificial neural network, referred to as a neural solver. The efficacy of this unsupervised machine learning…

Numerical Analysis · Mathematics 2025-09-16 Janavi Bhalala , B. Veena S. N. Rao

High-quality ordinary differential equation (ODE) solver libraries have a long history, going back to the 1970s. Over the past several years we have implemented, on top of the PETSc linear and nonlinear solver package, a new…

Numerical Analysis · Mathematics 2018-06-06 Shrirang Abhyankar , Jed Brown , Emil M. Constantinescu , Debojyoti Ghosh , Barry F. Smith , Hong Zhang

Viewing optimization methods as numerical integrators for ordinary differential equations (ODEs) provides a thought-provoking modern framework for studying accelerated first-order optimizers. In this literature, acceleration is often…

Optimization and Control · Mathematics 2021-02-24 Peiyuan Zhang , Antonio Orvieto , Hadi Daneshmand , Thomas Hofmann , Roy Smith

Stiff systems of ordinary differential equations (ODEs) and sparse training data are common in scientific problems. This paper describes efficient, implicit, vectorized methods for integrating stiff systems of ordinary differential…

Numerical Analysis · Mathematics 2023-10-16 Mark C. Messner , Tianchen Hu , Tianju Chen

Training Neural ODEs requires backpropagating through an ODE solve. The state-of-the-art backpropagation method is recursive checkpointing that balances recomputation with memory cost. Here, we introduce a class of algebraically reversible…

Machine Learning · Computer Science 2025-01-30 Sam McCallum , James Foster

It is common practice to apply gradient-based optimization algorithms to numerically solve large-scale ODE constrained optimal control problems. Gradients of the objective function are most efficiently computed by approximate adjoint…

Optimization and Control · Mathematics 2024-07-03 Jens Lang , Bernhard A. Schmitt