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We develop a framework for goal-oriented optimal design of experiments (GOODE) for large-scale Bayesian linear inverse problems governed by PDEs. This framework differs from classical Bayesian optimal design of experiments (ODE) in the…

Computational Engineering, Finance, and Science · Computer Science 2018-08-15 Ahmed Attia , Alen Alexanderian , Arvind K. Saibaba

We propose an Extended Hybrid High-Order scheme for the Poisson problem with solution possessing weak singularities. Some general assumptions are stated on the nature of this singularity and the remaining part of the solution. The method is…

Numerical Analysis · Mathematics 2022-05-16 Liam Yemm

Continuous deep learning models, referred to as Neural Ordinary Differential Equations (Neural ODEs), have received considerable attention over the last several years. Despite their burgeoning impact, there is a lack of formal analysis…

Machine Learning · Computer Science 2022-07-15 Diego Manzanas Lopez , Patrick Musau , Nathaniel Hamilton , Taylor T. Johnson

Nonlinear systems of partial differential equations (PDEs) may permit several distinct solutions. The typical current approach to finding distinct solutions is to start Newton's method with many different initial guesses, hoping to find…

Numerical Analysis · Mathematics 2015-07-03 Patrick E. Farrell , Ásgeir Birkisson , Simon W. Funke

We provide of a method to integrate first order non-linear systems of differential equations with variable coefficients. It determines approximate solutions given initial or boundary conditions or even for Sturm-Liouville problems. This…

Classical Analysis and ODEs · Mathematics 2025-03-05 Manuel Gadella , Luis P. Lara

An algorithm is proposed for solving optimization problems arising in neural network training for supervised learning. The unique feature of the algorithm is the use of an auxiliary loss, in addition to the original loss employed for model…

Optimization and Control · Mathematics 2026-05-11 Yunlang Zhu , Lingjun Guo , Zahra Khatti , Xiaoyi Qu , Chia-Yuan Wu , Lara Zebiane , Frank E. Curtis

Inverse problems are crucial for many applications in science, engineering and medicine that involve data assimilation, design, and imaging. Their solution infers the parameters or latent states of a complex system from noisy data and…

Methodology · Statistics 2026-03-06 Lucas Amoudruz , Sergey Litvinov , Costas Papadimitriou , Petros Koumoutsakos

Ordinary differential equations (ODEs) are widely used to characterize the dynamics of complex systems in real applications. In this article, we propose a novel joint estimation approach for generalized sparse additive ODEs where…

Methodology · Statistics 2022-08-19 Nan Zhang , Muye Nanshan , Jiguo Cao

This paper develops an efficient iterative method for computing all zeros of solutions of second order ordinary differential equations. A third order Halleys method is first derived by approximating the solution of an associated Riccati…

Numerical Analysis · Mathematics 2026-03-19 Dhivya Prabhu K , Sanjeev Singh , Antony Vijesh

Neural ordinary differential equations (NODE) have garnered significant attention for their design of continuous-depth neural networks and the ability to learn data/feature dynamics. However, for high-dimensional systems, estimating…

Machine Learning · Computer Science 2025-10-07 Muhao Guo , Haoran Li , Yang Weng

Numerically solving ordinary differential equations (ODEs) is a naturally serial process and as a result the vast majority of ODE solver software are serial. In this manuscript we developed a set of parallelized ODE solvers using…

Numerical Analysis · Mathematics 2022-09-13 Utkarsh , Chris Elrod , Yingbo Ma , Christopher Rackauckas

In this paper we consider a class of boundary value problems for third order nonlinear functional differential equation. By the reduction of the problem to operator equation we establish the existence and uniqueness of solution and…

Numerical Analysis · Mathematics 2021-01-26 Dang Quang A , Dang Quang Long

We propose a novel quantum algorithm for solving linear autonomous ordinary differential equations (ODEs) using the Pad\'e approximation. For linear autonomous ODEs, the discretized solution can be represented by a product of matrix…

Quantum Physics · Physics 2025-06-18 Dekuan Dong , Yingzhou Li , Jungong Xue

We propose a finite difference method to solve Maxwell's equations in time domain in the presence of a perfect electric conductor that impedes the propagations of electromagnetic waves. Our method is a modification of the existing approach…

Numerical Analysis · Mathematics 2023-08-09 Hwi Lee , Yingjie Liu

We introduce a simple, rigorous, and unified framework for solving nonlinear partial differential equations (PDEs), and for solving inverse problems (IPs) involving the identification of parameters in PDEs, using the framework of Gaussian…

Numerical Analysis · Mathematics 2021-08-12 Yifan Chen , Bamdad Hosseini , Houman Owhadi , Andrew M Stuart

At present, deep learning based methods are being employed to resolve the computational challenges of high-dimensional partial differential equations (PDEs). But the computation of the high order derivatives of neural networks is costly,…

Numerical Analysis · Mathematics 2021-03-17 Quanhui Zhu , Jiang Yang

In this paper, we further consider the symmetry-based method for seeking nonlocally related systems for partial differential equations. In particular, we show that the symmetry-based method for partial differential equations is the natural…

Analysis of PDEs · Mathematics 2024-07-15 George W. Bluman , Rafael de la Rosa

The diffuse-domain, or smoothed boundary, method is an attractive approach for solving partial differential equations in complex geometries because of its simplicity and flexibility. In this method the complex geometry is embedded into a…

Numerical Analysis · Mathematics 2019-12-02 Fei Yu , Zhenlin Guo , John Lowengrub

We present a method for approximating solutions of Stochastic Differential Equations (SDEs) with arbitrary rates. This approximation is derived for bounded and measurable test functions. Specifically, we demonstrate that, leveraging the…

Probability · Mathematics 2024-03-27 Clément Rey

Solving Linear Ordinary Differential Equations (ODEs) plays an important role in many applications. There are various numerical methods and solvers to obtain approximate solutions. However, few work about global error estimation can be…

Numerical Analysis · Mathematics 2018-04-11 Wenyuan Wu , Wenqiang Yang