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Ordinary differential equations (ODEs) are commonly used to model dynamic behavior of a system. Because many parameters are unknown and have to be estimated from the observed data, there is growing interest in statistics to develop…

Statistics Theory · Mathematics 2010-01-13 Xin Qi , Hongyu Zhao

Differential equations (DEs) are commonly used to describe dynamic systems evolving in one (ordinary differential equations or ODEs) or in more than one dimensions (partial differential equations or PDEs). In real data applications the…

Methodology · Statistics 2013-11-25 Gianluca Frasso , Jonathan Jaeger , Philippe Lambert

Differential-algebraic equations (DAEs) integrate ordinary differential equations (ODEs) with algebraic constraints, providing a fundamental framework for developing models of dynamical systems characterized by timescale separation,…

Dynamical Systems · Mathematics 2026-02-27 Manu Jayadharan , Christina Catlett , Arthur N. Montanari , Niall M. Mangan

Solution of Ordinary Differential Equation (ODE) model of dynamical system may not agree with its observed values. Often this discrepancy can be attributed to unmodeled forcings in the evolution rule of the dynamical system. In this…

Computational Engineering, Finance, and Science · Computer Science 2021-08-13 Saurabh Dixit , Soumyendu Raha

Learning dynamical systems is a promising avenue for scientific discoveries. However, capturing the governing dynamics in multiple environments still remains a challenge: model-based approaches rely on the fidelity of assumptions made for a…

Machine Learning · Computer Science 2023-03-09 MoonJeong Park , Youngbin Choi , Namhoon Lee , Dongwoo Kim

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

The application of Stochastic Differential Equations (SDEs) to the analysis of temporal data has attracted increasing attention, due to their ability to describe complex dynamics with physically interpretable equations. In this paper, we…

Machine Learning · Statistics 2017-08-09 Constantino A. García , Abraham Otero , Paulo Félix , Jesús Presedo , David G. Márquez

Parameter inference of dynamical systems is a challenging task faced by many researchers and practitioners across various fields. In many applications, it is common that only limited variables are observable. In this paper, we propose a…

Methodology · Statistics 2020-01-01 Yu Chen , Jin Cheng , Arvind Gupta , Huaxiong Huang , Shixin Xu

Neural Ordinary Differential Equations (NODEs) have proven successful in learning dynamical systems in terms of accurately recovering the observed trajectories. While different types of sparsity have been proposed to improve robustness, the…

Machine Learning · Computer Science 2022-10-27 Hananeh Aliee , Till Richter , Mikhail Solonin , Ignacio Ibarra , Fabian Theis , Niki Kilbertus

Ordinary differential equations (ODEs) are used to model dynamic systems appearing in engineering, physics, biomedical sciences and many other fields. These equations contain unknown parameters, say $\theta$ of physical significance which…

Statistics Theory · Mathematics 2014-03-05 Prithwish Bhaumik , Subhashis Ghosal

Ordinary differential equations (ODE's) are widespread models in physics, chemistry and biology. In particular, this mathematical formalism is used for describing the evolution of complex systems and it might consist of high-dimensional…

Statistics Theory · Mathematics 2008-12-22 Nicolas J-B. Brunel

In complex physical systems, conventional differential equations often fall short in capturing non-local and memory effects, as they are limited to local dynamics and integer-order interactions. This study introduces a stepwise data-driven…

Computational Physics · Physics 2025-05-30 Xiangnan Yu , Hao Xu , Zhiping Mao , HongGuang Sun , Yong Zhang , Dongxiao Zhang , Yuntian Chen

Ordinary differential equations (ODEs) are a mathematical model used in many application areas such as climatology, bioinformatics, and chemical engineering with its intuitive appeal to modeling. Despite ODE's wide usage in modeling, the…

Applications · Statistics 2021-08-10 Hyunjoo Yang , Jaeyong Lee

For uncertainty propagation of highly complex and/or nonlinear problems, one must resort to sample-based non-intrusive approaches [1]. In such cases, minimizing the number of function evaluations required to evaluate the response surface is…

Numerical Analysis · Mathematics 2017-12-04 Anindya Bhaduri , Lori Graham-Brady

Ordinary differential equations (ODEs) are used to model dynamic systems appearing in engineering, physics, biomedical sciences and many other fields. These equations contain unknown parameters, say $\bm\theta$ of physical significance…

Statistics Theory · Mathematics 2014-11-05 Prithwish Bhaumik , Subhashis Ghosal

We study the problem of estimating the coefficients in linear ordinary differential equations (ODE's) with a diverging number of variables when the solutions are observed with noise. The solution trajectories are first smoothed with local…

Statistics Theory · Mathematics 2008-04-29 Heng Lian

Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In regression problems with a large number of predictors, the…

Statistics Theory · Mathematics 2025-11-25 Sayantan Banerjee , Ismaël Castillo , Subhashis Ghosal

In conventional ODE modelling coefficients of an equation driving the system state forward in time are estimated. However, for many complex systems it is practically impossible to determine the equations or interactions governing the…

Machine Learning · Statistics 2018-03-13 Markus Heinonen , Cagatay Yildiz , Henrik Mannerström , Jukka Intosalmi , Harri Lähdesmäki

Ordinary differential equations (ODEs) can provide mechanistic models of temporally local changes of processes, where parameters are often informed by external knowledge. While ODEs are popular in systems modeling, they are less established…

Methodology · Statistics 2025-07-10 Maren Hackenberg , Astrid Pechmann , Clemens Kreutz , Janbernd Kirschner , Harald Binder

Ordinary differential equations (ODEs) are widely used to model dynamical behavior of systems. It is important to perform identifiability analysis prior to estimating unknown parameters in ODEs (a.k.a. inverse problem), because if a system…

Optimization and Control · Mathematics 2021-03-11 Xing Qiu , Tao Xu , Babak Soltanalizadeh , Hulin Wu