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Discontinuities and delayed terms are encountered in the governing equations of a large class of problems ranging from physics and engineering to medicine and economics. These systems cannot be properly modelled and simulated with standard…

Artificial Intelligence · Computer Science 2024-09-27 Thibault Monsel , Onofrio Semeraro , Lionel Mathelin , Guillaume Charpiat

There exist excellent codes for an efficient numerical treatment of stiff and differential-algebraic problems. Let us mention {\sc Radau5} which is based on the $3$-stage Radau IIA collocation method, and its extension to problems with…

Numerical Analysis · Mathematics 2024-01-23 Nicola Guglielmi , Ernst Hairer

This paper develops methods for numerically solving stochastic delay-differential equations (SDDEs) with multiple fixed delays that do not align with a uniform time mesh. We focus on numerical schemes of strong convergence orders $1/2$ and…

Numerical Analysis · Mathematics 2026-05-05 Mitchell T. Griggs , Kevin Burrage , Pamela M. Burrage

We propose a unified framework for delay differential equations (DDEs) based on deep neural networks (DNNs) - the neural delay differential equations (NDDEs), aimed at solving the forward and inverse problems of delay differential…

Machine Learning · Computer Science 2024-08-27 Housen Wang , Yuxing Chen , Sirong Cao , Xiaoli Wang , Qiang Liu

We present FractionalDiffEq.jl, a comprehensive solver suite for solving fractional differential equations, featuring high-performance numerical algorithms in the Julia programming language. FractionalDiffEq.jl is designed to be…

Numerical Analysis · Mathematics 2025-06-10 Qingyu Qu , Wei Ruan

A delayed term in a differential equation reflects the fact that information takes significant time to travel from one place to another within a process being studied. Despite de apparent similarity with ordinary differential equations,…

Dynamical Systems · Mathematics 2023-08-24 Gregory Kozyreff

We construct stable periodic solutions for a simple form nonlinear delay differential equation (DDE) with a periodic coefficient. The equation involves one underlying nonlinearity with the multiplicative periodic coefficient. The well-known…

Dynamical Systems · Mathematics 2024-02-14 Anatoli Ivanov , Sergiy Shelyag

Ordinary Differential Equations (ODEs) are widely used in physics, chemistry, and biology to model dynamic systems, including reaction kinetics, population dynamics, and biological processes. In this work, we integrate GPU-accelerated ODE…

Machine Learning · Computer Science 2024-12-02 Rakshit Kr. Singh , Aaron Rock Menezes , Rida Irfan , Bharath Ramsundar

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

Delay-Differential Equations (DDEs) are the most common representation for systems with delay. However, the DDE representation is limited. In network models with delay, the delayed channels are low-dimensional and accounting for this…

Optimization and Control · Mathematics 2020-12-21 Matthew M. Peet

Delayed processes are ubiquitous in biological systems and are often characterized by delay differential equations (DDEs) and their extension to include stochastic effects. DDEs do not explicitly incorporate intermediate states associated…

Quantitative Methods · Quantitative Biology 2016-09-28 Jingchen Feng , Stuart Sevier , Bin Huang , Dongya Jia , Herbert Levine

Neural Ordinary Differential Equations (NODEs), a framework of continuous-depth neural networks, have been widely applied, showing exceptional efficacy in coping with some representative datasets. Recently, an augmented framework has been…

Machine Learning · Computer Science 2021-02-23 Qunxi Zhu , Yao Guo , Wei Lin

Implementing and executing numerical algorithms to solve fractional differential equations has been less straightforward than using their integer-order counterparts, posing challenges for practitioners who wish to incorporate fractional…

Numerical Analysis · Mathematics 2024-07-25 Moein Khalighi , Giulio Benedetti , Leo Lahti

Neural Ordinary Differential Equations (NODEs), a framework of continuous-depth neural networks, have been widely applied, showing exceptional efficacy in coping with representative datasets. Recently, an augmented framework has been…

Machine Learning · Computer Science 2023-04-12 Qunxi Zhu , Yao Guo , Wei Lin

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

Differential Equations are among the most important Mathematical tools used in creating models in the science, engineering, economics, mathematics, physics, aeronautics, astronomy, dynamics, biology, chemistry, medicine, environmental…

History and Overview · Mathematics 2020-12-15 Byakatonda Denis

Taylor series methods show a newfound promise for the solution of non-stiff ordinary differential equations (ODEs) given the rise of new compiler-enhanced techniques for calculating high order derivatives. In this paper we detail a new…

Numerical Analysis · Mathematics 2026-02-20 Songchen Tan , Oscar Smith , Christopher Rackauckas

We introduce DDE-Solver, a Maple package designed for solving Discrete Differential Equations (DDEs). These equations are functional equations relating algebraically a formal power series F(t, u) with polynomial coefficients in a…

Combinatorics · Mathematics 2025-09-11 Hadrien Notarantonio

Probabilistic solvers for ordinary differential equations (ODEs) have emerged as an efficient framework for uncertainty quantification and inference on dynamical systems. In this work, we explain the mathematical assumptions and detailed…

Machine Learning · Statistics 2021-10-25 Nicholas Krämer , Nathanael Bosch , Jonathan Schmidt , Philipp Hennig

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
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