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Related papers: On backpropagating Hessians through ODEs

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We study in detail the form of the orbits in integrable generalized H\'enon-Heiles systems with Hamiltonians of the form $H = \frac{1}{2}(\dot{x}^2 + Ax^2 + \dot{y}^2 + By^2) + \epsilon(xy^2 + \alpha x^3).$ In particular, we focus on the…

Chaotic Dynamics · Physics 2025-09-15 Athanasios C. Tzemos , George Contopoulos , Foivos Zanias

Hessian operators arising in inverse problems governed by partial differential equations (PDEs) play a critical role in delivering efficient, dimension-independent convergence for both Newton solution of deterministic inverse problems, as…

We introduce the Optimizing a Discrete Loss (ODIL) framework for the numerical solution of Partial Differential Equations (PDE) using machine learning tools. The framework formulates numerical methods as a minimization of discrete residuals…

Numerical Analysis · Mathematics 2024-01-23 Petr Karnakov , Sergey Litvinov , Petros Koumoutsakos

We present a computational method for studying transverse homoclinic orbits for periodic solutions of delay differential equations, a phenomenon that we refer to as the \emph{Poincar\'{e} scenario}. The strategy is geometric in nature, and…

Dynamical Systems · Mathematics 2023-10-17 Olivier Hénot , Jean-Philippe Lessard , Jason D. Mireles James

In deep learning, the recently introduced state space models utilize HiPPO (High-order Polynomial Projection Operators) memory units to approximate continuous-time trajectories of input functions using ordinary differential equations…

Numerical Analysis · Mathematics 2025-06-10 Jaesung R. Park , Jaewook J. Suh , Youngjoon Hong , Ernest K. Ryu

In this work, we describe a new algorithm, O1NumHess, to calculate the Hessian of a molecular system by finite differentiation of gradients calculated at displaced geometries. Different from the conventional seminumerical Hessian algorithm,…

Chemical Physics · Physics 2025-08-12 Bo Wang , Shaohang Luo , Zikuan Wang , Wenjian Liu

This short, self-contained article seeks to introduce and survey continuous-time deep learning approaches that are based on neural ordinary differential equations (neural ODEs). It primarily targets readers familiar with ordinary and…

Machine Learning · Computer Science 2024-01-09 Lars Ruthotto

This chapter provides an introduction to Hybrid High-Order (HHO) methods. These are new generation numerical methods for PDEs with several advantageous features: the support of arbitrary approximation orders on general polyhedral meshes,…

Numerical Analysis · Mathematics 2017-04-21 Daniele A. Di Pietro , Roberta Tittarelli

This paper studies stochastic minimization of a finite-sum loss $ F (\mathbf{x}) = \frac{1}{N} \sum_{\xi=1}^N f(\mathbf{x};\xi) $. In many real-world scenarios, the Hessian matrix of such objectives exhibits a low-rank structure on a batch…

Optimization and Control · Mathematics 2025-08-12 Yu Liu , Weibin Peng , Tianyu Wang , Jiajia Yu

In this paper, we aim to study non-convex minimization problems via second-order (in-time) dynamics, including a non-vanishing viscous damping and a geometric Hessian-driven damping. Second-order systems that only rely on a viscous damping…

Optimization and Control · Mathematics 2025-06-06 Rodrigo Maulen-Soto , Jalal Fadili , Peter Ochs

The paper proposes an implicit (i.e., machine-independent) complexity approach to studying computation by polynomial-size, constant-depth circuits with gates counting modulo a constant through the lens of discrete ordinary differential…

Computational Complexity · Computer Science 2026-05-25 Melissa Antonelli , Arnaud Durand , Rui Li

Developing algorithms for solving high-dimensional partial differential equations (PDEs) has been an exceedingly difficult task for a long time, due to the notoriously difficult problem known as the "curse of dimensionality". This paper…

Numerical Analysis · Mathematics 2020-07-17 Jiequn Han , Arnulf Jentzen , Weinan E

Constrained mechanical systems occur in many applications, such as modeling of robots and other multibody systems. In this case, the motion is governed by a system of differential-algebraic equations (DAE), often with large and sparse…

Dynamical Systems · Mathematics 2025-07-09 Peter Benner , Yevgeniya Filanova , Igor Pontes Duff , Jens Saak

Neural operators have emerged as promising surrogate models for solving partial differential equations (PDEs), but struggle to generalise beyond training distributions and are often constrained to a fixed temporal discretisation. This work…

We introduce a new numerical strategy to solve a class of oscillatory transport PDE models which is able to captureaccurately the solutions without numerically resolving the high frequency oscillations {\em in both space and time}.Such PDE…

Numerical Analysis · Mathematics 2016-06-01 Nicolas Crouseilles , Shi Jin , Mohammed Lemou

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

An efficient direct solver for volume integral equations with O(N) complexity for a broad range of problems is presented. The solver relies on hierarchical compression of the discretized integral operator, and exploits that off-diagonal…

Numerical Analysis · Mathematics 2013-05-16 Eduardo Corona , Per-Gunnar Martinsson , Denis Zorin

Efficient modeling of High Temperature Superconductors (HTSs) is crucial for real-time quench monitoring; however, full-order electromagnetic simulations remain prohibitively costly due to the strong nonlinearities. Conventional…

Computational Engineering, Finance, and Science · Computer Science 2026-02-17 Riccardo Basei , Francesco Pase , Francesco Lucchini , Francesco Toso , Riccardo Torchio

Recent years have seen a growing interest in understanding acceleration methods through the lens of ordinary differential equations (ODEs). Despite the theoretical advancements, translating the rapid convergence observed in continuous-time…

Optimization and Control · Mathematics 2024-06-05 Zhonglin Xie , Wotao Yin , Zaiwen Wen

Ordinary differential equations (ODEs) are the primary means to modelling dynamical systems in many natural and engineering sciences. The number of equations required to describe a system with high heterogeneity limits our capability of…

Mathematical Software · Computer Science 2017-07-17 Andrea Vandin