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We introduce a new method with spectral accuracy to solve linear non-autonomous ordinary differential equations (ODEs) of the kind $ \frac{d}{dt}\tilde{u}(t) = \tilde{f}(t) \tilde{u}(t)$, $\tilde{u}(-1)=1$, with $\tilde{f}(t)$ an analytic…

Numerical Analysis · Mathematics 2023-03-21 Stefano Pozza , Niel Van Buggenhout

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

Partial Differential Equations (PDEs) are central to science and engineering. Since solving them is computationally expensive, a lot of effort has been put into approximating their solution operator via both traditional and recently…

Machine Learning · Computer Science 2025-02-14 Alessandro Longhi , Danny Lathouwers , Zoltán Perkó

Recent work in deep learning focuses on solving physical systems in the Ordinary Differential Equation or Partial Differential Equation. This current work proposed a variant of Convolutional Neural Networks (CNNs) that can learn the hidden…

Machine Learning · Computer Science 2021-11-02 Mansura Habiba , Barak A. Pearlmutter

We present DeepFDM, a differentiable finite-difference framework for learning spatially varying coefficients in time-dependent partial differential equations (PDEs). By embedding a classical forward-Euler discretization into a convolutional…

Numerical Analysis · Mathematics 2025-07-30 Patrick Chatain , Michael Rizvi-Martel , Guillaume Rabusseau , Adam Oberman

The authors proposed a general way to find particular solutions for overdetermined systems of PDEs previously, where the number of equations is greater than the number of unknown functions. In this paper, we propose an algorithm for finding…

Symbolic Computation · Computer Science 2019-12-30 Maxim Zaytsev , V'yacheslav Akkerman

We show a general method allowing the solution calculation, in the form of a power series, for a very large class of nonlinear Ordinary Differential Equations (ODEs), namely the real analytic $\sigma\pi$-ODEs (and, more in general, the real…

Dynamical Systems · Mathematics 2019-03-15 Francesco Carravetta

Recent years have witnessed a growth in mathematics for deep learning--which seeks a deeper understanding of the concepts of deep learning with mathematics and explores how to make it more robust--and deep learning for mathematics, where…

Machine Learning · Computer Science 2023-10-31 Derick Nganyu Tanyu , Jianfeng Ning , Tom Freudenberg , Nick Heilenkötter , Andreas Rademacher , Uwe Iben , Peter Maass

The solutions of fractional differential equations (FDEs) have a natural singularity at the initial point. The accuracy of their numerical solutions is lower than the accuracy of the numerical solutions of FDEs whose solutions are…

Numerical Analysis · Mathematics 2018-06-11 Yuri Dimitrov , Ivan Dimov , Venelin Todorov

Partial differential equations (PDEs) are among the most universal and parsimonious descriptions of natural physical laws, capturing a rich variety of phenomenology and multi-scale physics in a compact and symbolic representation. This…

Machine Learning · Computer Science 2023-03-31 Steven L. Brunton , J. Nathan Kutz

There has been an arising trend of adopting deep learning methods to study partial differential equations (PDEs). In this paper, we introduce a deep recurrent framework for solving time-dependent PDEs without generating large scale data…

Numerical Analysis · Mathematics 2021-04-21 Cheng Chang , Liu Liu , Tieyong Zeng

Continuous-depth neural networks, such as the Neural Ordinary Differential Equations (ODEs), have aroused a great deal of interest from the communities of machine learning and data science in recent years, which bridge the connection…

Machine Learning · Computer Science 2022-01-05 Qunxi Zhu , Yifei Shen , Dongsheng Li , Wei Lin

Developing efficient numerical algorithms for the solution of high dimensional random Partial Differential Equations (PDEs) has been a challenging task due to the well-known curse of dimensionality. We present a new solution framework for…

Machine Learning · Computer Science 2019-10-17 Mohammad Amin Nabian , Hadi Meidani

This survey describes a class of methods known as "fast direct solvers". These algorithms address the problem of solving a system of linear equations $\boldsymbol{Ax}=\boldsymbol{b}$ arising from the discretization of either an elliptic PDE…

Numerical Analysis · Mathematics 2025-11-12 Per-Gunnar Martinsson , Michael O'Neil

This article revisits the approximation problem of systems of nonlinear delay differential equations (DDEs) by a set of ordinary differential equations (ODEs). We work in Hilbert spaces endowed with a natural inner product including a point…

Chaotic Dynamics · Physics 2015-09-11 Mickaël D. Chekroun , Michael Ghil , Honghu Liu , Shouhong Wang

In this work, we concern with the high order numerical methods for coupled forward-backward stochastic differential equations (FBSDEs). Based on the FBSDEs theory, we derive two reference ordinary differential equations (ODEs) from the…

Numerical Analysis · Mathematics 2014-03-27 Weidong Zhao , Yu Fu , Tao Zhou

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

Recent work has introduced a simple numerical method for solving partial differential equations (PDEs) with deep neural networks (DNNs). This paper reviews and extends the method while applying it to analyze one of the most fundamental…

Machine Learning · Computer Science 2019-05-14 Craig Michoski , Milos Milosavljevic , Todd Oliver , David Hatch

In recent years, data-driven methods have been developed to learn dynamical systems and partial differential equations (PDE). The goal of such work is discovering unknown physics and the corresponding equations. However, prior to achieving…

Machine Learning · Statistics 2021-02-17 Hao Xu , Haibin Chang , Dongxiao Zhang

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