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Ordinary Differential Equations are a simple but powerful framework for modeling complex systems. Parameter estimation from times series can be done by Nonlinear Least Squares (or other classical approaches), but this can give…

Methodology · Statistics 2014-10-29 Quentin Clairon , Nicolas Brunel

Identifying the governing equations of a nonlinear dynamical system is key to both understanding the physical features of the system and constructing an accurate model of the dynamics that generalizes well beyond the available data. We…

Machine Learning · Computer Science 2022-08-16 Peter Y. Lu , Joan Ariño , Marin Soljačić

Neural Ordinary Differential Equations (ODEs) represent a significant advancement at the intersection of machine learning and dynamical systems, offering a continuous-time analog to discrete neural networks. Despite their promise, deploying…

Numerical Analysis · Mathematics 2025-06-18 Matteo Caldana , Jan S. Hesthaven

This work establishes a rigorous connection between stability properties of discrete-time algorithms (DTAs) and corresponding continuous-time dynamical systems derived through $ O(s^r) $-resolution ordinary differential equations (ODEs). We…

Optimization and Control · Mathematics 2026-03-03 Amir Ali Farzin , Yuen-Man Pun , Philipp Braun , Iman Shames

We consider a sparse grid collocation method in conjunction with a time discretization of the differential equations for computing expectations of functionals of solutions to differential equations perturbed by time-dependent white noise.…

Numerical Analysis · Mathematics 2015-05-18 Z. Zhang , M. V. Tretyakov , B. Rozovskii , G. E. Karniadakis

Pseudospectral approximation provides a means to approximate the dynamics of delay differential equations (DDE) by ordinary differential equations (ODE). This article develops a computer-aided algorithm to determine the distance between the…

Dynamical Systems · Mathematics 2024-05-14 Shane Kepley , Babette A. J. de Wolff

Inferring the parameters of ordinary differential equations (ODEs) from noisy observations is an important problem in many scientific fields. Currently, most parameter estimation methods that bypass numerical integration tend to rely on…

Methodology · Statistics 2023-10-25 Mingwei Xu , Samuel W. K. Wong , Peijun Sang

The double sparse linear model, which has both group-wise and element-wise sparsity in regression coefficients, has attracted lots of attention recently. This paper establishes the sufficient and necessary relationship between the exact…

Statistics Theory · Mathematics 2025-12-02 Shixiang Liu , Zhifan Li , Yanhang Zhang , Jianxin Yin

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

Sparse recovery principles play an important role in solving many nonlinear ill-posed inverse problems. We investigate a variational framework with support Oracle for compressed sensing sparse reconstructions, where the available…

Numerical Analysis · Mathematics 2024-04-10 Damiana Lazzaro , Serena Morigi , Luca Ratti

We study sparse signal recovery from noisy linear observations using nonconvex log-sum regularization. The log-sum penalty reduces the shrinkage bias of $\ell_1$ regularization and more closely approximates the $\ell_0$ regularization, but…

Information Theory · Computer Science 2026-05-12 Keisuke Morita , Masayuki Ohzeki

This paper addresses the problem of identifying sparse linear time-invariant (LTI) systems from a single sample trajectory generated by the system dynamics. We introduce a Lasso-like estimator for the parameters of the system, taking into…

Systems and Control · Computer Science 2019-04-23 Salar Fattahi , Nikolai Matni , Somayeh Sojoudi

This paper proposes the use of spectral element methods \citep{canuto_spectral_1988} for fast and accurate training of Neural Ordinary Differential Equations (ODE-Nets; \citealp{Chen2018NeuralOD}) for system identification. This is achieved…

Neural and Evolutionary Computing · Computer Science 2020-01-20 Alessio Quaglino , Marco Gallieri , Jonathan Masci , Jan Koutník

Equation discovery is a fundamental learning task for uncovering the underlying dynamics of complex systems, with wide-ranging applications in areas such as brain connectivity analysis, climate modeling, gene regulation, and physical…

Machine Learning · Computer Science 2026-01-29 Jiaqiang Li , Jianbin Tan , Xueqin Wang

Direction of Arrival (DOA) estimation of mixed uncorrelated and coherent sources is a long existing challenge in array signal processing. Application of compressive sensing to array signal processing has opened up an exciting class of…

Signal Processing · Electrical Eng. & Systems 2018-09-10 Abhishek Aich , P. Palanisamy

We introduce a method which provides accurate numerical solutions to fractional-in-time partial differential equations posed on $[0,T] \times \Omega$ with $\Omega \subset \mathbb{R}^d$ without the excessive memory requirements associated…

Numerical Analysis · Mathematics 2023-10-12 Timon S. Gutleb , José A. Carrillo

We consider the problem of minimizing a high-dimensional objective function, which may include a regularization term, using (possibly noisy) evaluations of the function. Such optimization is also called derivative-free, zeroth-order, or…

Optimization and Control · Mathematics 2023-03-20 HanQin Cai , Daniel Mckenzie , Wotao Yin , Zhenliang Zhang

The solution of systems of non-autonomous linear ordinary differential equations is crucial in a variety of applications, such us nuclear magnetic resonance spectroscopy. A new method with spectral accuracy has been recently introduced in…

Numerical Analysis · Mathematics 2022-10-14 Stefano Pozza , Niel Van Buggenhout

Line spectral estimation theory aims to estimate the off-the-grid spectral components of a time signal with optimal precision. Recent results have shown that it is possible to recover signals having sparse line spectra from few temporal…

Information Theory · Computer Science 2017-01-31 Maxime Ferreira Da Costa , Wei Dai

We give an algorithm for $\ell_2/\ell_2$ sparse recovery from Fourier measurements using $O(k\log N)$ samples, matching the lower bound of \cite{DIPW} for non-adaptive algorithms up to constant factors for any $k\leq N^{1-\delta}$. The…

Data Structures and Algorithms · Computer Science 2014-05-14 Piotr Indyk , Michael Kapralov