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Neural differential equations offer a powerful approach for learning dynamics from data. However, they do not impose known constraints that should be obeyed by the learned model. It is well-known that enforcing constraints in surrogate…

Despite the promise of scientific machine learning (SciML) in combining data-driven techniques with mechanistic modeling, existing approaches for incorporating hard constraints in neural differential equations (NDEs) face significant…

Machine Learning · Computer Science 2025-05-28 Avik Pal , Alan Edelman , Christopher Rackauckas

We introduce a provably stable variant of neural ordinary differential equations (neural ODEs) whose trajectories evolve on an energy functional parametrised by a neural network. Stable neural flows provide an implicit guarantee on…

Machine Learning · Computer Science 2020-03-19 Stefano Massaroli , Michael Poli , Michelangelo Bin , Jinkyoo Park , Atsushi Yamashita , Hajime Asama

Stiff systems of ordinary differential equations (ODEs) are pervasive in many science and engineering fields, yet standard neural ODE approaches struggle to learn them. This limitation is the main barrier to the widespread adoption of…

Numerical Analysis · Mathematics 2024-10-10 Colby Fronk , Linda Petzold

We explore how neural differential equations (NDEs) may be trained on highly resolved fluid-dynamical models of unresolved scales providing an ideal framework for data-driven parameterizations in climate models. NDEs overcome some of the…

The conjoining of dynamical systems and deep learning has become a topic of great interest. In particular, neural differential equations (NDEs) demonstrate that neural networks and differential equation are two sides of the same coin.…

Machine Learning · Computer Science 2022-02-08 Patrick Kidger

Multiscale stochastic dynamical systems have been widely adopted to a variety of scientific and engineering problems due to their capability of depicting complex phenomena in many real world applications. This work is devoted to…

Machine Learning · Statistics 2024-01-02 Lingyu Feng , Ting Gao , Min Dai , Jinqiao Duan

Irregular sampling intervals and missing values in real-world time series data present challenges for conventional methods that assume consistent intervals and complete data. Neural Ordinary Differential Equations (Neural ODEs) offer an…

Machine Learning · Computer Science 2025-01-28 YongKyung Oh , Dong-Young Lim , Sungil Kim

Differential equations are frequently used in engineering domains, such as modeling and control of industrial systems, where safety and performance guarantees are of paramount importance. Traditional physics-based modeling approaches…

Systems and Control · Electrical Eng. & Systems 2020-11-30 Aaron Tuor , Jan Drgona , Draguna Vrabie

Stochastic differential equations (SDEs) are used to describe a wide variety of complex stochastic dynamical systems. Learning the hidden physics within SDEs is crucial for unraveling fundamental understanding of these systems' stochastic…

Machine Learning · Computer Science 2022-07-26 Jared O'Leary , Joel A. Paulson , Ali Mesbah

We investigate neural ordinary and stochastic differential equations (neural ODEs and SDEs) to model stochastic dynamics in fully and partially observed environments within a model-based reinforcement learning (RL) framework. Through a…

Machine Learning · Computer Science 2026-03-25 Chao Han , Stefanos Ioannou , Luca Manneschi , T. J. Hayward , Michael Mangan , Aditya Gilra , Eleni Vasilaki

Stochastic partial differential equations (SPDEs) are the mathematical tool of choice for modelling spatiotemporal PDE-dynamics under the influence of randomness. Based on the notion of mild solution of an SPDE, we introduce a novel neural…

Machine Learning · Computer Science 2022-09-27 Cristopher Salvi , Maud Lemercier , Andris Gerasimovics

Neural ordinary differential equations (NODE) have garnered significant attention for their design of continuous-depth neural networks and the ability to learn data/feature dynamics. However, for high-dimensional systems, estimating…

Machine Learning · Computer Science 2025-10-07 Muhao Guo , Haoran Li , Yang Weng

(Partial) differential equations (PDEs) are fundamental tools for describing natural phenomena, making their solution crucial in science and engineering. While traditional methods, such as the finite element method, provide reliable…

Machine Learning · Computer Science 2025-03-11 Viggo Moro , Luiz F. O. Chamon

We introduce a practical method to enforce partial differential equation (PDE) constraints for functions defined by neural networks (NNs), with a high degree of accuracy and up to a desired tolerance. We develop a differentiable…

Machine Learning · Computer Science 2023-04-19 Geoffrey Négiar , Michael W. Mahoney , Aditi S. Krishnapriyan

A novel approach for supervised classification is presented which sits at the intersection of machine learning and dynamical systems theory. At variance with other methodologies that employ ordinary differential equations for classification…

Disordered Systems and Neural Networks · Physics 2024-05-21 Raffaele Marino , Lorenzo Giambagli , Lorenzo Chicchi , Lorenzo Buffoni , Duccio Fanelli

Differential equations are widely used to describe complex dynamical systems with evolving parameters in nature and engineering. Effectively learning a family of maps from the parameter function to the system dynamics is of great…

Machine Learning · Computer Science 2025-03-12 Xin Li , Chengli Zhao , Xue Zhang , Xiaojun Duan

Neural ordinary differential equations (NODEs) are an effective approach for data-driven modeling of dynamical systems arising from simulations and experiments. One of the major shortcomings of NODEs, especially when coupled with explicit…

Numerical Analysis · Mathematics 2025-12-30 Allen Alvarez Loya , Daniel A. Serino , J. W. Burby , Qi Tang

In this manuscript we consider Intrinsic Stochastic Differential Equations on manifolds and constrain it to a level set of a smooth function. Such type of constraints are known as explicit algebraic constraints. The system of differential…

Probability · Mathematics 2023-07-28 Sumit Suthar , Soumyendu Raha

Inspired by the ubiquitous use of differential equations to model continuous dynamics across diverse scientific and engineering domains, we propose a novel and intuitive approach to continuous sequence modeling. Our method interprets…

Machine Learning · Computer Science 2025-02-03 Macheng Shen , Chen Cheng
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