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Ordinary differential equations (ODEs) describe dynamical systems evolving deterministically in continuous time. Accurate data-driven modeling of systems as ODEs, a central problem across the natural sciences, remains challenging,…

Machine Learning · Computer Science 2025-10-15 Maximilian Mauel , Manuel Hinz , Patrick Seifner , David Berghaus , Ramses J. Sanchez

Machines of all kinds from vehicles to industrial equipment are increasingly instrumented with hundreds of sensors. Using such data to detect anomalous behaviour is critical for safety and efficient maintenance. However, anomalies occur…

Artificial Intelligence · Computer Science 2016-05-06 Mohit Yadav , Pankaj Malhotra , Lovekesh Vig , K Sriram , Gautam Shroff

Ordinary differential equations (ODEs) are a mathematical model used in many application areas such as climatology, bioinformatics, and chemical engineering with its intuitive appeal to modeling. Despite ODE's wide usage in modeling, the…

Applications · Statistics 2021-08-10 Hyunjoo Yang , Jaeyong Lee

Effectively modeling phenomena present in highly nonlinear dynamical systems whilst also accurately quantifying uncertainty is a challenging task, which often requires problem-specific techniques. We present a novel, domain-agnostic…

Machine Learning · Statistics 2021-10-26 Thomas M. McDonald , Mauricio A. Álvarez

The identification of a mathematical dynamics model is a crucial step in the designing process of a controller. However, it is often very difficult to identify the system's governing equations, especially in complex environments that…

Systems and Control · Electrical Eng. & Systems 2024-07-01 Tobias Nagel , Marco F. Huber

Mathematical modeling with Ordinary Differential Equations (ODEs) has proven to be extremely successful in a variety of fields, including biology. However, these models are completely deterministic given a certain set of initial conditions.…

Machine Learning · Computer Science 2019-10-15 Hamda Ajmal , Michael Madden , Catherine Enright

Realizations of stochastic process are often observed temporal data or functional data. There are growing interests in classification of dynamic or functional data. The basic feature of functional data is that the functional data have…

Machine Learning · Statistics 2014-10-28 Lerong Li , Momiao Xiong

We develop a transformer-based sequence-to-sequence model that recovers scalar ordinary differential equations (ODEs) in symbolic form from irregularly sampled and noisy observations of a single solution trajectory. We demonstrate in…

Machine Learning · Computer Science 2023-07-25 Sören Becker , Michal Klein , Alexander Neitz , Giambattista Parascandolo , Niki Kilbertus

Ordinary differential equations (ODE) have been widely used for modeling dynamical complex systems. For high-dimensional ODE models where the number of differential equations is large, it remains challenging to estimate the ODE parameters…

Methodology · Statistics 2022-06-20 Muye Nanshan , Nan Zhang , Xiaolei Xun , Jiguo Cao

Differential equations are commonly used to model dynamical deterministic systems in applications. When statistical parameter estimation is required to calibrate theoretical models to data, classical statistical estimators are often…

Methodology · Statistics 2014-10-29 Nicolas J-B Brunel , Quentin Clairon , Florence d'Alche-Buc

Since the advent of the ``Neural Ordinary Differential Equation (Neural ODE)'' paper, learning ODEs with deep learning has been applied to system identification, time-series forecasting, and related areas. Exploiting the diffeomorphic…

Machine Learning · Statistics 2025-08-27 Yuji Okamoto , Tomoya Takeuchi , Yusuke Sakemi

The neural ordinary differential equation (neural ODE) model has attracted increasing attention in time series analysis for its capability to process irregular time steps, i.e., data are not observed over equally-spaced time intervals. In…

Machine Learning · Computer Science 2021-07-23 Mingyuan Bai , S. T. Boris Choy , Junping Zhang , Junbin Gao

By interpreting the forward dynamics of the latent representation of neural networks as an ordinary differential equation, Neural Ordinary Differential Equation (Neural ODE) emerged as an effective framework for modeling a system dynamics…

Machine Learning · Computer Science 2020-10-19 Daehoon Gwak , Gyuhyeon Sim , Michael Poli , Stefano Massaroli , Jaegul Choo , Edward Choi

Mechanistic models with differential equations are a key component of scientific applications of machine learning. Inference in such models is usually computationally demanding, because it involves repeatedly solving the differential…

Machine Learning · Statistics 2022-07-06 Jonathan Schmidt , Nicholas Krämer , Philipp Hennig

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

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

We present a parameter estimation method in Ordinary Differential Equation (ODE) models. Due to complex relationships between parameters and states the use of standard techniques such as nonlinear least squares can lead to the presence of…

Methodology · Statistics 2018-10-11 Quentin Clairon

This paper studies the expressive and computational power of discrete Ordinary Differential Equations (ODEs), a.k.a. (Ordinary) Difference Equations. It presents a new framework using these equations as a central tool for computation and…

Logic in Computer Science · Computer Science 2022-09-27 Olivier Bournez , Arnaud Durand

Ordinary differential equations (ODEs), via their induced flow maps, provide a powerful framework to parameterize invertible transformations for the purpose of representing complex probability distributions. While such models have achieved…

Statistics Theory · Mathematics 2023-09-06 Youssef Marzouk , Zhi Ren , Sven Wang , Jakob Zech

Parameter estimation for ordinary differential equations (ODEs) plays a fundamental role in the analysis of dynamical systems. Generally lacking closed-form solutions, ODEs are traditionally approximated using deterministic solvers.…

Computation · Statistics 2025-06-30 Mohan Wu , Martin Lysy