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We propose a unified theoretical framework to examine the energy dissipation properties at all stages of explicit exponential Runge-Kutta (EERK) methods for gradient flow problems. The main part of the novel framework is to construct the…

Numerical Analysis · Mathematics 2024-10-10 Hong-lin Liao , Xuping Wang

We suggest a novel approach for the efficient and reliable approximation of the Pareto front of sufficiently smooth unconstrained bi-criteria optimization problems. Optimality conditions formulated for weighted sum scalarizations of the…

Optimization and Control · Mathematics 2020-04-24 Matthias Bolten , Onur Tanil Doganay , Hanno Gottschalk , Kathrin Klamroth

Differential equations can be used to construct predictive models of a diverse set of real-world phenomena like heat transfer, predator-prey interactions, and missile tracking. In our work, we explore one particular application of…

Pricing of Securities · Quantitative Finance 2025-10-28 Brandon Kaplowitz , Siddharth G. Reddy

We describe a method for the identification of models for dynamical systems from observational data. The method is based on the concept of symbolic regression and uses genetic programming to evolve a system of ordinary differential…

Machine Learning · Computer Science 2021-07-14 Gabriel Kronberger , Lukas Kammerer , Michael Kommenda

Ordinary differential equations (ODEs) are foundational in modeling intricate dynamics across a gamut of scientific disciplines. Yet, a possibility to represent a single phenomenon through multiple ODE models, driven by different…

Methodology · Statistics 2023-09-01 Itai Dattner , Shota Gugushvili , Oleksandr Laskorunskyi

As one of the most commonly seen data challenges, missing data, in particular, multiple, non-monotone missing patterns, complicates estimation and inference due to the fact that missingness mechanisms are often not missing at random, and…

Methodology · Statistics 2025-04-21 Jianing Dong , Raymond K. W. Wong , Kwun Chuen Gary Chan

Chemical kinetics mechanisms are essential for understanding, analyzing, and simulating complex combustion phenomena. In this study, a Neural Ordinary Differential Equation (Neural ODE) framework is employed to optimize kinetics parameters…

Chemical Physics · Physics 2022-09-07 Xingyu Su , Weiqi Ji , Jian An , Zhuyin Ren , Sili Deng , Chung K. Law

Mathematical method based on a direct or indirect analysis of growth rates is described. It is shown how simple assumptions and a relatively easy analysis can be used to describe mathematically complicated trends and to predict growth. Only…

General Finance · Quantitative Finance 2017-06-27 Ron W. Nielsen

For a large class of fully nonlinear parabolic equations, which include gradient flows for energy functionals that depend on the solution gradient, the semidiscretization in time by implicit Runge-Kutta methods such as the Radau IIA methods…

Numerical Analysis · Mathematics 2016-06-14 Peer C. Kunstmann , Buyang Li , Christian Lubich

We propose a theoretical framework for investigating a modeling error caused by numerical integration in the learning process of dynamics. Recently, learning equations of motion to describe dynamics from data using neural networks has been…

Numerical Analysis · Mathematics 2021-12-30 Shunpei Terakawa , Takashi Matsubara , Takaharu Yaguchi

In this paper we consider time-dependent PDEs discretized by a special class of Physics Informed Neural Networks whose design is based on the framework of Runge--Kutta and related time-Galerkin discretizations. The primary motivation for…

Numerical Analysis · Mathematics 2026-02-10 Georgios Akrivis , Charalambos G. Makridakis , Costas Smaragdakis

Stochastic differential equations (SDEs) are established tools to model physical phenomena whose dynamics are affected by random noise. By estimating parameters of an SDE intrinsic randomness of a system around its drift can be identified…

Computation · Statistics 2012-05-03 Umberto Picchini , Susanne Ditlevsen

In the present paper, a class of stochastic Runge-Kutta methods containing the second order stochastic Runge-Kutta scheme due to E. Platen for the weak approximation of It\^o stochastic differential equation systems with a multi-dimensional…

Numerical Analysis · Mathematics 2013-03-20 Kristian Debrabant , Andreas Rößler

Modeling biological processes is a highly demanding task because not all processes are fully understood. Mathematical models allow us to test hypotheses about possible mechanisms of biological processes. The mathematical mechanisms…

Numerical Analysis · Mathematics 2023-12-11 Cordula Reisch , Hannah Burmester

This paper explores the critical role of differentiation approaches for data-driven differential equation discovery. Accurate derivatives of the input data are essential for reliable algorithmic operation, particularly in real-world…

Machine Learning · Computer Science 2023-11-13 Mikhail Masliaev , Ilya Markov , Alexander Hvatov

In this article, we present a method for increasing adaptivity of an existing robust estimation algorithm by learning two parameters to better fit the residual distribution. The analyzed method uses these two parameters to calculate weights…

Robotics · Computer Science 2023-06-27 Shounak Das , Jason Gross

Elimination of unknowns in a system of differential equations is often required when analysing (possibly nonlinear) dynamical systems models, where only a subset of variables are observable. One such analysis, identifiability, often relies…

Algebraic Geometry · Mathematics 2022-11-28 Ruiwen Dong , Christian Goodbrake , Heather A Harrington , Gleb Pogudin

We construct a family of embedded pairs for optimal strong stability preserving explicit Runge-Kutta methods of order $2 \leq p \leq 4$ to be used to obtain numerical solution of spatially discretized hyperbolic PDEs. In this construction,…

Numerical Analysis · Mathematics 2022-05-17 Sidafa Conde , Imre Fekete , John N. Shadid

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

Background. It is assumed that the introduction of stochastic in mathematical model makes it more adequate. But there is virtually no methods of coordinated (depended on structure of the system) stochastic introduction into deterministic…

Symbolic Computation · Computer Science 2015-03-26 E. G. Eferina , A. V. Korolkova , M. N. Gevorkyan , D. S. Kulyabov , L. A. Sevastyanov
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