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This papers studies the expressive and computational power of discrete Ordinary Differential Equations (ODEs). It presents a new framework using discrete ODEs as a central tool for computation and provides several implicit characterizations…

Logic in Computer Science · Computer Science 2018-10-09 Olivier Bournez , Arnaud Durand , Sabrina Ouazzani

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

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

A large family of linear, usually overdetermined, systems of partial differential equations that admit a multiplication of solutions, i.e, a bi-linear and commutative mapping on the solution space, is studied. This family of PDE's contains…

Analysis of PDEs · Mathematics 2008-03-19 Jens Jonasson

Given a solution of a semilinear dispersive partial differential equation with a real analytic nonlinearity, we relate its Cauchy data at two different times by nonlinear representation formulas in terms of convergent series. These series…

Analysis of PDEs · Mathematics 2013-11-05 Frédéric Hélein

Probabilistic solvers for ordinary differential equations (ODEs) provide efficient quantification of numerical uncertainty associated with simulation of dynamical systems. Their convergence rates have been established by a growing body of…

Machine Learning · Statistics 2020-12-21 Nicholas Krämer , Philipp Hennig

The purpose of this paper is twofold. An immediate practical use of the presented algorithm is its applicability to the parametric solution of underdetermined linear ordinary differential equations (ODEs) with coefficients that are…

Symbolic Computation · Computer Science 2011-08-24 Thomas Wolf

Discrete Differential Equations (DDEs) are functional equations that relate polynomially a power series $F(t,u)$ in $t$ with polynomial coefficients in a "catalytic" variable $u$ and the specializations, say at $u=1$, of $F(t,u)$ and of…

Symbolic Computation · Computer Science 2023-05-01 Alin Bostan , Hadrien Notarantonio , Mohab Safey El Din

In this paper, we develop an ensemble-based time-stepping algorithm to efficiently find numerical solutions to a group of linear, second-order parabolic partial differential equations (PDEs). Particularly, the PDE models in the group could…

Numerical Analysis · Mathematics 2017-10-18 Yan Luo , Zhu Wang

In this paper an analytic approach is devised to represent, and study the behavior of, nonlinear dynamic chaotic Genesio system using general nonlinear modal representation. In this approach, the original nonlinear ordinary differential…

Chaotic Dynamics · Physics 2012-08-10 H. Ramezanpour , B. Razeghi , G. Darmani , S. Noei , A. Sargolzaei

We develop a numerical method to reconstruct systems of ordinary differential equations (ODEs) from time series data without {\it a priori} knowledge of the underlying ODEs using sparse basis learning and sparse function reconstruction. We…

Data Analysis, Statistics and Probability · Physics 2016-05-19 Manuel Mai , Mark D. Shattuck , Corey S. O'Hern

Welcome to a beautiful subject in scientific computing: numerical solution of ordinary differential equations (ODEs) with initial conditions.

History and Overview · Mathematics 2024-12-31 Davoud Mirzaei

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 report a new analytical method for exact solution of homogeneous linear ordinary differential equations with arbitrary order and variable coefficients. The method is based on the definition of jump transfer matrices and their extension…

Mathematical Physics · Physics 2007-05-23 Sina Khorasani , Ali Adibi

The paper develops the method for construction of the families of particular solutions to the nonlinear Partial Differential Equations (PDE) without relation to the complete integrability. Method is based on the specific link between…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 A. I. Zenchuk

We develop spectral methods for ODEs and operator eigenvalue problems that are based on a least-squares formulation of the problem. The key tool is a method for rectangular generalized eigenvalue problems, which we extend to quasimatrices…

Numerical Analysis · Mathematics 2021-09-14 Behnam Hashemi , Yuji Nakatsukasa

We use a multi-scale similarity analysis which gives specific relations between the velocity, amplitude and width of localized solutions of nonlinear differential equations, whose exact solutions are generally difficult to obtain.

Mathematical Physics · Physics 2007-05-23 A. Ludu , R. F. O'Connell , J. P. Draayer

Numerical simulation of ordinary differential equations (ODEs) can be challenging when the system exhibits high accelerations and rapidly changing dynamics. Under these conditions the ODE solver often needs to take very small time steps in…

Numerical Analysis · Mathematics 2026-05-11 Andrew Tagg , Andrew Frandsen , Andrew Ning

A general method of obtaining linear differential equations having polynomial solutions is proposed. The method is based on an equivalence of the spectral problem for an element of the universal enveloping algebra of some Lie algebra in the…

High Energy Physics - Theory · Physics 2009-10-22 A. Turbiner

We consider algebraic ordinary differential equations (AODEs) and study their polynomial and rational solutions. A sufficient condition for an AODE to have a degree bound for its polynomial solutions is presented. An AODE satisfying this…

Symbolic Computation · Computer Science 2018-04-24 Thieu N. Vo , Yi Zhang
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