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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

Estimating the parameters of ordinary differential equations (ODEs) is of fundamental importance in many scientific applications. While ODEs are typically approximated with deterministic algorithms, new research on probabilistic solvers…

Machine Learning · Statistics 2023-12-08 Mohan Wu , Martin Lysy

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

Filtering-based probabilistic numerical solvers for ordinary differential equations (ODEs), also known as ODE filters, have been established as efficient methods for quantifying numerical uncertainty in the solution of ODEs. In practical…

Machine Learning · Statistics 2025-10-02 Dingling Yao , Filip Tronarp , Nathanael Bosch

Ordinary Differential Equations are widespread tools to model chemical, physical, biological process but they usually rely on parameters which are of critical importance in terms of dynamic and need to be estimated directly from the data.…

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

Differential equations (DEs) are commonly used to describe dynamic systems evolving in one (ordinary differential equations or ODEs) or in more than one dimensions (partial differential equations or PDEs). In real data applications the…

Methodology · Statistics 2013-11-25 Gianluca Frasso , Jonathan Jaeger , Philippe Lambert

We present a novel approach that redefines the traditional interpretation of explicit and implicit discretization methods for solving a general class of advection-diffusion equations (ADEs) featuring nonlinear advection, diffusion…

Analysis of PDEs · Mathematics 2025-06-10 Amin Jafarimoghaddam , Manuel Soler , Irene Ortiz

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

Diffusion probabilistic models (DPMs) have exhibited excellent performance for high-fidelity image generation while suffering from inefficient sampling. Recent works accelerate the sampling procedure by proposing fast ODE solvers that…

Computer Vision and Pattern Recognition · Computer Science 2023-10-31 Kaiwen Zheng , Cheng Lu , Jianfei Chen , Jun Zhu

Parameter inference of dynamical systems is a challenging task faced by many researchers and practitioners across various fields. In many applications, it is common that only limited variables are observable. In this paper, we propose a…

Methodology · Statistics 2020-01-01 Yu Chen , Jin Cheng , Arvind Gupta , Huaxiong Huang , Shixin Xu

Ordinary differential equations (ODEs) are widely used to describe the time evolution of natural phenomena across various scientific fields. Estimating the parameters of these systems from data is a challenging task, particularly when…

Numerical Analysis · Mathematics 2025-01-23 S. Syafiie , Aries Subiantoro , Vivi Andasari , Fernando Tadeo

Traditionally, systems governed by linear Partial Differential Equations (PDEs) are spatially discretized to exploit their algebraic structure and reduce the computational effort for controlling them. Due to beneficial insights of the PDEs,…

Systems and Control · Computer Science 2016-04-05 Saber Jafarizadeh

Inverse problem or parameter estimation of ordinary differential equations (ODEs), the iterative process of minimizing the mismatch between model-predicted and experimental states by tuning the parameter values within an optimization…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Siddharth Prabhu , Srinivas Rangarajan , Mayuresh Kothare

We consider the problem of parameter estimation in dynamic systems described by ordinary differential equations. A review of the existing literature emphasizes the need for deterministic global optimization methods due to the nonconvex…

Optimization and Control · Mathematics 2025-06-16 M. Fernández de Dios , Ángel M. González-Rueda , Julio R. Banga , Julio González-Díaz , David R. Penas

Statistical regression models whose mean functions are represented by ordinary differential equations (ODEs) can be used to describe phenomenons dynamical in nature, which are abundant in areas such as biology, climatology and genetics. The…

Methodology · Statistics 2017-05-15 Kyoungjae Lee , Jaeyong Lee , Sarat C. Dass

Diffusion models have exhibited excellent performance in various domains. The probability flow ordinary differential equation (ODE) of diffusion models (i.e., diffusion ODEs) is a particular case of continuous normalizing flows (CNFs),…

Machine Learning · Computer Science 2024-04-09 Kaiwen Zheng , Cheng Lu , Jianfei Chen , Jun Zhu

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

Ordinary differential equations (ODEs) are widely used to characterize the dynamics of complex systems in real applications. In this article, we propose a novel joint estimation approach for generalized sparse additive ODEs where…

Methodology · Statistics 2022-08-19 Nan Zhang , Muye Nanshan , Jiguo Cao

Diffusion and flow matching models generate high-fidelity data by simulating paths defined by Ordinary or Stochastic Differential Equations (ODEs/SDEs), starting from a tractable prior distribution. The probability flow ODE formulation…

Computer Vision and Pattern Recognition · Computer Science 2026-03-19 Liangyu Yuan , Ruoyu Wang , Tong Zhao , Dingwen Fu , Mingkun Lei , Beier Zhu , Chi Zhang

Learning dynamical systems from incomplete or noisy data is inherently ill-posed, as a single observation may correspond to multiple plausible futures. While physics-based ensemble forecasting relies on perturbing initial states to capture…

Machine Learning · Computer Science 2026-02-27 Siddharth Rout , Eldad Haber , Stephane Gaudreault
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