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Given a linear ordinary differential equation (ODE) on $\RE$ and a set of interface conditions at a finite set of points $I \subset \RE$, we consider the problem of determining another differential equation whose {\it global} solutions…

Functional Analysis · Mathematics 2019-05-07 Nuno Costa Dias , Cristina Jorge , Joao Nuno Prata

There are many methods for finding a particular solution to a nonhomogeneous linear ordinary differential equation (ODE) with constant coefficients. The method of undetermined coefficients, Laplace transform method and differential operator…

General Mathematics · Mathematics 2021-03-08 Jozef Fecenko

We present a lightweighted neural PDE representation to discover the hidden structure and predict the solution of different nonlinear PDEs. Our key idea is to leverage the prior of ``translational similarity'' of numerical PDE differential…

Machine Learning · Computer Science 2023-03-14 Ziqian Wu , Xingzhe He , Yijun Li , Cheng Yang , Rui Liu , Shiying Xiong , Bo Zhu

Neural differential equations are a promising new member in the neural network family. They show the potential of differential equations for time series data analysis. In this paper, the strength of the ordinary differential equation (ODE)…

Machine Learning · Computer Science 2020-05-21 Mansura Habiba , Barak A. Pearlmutter

For a purely imaginary sign-definite perturbation of a self-adjoint operator, we obtain exponential representations for the perturbation determinant in both upper and lower half-planes and derive respective trace formulas.

Spectral Theory · Mathematics 2014-12-23 Konstantin A. Makarov , Anna Skripka , Maxim Zinchenko

We introduce the Optimizing a Discrete Loss (ODIL) framework for the numerical solution of Partial Differential Equations (PDE) using machine learning tools. The framework formulates numerical methods as a minimization of discrete residuals…

Numerical Analysis · Mathematics 2024-01-23 Petr Karnakov , Sergey Litvinov , Petros Koumoutsakos

An efficient approximate version of implicit Taylor methods for initial-value problems of systems of ordinary differential equations (ODEs) is introduced. The approach, based on an approximate formulation of Taylor methods, produces a…

Numerical Analysis · Mathematics 2024-02-05 Antonio Baeza , Raimund Bürger , María del Carmen Martí , Pep Mulet , David Zorío

We present a new software system PETSc TSAdjoint for first-order and second-order adjoint sensitivity analysis of time-dependent nonlinear differential equations. The derivative calculation in PETSc TSAdjoint is essentially a high-level…

Mathematical Software · Computer Science 2021-10-28 Hong Zhang , Emil M. Constantinescu , Barry F. Smith

We propose an algebraic method that finds a sequence of functions that exponentially approach the solution of any second-order ordinary differential equation (ODE) with any boundary conditions. We define an extended ODE (eODE) composed of a…

Numerical Analysis · Mathematics 2022-06-07 Pedro L. Garrido

The discrete gradient methods are integrators designed to preserve invariants of ordinary differential equations. From a formal series expansion of a subclass of these methods, we derive conditions for arbitrarily high order. We derive…

Numerical Analysis · Mathematics 2022-01-19 Sølve Eidnes

Backpropagation algorithm is the cornerstone for neural network analysis. Paper extends it for training any derivatives of neural network's output with respect to its input. By the dint of it feedforward networks can be used to solve or…

Neural and Evolutionary Computing · Computer Science 2017-12-13 V. I. Avrutskiy

This paper explores the difficulties in solving partial differential equations (PDEs) using physics-informed neural networks (PINNs). PINNs use physics as a regularization term in the objective function. However, a drawback of this approach…

Machine Learning · Computer Science 2023-06-21 Shamsulhaq Basir

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

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

In this work we systematically analyze general properties of differential equations used as machine learning models. We demonstrate that the gradient of the loss function with respect to to the hidden state can be considered as a…

Machine Learning · Statistics 2019-10-30 Julius Ruseckas

Neural Ordinary Differential Equations (NODEs), a framework of continuous-depth neural networks, have been widely applied, showing exceptional efficacy in coping with representative datasets. Recently, an augmented framework has been…

Machine Learning · Computer Science 2023-04-12 Qunxi Zhu , Yao Guo , Wei Lin

It is well known that in the first-discretize-then-optimize approach in the control of ordinary differential equations the adjoint method may converge under additional order conditions only. For Peer two-step methods we derive such adjoint…

Numerical Analysis · Mathematics 2020-02-28 Jens Lang , Bernhard A. Schmitt

The adjoint sensitivity method scalably computes gradients of solutions to ordinary differential equations. We generalize this method to stochastic differential equations, allowing time-efficient and constant-memory computation of gradients…

Machine Learning · Computer Science 2020-10-20 Xuechen Li , Ting-Kam Leonard Wong , Ricky T. Q. Chen , David Duvenaud

Residual networks are an Euler discretization of solutions to Ordinary Differential Equations (ODE). This paper explores a deeper relationship between Transformer and numerical ODE methods. We first show that a residual block of layers in…

Computation and Language · Computer Science 2022-04-13 Bei Li , Quan Du , Tao Zhou , Yi Jing , Shuhan Zhou , Xin Zeng , Tong Xiao , JingBo Zhu , Xuebo Liu , Min Zhang

Learning dynamics governed by differential equations is crucial for predicting and controlling the systems in science and engineering. Neural Ordinary Differential Equation (NODE), a deep learning model integrated with differential…

Machine Learning · Computer Science 2021-11-09 Shiqi Gong , Qi Meng , Yue Wang , Lijun Wu , Wei Chen , Zhi-Ming Ma , Tie-Yan Liu