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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

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

Learning underlying dynamics from data is important and challenging in many real-world scenarios. Incorporating differential equations (DEs) to design continuous networks has drawn much attention recently, however, most prior works make…

Machine Learning · Computer Science 2023-02-03 Yesom Park , Jaemoo Choi , Changyeon Yoon , Chang hoon Song , Myungjoo Kang

Reliable inference of system degradation from sensor data is fundamental to condition monitoring and prognostics in mechanical and infrastructural systems. Since degradation is rarely directly observable and measurable, it must be inferred…

Machine Learning · Computer Science 2026-03-13 Mengjie Zhao , Olga Fink

Nonlinear Partial Differential Equations (PDEs) are ubiquitous in mathematical physics and engineering. Although Physics-Informed Neural Networks (PINNs) have emerged as a powerful tool for solving PDE problems, they typically struggle to…

Numerical Analysis · Mathematics 2026-04-02 Sean Disarò , Ruma Rani Maity , Aras Bacho

We introduce a novel paradigm for learning non-parametric drift and diffusion functions for stochastic differential equation (SDE). The proposed model learns to simulate path distributions that match observations with non-uniform time…

Machine Learning · Statistics 2018-08-01 Cagatay Yildiz , Markus Heinonen , Jukka Intosalmi , Henrik Mannerström , Harri Lähdesmäki

Data-driven identification of differential equations is an interesting but challenging problem, especially when the given data are corrupted by noise. When the governing differential equation is a linear combination of various differential…

Numerical Analysis · Mathematics 2023-04-05 Mengyi Tang , Wenjing Liao , Rachel Kuske , Sung Ha Kang

A long-standing problem at the interface of artificial intelligence and applied mathematics is to devise an algorithm capable of achieving human level or even superhuman proficiency in transforming observed data into predictive mathematical…

Machine Learning · Statistics 2018-01-23 Maziar Raissi

We consider state-dependent delay equations (SDDE) obtained by adding delays to a planar ordinary differential equation with a limit cycle. These situations appear in models of several physical processes, where small delay effects are…

Dynamical Systems · Mathematics 2021-08-13 Jiaqi Yang , Joan Gimeno , Rafael de la Llave

We investigate methods for learning partial differential equation (PDE) models from spatiotemporal data under biologically realistic levels and forms of noise. Recent progress in learning PDEs from data have used sparse regression to select…

Dynamical Systems · Mathematics 2021-04-28 John Lagergren , John T. Nardini , G. Michael Lavigne , Erica M. Rutter , Kevin B. Flores

We provide a method to identify system parameters of dynamical systems, called ID-ODE -- Inference by Differentiation and Observing Delay Embeddings. In this setting, we are given a dataset of trajectories from a dynamical system with…

Machine Learning · Computer Science 2022-11-17 Alex Tong Lin , Adrian S. Wong , Robert Martin , Stanley J. Osher , Daniel Eckhardt

Physics-informed Machine Learning has recently become attractive for learning physical parameters and features from simulation and observation data. However, most existing methods do not ensure that the physics, such as balance laws (e.g.,…

Numerical Analysis · Mathematics 2021-09-10 Satish Karra , Bulbul Ahmmed , Maruti K. Mudunuru

There has been an arising trend of adopting deep learning methods to study partial differential equations (PDEs). In this paper, we introduce a deep recurrent framework for solving time-dependent PDEs without generating large scale data…

Numerical Analysis · Mathematics 2021-04-21 Cheng Chang , Liu Liu , Tieyong Zeng

Along with the practical success of the discovery of dynamics using deep learning, the theoretical analysis of this approach has attracted increasing attention. Prior works have established the grid error estimation with auxiliary…

Numerical Analysis · Mathematics 2023-05-23 Aiqing Zhu , Sidi Wu , Yifa Tang

Many problems in science and engineering can be represented by a set of partial differential equations (PDEs) through mathematical modeling. Mechanism-based computation following PDEs has long been an essential paradigm for studying topics…

Machine Learning · Computer Science 2022-11-21 Shudong Huang , Wentao Feng , Chenwei Tang , Jiancheng Lv

Astronomical time series from large-scale surveys like LSST are often irregularly sampled and incomplete, posing challenges for classification and anomaly detection. We introduce a new framework based on Neural Stochastic Delay Differential…

Machine Learning · Computer Science 2026-04-03 YongKyung Oh , Seungsu Kam , Dong-Young Lim , Sungil Kim

We present two approaches to system identification, i.e. the identification of partial differential equations (PDEs) from measurement data. The first is a regression-based Variational System Identification procedure that is advantageous in…

Computational Physics · Physics 2024-03-28 Zhenlin Wang , Bowei Wu , Krishna Garikipati , Xun Huan

This paper proposes the Nerual Energy Descent (NED) via neural network evolution equations for a wide class of deep learning problems. We show that deep learning can be reformulated as the evolution of network parameters in an evolution…

Numerical Analysis · Mathematics 2023-02-22 Wenrui Hao , Chunmei Wang , Xingjian Xu , Haizhao Yang

We propose a methodology that combines generative latent diffusion models with physics-informed machine learning to generate solutions of parametric partial differential equations (PDEs) conditioned on partial observations, which includes,…

Machine Learning · Computer Science 2026-02-11 Davide Gallon , Philippe von Wurstemberger , Patrick Cheridito , Arnulf Jentzen

Stochastic differential equations (SDEs) are increasingly used in longitudinal data analysis, compartmental models, growth modelling, and other applications in a number of disciplines. Parameter estimation, however, currently requires…

Methodology · Statistics 2018-09-12 Oscar García