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We present an adaptive algorithm for effectively solving rough differential equations (RDEs) using the log-ODE method. The algorithm is based on an error representation formula that accurately describes the contribution of local errors to…

Numerical Analysis · Mathematics 2023-07-25 Christian Bayer , Simon Breneis , Terry Lyons

We propose heavy ball neural ordinary differential equations (HBNODEs), leveraging the continuous limit of the classical momentum accelerated gradient descent, to improve neural ODEs (NODEs) training and inference. HBNODEs have two…

Machine Learning · Computer Science 2021-10-12 Hedi Xia , Vai Suliafu , Hangjie Ji , Tan M. Nguyen , Andrea L. Bertozzi , Stanley J. Osher , Bao Wang

In this paper, we present a new numerical method to solve fractional differential equations. Given a fractional derivative of arbitrary real order, we present an approximation formula for the fractional operator that involves integer-order…

Numerical Analysis · Mathematics 2015-12-16 Ricardo Almeida , Nuno R. O. Bastos

In this paper we presents an algorithm for finding a solution of the linear nonhomogeneous quaternionic-valued differential equations. Moveover, several examples shows the feasibility of our algorithm.

Classical Analysis and ODEs · Mathematics 2022-02-15 Yong-Hui Xia , Hai Huang , Kit Ian Kou

The time evolution of dynamical systems is frequently described by ordinary differential equations (ODEs), which must be solved for given initial conditions. Most standard approaches numerically integrate ODEs producing a single solution…

Machine Learning · Computer Science 2020-06-26 Cedric Flamant , Pavlos Protopapas , David Sondak

Ordinary differential equation (ODE) is widely used in modeling biological and physical processes in science. In this article, we propose a new reproducing kernel-based approach for estimation and inference of ODE given noisy observations.…

Methodology · Statistics 2021-10-26 Xiaowu Dai , Lexin Li

In this paper, we design and analyze a Hybrid-High Order (HHO) approximation for a class of quasilinear elliptic problems of nonmonotone type. The proposed method has several advantages, for instance, it supports arbitrary order of…

Numerical Analysis · Mathematics 2021-11-01 Thirupathi Gudi , Gouranga Mallik , Tamal Pramanick

It is critical yet challenging for deep learning models to properly characterize uncertainty that is pervasive in real-world environments. Although a lot of efforts have been made, such as heteroscedastic neural networks (HNNs), little work…

Machine Learning · Computer Science 2021-03-30 Peng Cui , Zhijie Deng , Wenbo Hu , Jun Zhu

Quantum computing promises to speed up some of the most challenging problems in science and engineering. Quantum algorithms have been proposed showing theoretical advantages in applications ranging from chemistry to logistics optimization.…

Quantum Physics · Physics 2021-11-12 Niklas Heim , Atiyo Ghosh , Oleksandr Kyriienko , Vincent E. Elfving

The authors proposed a general way to find particular solutions for overdetermined systems of PDEs previously, where the number of equations is greater than the number of unknown functions. In this paper, we propose an algorithm for finding…

Symbolic Computation · Computer Science 2019-12-30 Maxim Zaytsev , V'yacheslav Akkerman

Scientific studies often require the precise calculation of derivatives. In many cases an analytical calculation is not feasible and one resorts to evaluating derivatives numerically. These are error-prone, especially for higher-order…

High Energy Physics - Phenomenology · Physics 2010-05-28 Mathias Wagner , Andrea Walther , Bernd-Jochen Schaefer

The equivalence between integral-chain differentiator and usual high-gain differentiator is given under suitable coordinate transformation. Integral-chain differentiator can restrain noises more thoroughly than usual high-gain linear…

Systems and Control · Computer Science 2011-02-15 Xinhua Wang

We present high-precision quantum computing simulations of three-body atoms (He, H$^-$) and molecules (H$_2^+$, HD$^+$), the latter being studied beyond the Born-Oppenheimer approximation. The Non-Iterative Disentangled Unitary Coupled…

Quantum Physics · Physics 2025-10-22 Mohammad Haidar , Hugo D. Nogueira , J. -Ph. Karr

When integrating the radiative transfer equation for polarized light, the necessity of high-order numerical methods is well known. In fact, well-performing high-order formal solvers enable higher accuracy and the use of coarser spatial…

Solar and Stellar Astrophysics · Physics 2017-09-06 Gioele Janett , Oskar Steiner , Luca Belluzzi

High-dimensional partial differential equations (PDEs) pose significant challenges for numerical computation due to the curse of dimensionality, which limits the applicability of traditional mesh-based methods. Since 2017, the Deep BSDE…

Numerical Analysis · Mathematics 2025-05-26 Jiequn Han , Arnulf Jentzen , Weinan E

We are concerned with random ordinary differential equations (RODEs). Our main question of interest is how uncertainties in system parameters propagate through the possibly highly nonlinear dynamical system and affect the system's…

Dynamical Systems · Mathematics 2021-08-30 Christian Kuehn , Kerstin Lux

The discrete heat equation is worked out in order to illustrate the search of symmetries of difference equations. It is paid an special attention to the Lie structure of these symmetries, as well as to their dependence on the derivative…

Exactly Solvable and Integrable Systems · Physics 2009-10-31 D. Levi , J. Negro , M. A. del Olmo

The bivariate difference field provides an algebraic framework for a sequence satisfying a recurrence of order two. Based on this, we focus on sequences satisfying a recurrence of higher order, and consider the multivariate difference…

Combinatorics · Mathematics 2024-01-26 Lixin Du , Yarong Wei

In this paper we present a general procedure for designing higher strong order methods for It\^o stochastic differential equations on matrix Lie groups and illustrate this strategy with two novel schemes that have a strong convergence order…

Numerical Analysis · Mathematics 2021-02-09 Michelle Muniz , Matthias Ehrhardt , Michael Günther , Renate Winkler

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
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