English
Related papers

Related papers: Open source Differentiable ODE Solving Infrastruct…

200 papers

Traditional solvers for delay differential equations (DDEs) are designed around only a single method and do not effectively use the infrastructure of their more-developed ordinary differential equation (ODE) counterparts. In this work we…

Numerical Analysis · Mathematics 2022-08-30 David Widmann , Chris Rackauckas

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

The solution of systems of non-autonomous linear ordinary differential equations is crucial in a variety of applications, such us nuclear magnetic resonance spectroscopy. A new method with spectral accuracy has been recently introduced in…

Numerical Analysis · Mathematics 2022-10-14 Stefano Pozza , Niel Van Buggenhout

Diffusion probabilistic models (DPMs) are emerging powerful generative models. Despite their high-quality generation performance, DPMs still suffer from their slow sampling as they generally need hundreds or thousands of sequential function…

Machine Learning · Computer Science 2022-10-17 Cheng Lu , Yuhao Zhou , Fan Bao , Jianfei Chen , Chongxuan Li , Jun Zhu

Diffusion or flow-based models are powerful generative paradigms that are notoriously hard to sample as samples are defined as solutions to high-dimensional Ordinary or Stochastic Differential Equations (ODEs/SDEs) which require a large…

Machine Learning · Computer Science 2023-10-31 Neta Shaul , Juan Perez , Ricky T. Q. Chen , Ali Thabet , Albert Pumarola , Yaron Lipman

The task of integrating a large number of independent ODE systems arises in various scientific and engineering areas. For nonstiff systems, common explicit integration algorithms can be used on GPUs, where individual GPU threads…

Mathematical Software · Computer Science 2016-11-09 Kyle E Niemeyer , Chih-Jen Sung

A general purpose, modular program package for the integration of large number of independent ordinary differential equation systems capable of using professional graphics cards is presented. The available numerical schemes are the explicit…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-10-10 Ferenc Hegedűs

Neural Ordinary Differential Equations (ODEs) was recently introduced as a new family of neural network models, which relies on black-box ODE solvers for inference and training. Some ODE solvers called adaptive can adapt their evaluation…

Machine Learning · Computer Science 2022-11-15 Alexandre Allauzen , Thiago Petrilli Maffei Dardis , Hannah Plath

Probabilistic numerical solvers for ordinary differential equations (ODEs) treat the numerical simulation of dynamical systems as problems of Bayesian state estimation. Aside from producing posterior distributions over ODE solutions and…

Numerical Analysis · Mathematics 2024-09-12 Nathanael Bosch , Adrien Corenflos , Fatemeh Yaghoobi , Filip Tronarp , Philipp Hennig , Simo Särkkä

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

Ordinary differential equations (ODEs) are the primary means to modelling dynamical systems in many natural and engineering sciences. The number of equations required to describe a system with high heterogeneity limits our capability of…

Mathematical Software · Computer Science 2017-07-17 Andrea Vandin

Mechanistic models with differential equations are a key component of scientific applications of machine learning. Inference in such models is usually computationally demanding, because it involves repeatedly solving the differential…

Machine Learning · Statistics 2022-07-06 Jonathan Schmidt , Nicholas Krämer , Philipp Hennig

We introduce two block coordinate descent algorithms for solving optimization problems with ordinary differential equations (ODEs) as dynamical constraints. The algorithms do not need to implement direct or adjoint sensitivity analysis…

Machine Learning · Computer Science 2022-08-30 Ion Matei , Maksym Zhenirovskyy , Johan de Kleer , John Maxwell

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

Continuous deep learning models, referred to as Neural Ordinary Differential Equations (Neural ODEs), have received considerable attention over the last several years. Despite their burgeoning impact, there is a lack of formal analysis…

Machine Learning · Computer Science 2022-07-15 Diego Manzanas Lopez , Patrick Musau , Nathaniel Hamilton , Taylor T. Johnson

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

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

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

Neural Ordinary Differential Equations (ODE) are a promising approach to learn dynamic models from time-series data in science and engineering applications. This work aims at learning Neural ODE for stiff systems, which are usually raised…

Numerical Analysis · Mathematics 2021-10-04 Suyong Kim , Weiqi Ji , Sili Deng , Yingbo Ma , Christopher Rackauckas

Probabilistic ordinary differential equation (ODE) solvers have been introduced over the past decade as uncertainty-aware numerical integrators. They typically proceed by assuming a functional prior to the ODE solution, which is then…

Numerical Analysis · Mathematics 2025-03-25 Yvann Le Fay , Simo Särkkä , Adrien Corenflos