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Modeling stochastic differential equations (SDEs) is crucial for understanding complex dynamical systems in various scientific fields. Recent methods often employ neural network-based models, which typically represent SDEs through a…

Machine Learning · Computer Science 2025-06-25 Senwei Liang , Chunmei Wang , Xingjian Xu

Stochastic differential equations (SDEs) are a ubiquitous modeling framework that finds applications in physics, biology, engineering, social science, and finance. Due to the availability of large-scale data sets, there is growing interest…

Machine Learning · Statistics 2025-03-04 Ziheng Guo , James Greene , Ming Zhong

Neural ordinary differential equations (ODEs) have attracted much attention as continuous-time counterparts of deep residual neural networks (NNs), and numerous extensions for recurrent NNs have been proposed. Since the 1980s, ODEs have…

Machine Learning · Computer Science 2022-10-17 Kazuki Irie , Francesco Faccio , Jürgen Schmidhuber

A key problem in computational biology is discovering the gene expression changes that regulate cell fate transitions, in which one cell type turns into another. However, each individual cell cannot be tracked longitudinally, and cells at…

Machine Learning · Computer Science 2022-07-12 Yichen Gu , David Blaauw , Joshua Welch

The normal form and zero dynamics are powerful tools useful in analysis and control of both linear and nonlinear systems. There are no simple closed form solutions to the general zero dynamics problem for nonlinear systems. A few algorithms…

Optimization and Control · Mathematics 2018-12-06 Siamak Tafazoli

Formally capturing the transition from a continuous model to a discrete model is investigated using model based refinement techniques. A very simple model for stopping (eg. of a train) is developed in both the continuous and discrete…

Software Engineering · Computer Science 2011-06-22 Richard Banach , Huibiao Zhu , Wen Su , Runlei Huang

Continuous deep learning architectures have recently re-emerged as Neural Ordinary Differential Equations (Neural ODEs). This infinite-depth approach theoretically bridges the gap between deep learning and dynamical systems, offering a…

Machine Learning · Computer Science 2021-01-12 Stefano Massaroli , Michael Poli , Jinkyoo Park , Atsushi Yamashita , Hajime Asama

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

Solving systems of ordinary differential equations (ODEs) is essential when it comes to understanding the behavior of dynamical systems. Yet, automated solving remains challenging, in particular for nonlinear systems. Computer algebra…

Machine Learning · Computer Science 2025-06-25 Paul Kahlmeyer , Niklas Merk , Joachim Giesen

Consider briefly the equations of fluid dynamics-they describe the enormous wealth of detail in all the interacting physical elements of a fluid flow-whereas in applications we want to deal with a description of just that which is…

chao-dyn · Physics 2016-08-31 A. J. Roberts

Many processes in science and engineering can be described by partial differential equations (PDEs). Traditionally, PDEs are derived by considering first principles of physics to derive the relations between the involved physical quantities…

Machine Learning · Statistics 2019-03-27 Jens Berg , Kaj Nyström

Predictive simulations of complex systems are essential for applications ranging from weather forecasting to drug design. The veracity of these predictions hinges on their capacity to capture the effective system dynamics. Massively…

Computational Physics · Physics 2021-10-20 Pantelis R. Vlachas , Georgios Arampatzis , Caroline Uhler , Petros Koumoutsakos

In complex physical systems, conventional differential equations often fall short in capturing non-local and memory effects, as they are limited to local dynamics and integer-order interactions. This study introduces a stepwise data-driven…

Computational Physics · Physics 2025-05-30 Xiangnan Yu , Hao Xu , Zhiping Mao , HongGuang Sun , Yong Zhang , Dongxiao Zhang , Yuntian Chen

We develop a numerical method to reconstruct systems of ordinary differential equations (ODEs) from time series data without {\it a priori} knowledge of the underlying ODEs using sparse basis learning and sparse function reconstruction. We…

Data Analysis, Statistics and Probability · Physics 2016-05-19 Manuel Mai , Mark D. Shattuck , Corey S. O'Hern

Discovering the governing equations of dynamical systems is a central problem across many scientific disciplines. As experimental data become increasingly available, automated equation discovery methods offer a promising data-driven…

Machine Learning · Computer Science 2026-04-07 Amirmohammad Ziaei Bideh , Jonathan Gryak

Neural Ordinary Differential Equations (NeuralODEs) present an attractive way to extract dynamical laws from time series data, as they bridge neural networks with the differential equation-based modeling paradigm of the physical sciences.…

Machine Learning · Computer Science 2024-01-24 Joon-Hyuk Ko , Hankyul Koh , Nojun Park , Wonho Jhe

We propose a reduced-order model for the instantaneous hydrodynamic force on a cylinder. The model consists of a system of two ordinary differential equations (ODEs), which can be integrated in time to yield very accurate histories of the…

Fluid Dynamics · Physics 2024-10-21 Osama A. Marzouk

We introduce a data-driven method for learning the equations of motion of mechanical systems directly from position measurements, without requiring access to velocity data. This is particularly relevant in system identification tasks where…

Systems and Control · Electrical Eng. & Systems 2025-05-28 Martine Dyring Hansen , Elena Celledoni , Benjamin Kwanen Tapley

Identifying accurate dynamic models is required for the simulation and control of various technical systems. In many important real-world applications, however, the two main modeling approaches often fail to meet requirements: first…

Machine Learning · Computer Science 2021-04-19 Manuel A. Roehrl , Thomas A. Runkler , Veronika Brandtstetter , Michel Tokic , Stefan Obermayer

Due to the processes that occur during the functioning of modern electromechanical systems, these systems can be considered complex nonlinear dynamic systems from the point of view of the theory of dynamic systems. The movement of such…

Optimization and Control · Mathematics 2024-12-10 Roman Voliansky