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Identifying unknown differential equations from a given set of discrete time dependent data is a challenging problem. A small amount of noise can make the recovery unstable, and nonlinearity and differential equations with varying…

Numerical Analysis · Mathematics 2019-04-09 Sung Ha Kang , Wenjing Liao , Yingjie Liu

This short, self-contained article seeks to introduce and survey continuous-time deep learning approaches that are based on neural ordinary differential equations (neural ODEs). It primarily targets readers familiar with ordinary and…

Machine Learning · Computer Science 2024-01-09 Lars Ruthotto

Natural laws are often described through differential equations yet finding a differential equation that describes the governing law underlying observed data is a challenging and still mostly manual task. In this paper we make a step…

Machine Learning · Computer Science 2022-11-08 Sören Becker , Michal Klein , Alexander Neitz , Giambattista Parascandolo , Niki Kilbertus

Ordinary differential equations (ODEs) are foundational in modeling intricate dynamics across a gamut of scientific disciplines. Yet, a possibility to represent a single phenomenon through multiple ODE models, driven by different…

Methodology · Statistics 2023-09-01 Itai Dattner , Shota Gugushvili , Oleksandr Laskorunskyi

We are considering differential-algebraic equations with embedded optimization criteria (DAEOs) in which the embedded optimization problem is solved by global optimization. This actually leads to differential inclusions for cases in which…

Optimization and Control · Mathematics 2023-05-10 Jens Deussen , Jonathan Hüser , Uwe Naumann

In many scientific fields, the generation and evolution of data are governed by partial differential equations (PDEs) which are typically informed by established physical laws at the macroscopic level to describe general and predictable…

Methodology · Statistics 2025-07-01 Ziyuan Chen , Shunxing Yan , Fang Yao

Measurement noise is an integral part while collecting data of a physical process. Thus, noise removal is necessary to draw conclusions from these data, and it often becomes essential to construct dynamical models using these data. We…

Machine Learning · Computer Science 2022-05-20 Pawan Goyal , Peter Benner

Correlated with the trend of increasing degrees of freedom in robotic systems is a similar trend of rising interest in Spatio-Temporal systems described by Partial Differential Equations (PDEs) among the robotics and control communities.…

Robotics · Computer Science 2021-02-19 Ethan N. Evans , Andrew P. Kendall , Evangelos A. Theodorou

We introduce the dissipation-assisted operator evolution (DAOE) method for calculating transport properties of strongly interacting lattice systems in the high temperature regime. DAOE is based on evolving observables in the Heisenberg…

Strongly Correlated Electrons · Physics 2020-04-14 Tibor Rakovszky , C. W. von Keyserlingk , Frank Pollmann

Probabilistic solvers for ordinary differential equations (ODEs) have emerged as an efficient framework for uncertainty quantification and inference on dynamical systems. In this work, we explain the mathematical assumptions and detailed…

Machine Learning · Statistics 2021-10-25 Nicholas Krämer , Nathanael Bosch , Jonathan Schmidt , Philipp Hennig

We develop a fast and scalable computational framework to solve large-scale and high-dimensional Bayesian optimal experimental design problems. In particular, we consider the problem of optimal observation sensor placement for Bayesian…

Numerical Analysis · Mathematics 2020-11-09 Keyi Wu , Peng Chen , Omar Ghattas

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

In this paper, we address the issue of modeling and estimating changes in the state of the spatio-temporal dynamical systems based on a sequence of observations like video frames. Traditional numerical simulation systems depend largely on…

Machine Learning · Computer Science 2024-02-12 Kun Wang , Hao Wu , Guibin Zhang , Junfeng Fang , Yuxuan Liang , Yuankai Wu , Roger Zimmermann , Yang Wang

It is a general notion that, in transient stability simulations, reducing the number of algebraic variables for the differential-algebraic equations (DAE) can improve the simulation performance. Many simulation programs split algebraic…

Systems and Control · Electrical Eng. & Systems 2022-07-08 Hantao Cui

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

Causation discovery without manipulation is considered a crucial problem to a variety of applications. The state-of-the-art solutions are applicable only when large numbers of samples are available or the problem domain is sufficiently…

Artificial Intelligence · Computer Science 2017-07-06 Ruichu Cai , Zhenjie Zhang , Zhifeng Hao

The $\Sigma$-method for structural analysis of a differential-algebraic equation (DAE) system produces offset vectors from which the sparsity pattern of DAE's system Jacobian is derived; this pattern implies a fine block-triangular form…

Numerical Analysis · Mathematics 2014-11-18 Nedialko S. Nedialkov , Guangning Tan , John D. Pryce

Phasor measurement units ({PMUs}) have become instrumental in modern power systems for enabling real-time, wide-area monitoring and control. Accordingly, many studies have investigated efficient and robust dynamic state estimation (DSE)…

Systems and Control · Electrical Eng. & Systems 2023-01-02 Sebastian Nugroho , Ahmad Taha , Nikolaos Gatsis , Junbo Zhao

In this set of papers we formulate a stand alone method to derive maximal number of linearizing transformations for nonlinear ordinary differential equations (ODEs) of any order including coupled ones from a knowledge of fewer number of…

Exactly Solvable and Integrable Systems · Physics 2012-01-26 V. K. Chandrasekar , M. Senthilvelan , M. Lakshmanan

We propose a novel framework for adaptively learning the time-evolving solutions of stochastic partial differential equations (SPDEs) using score-based diffusion models within a recursive Bayesian inference setting. SPDEs play a central…

Computation · Statistics 2025-08-12 Toan Huynh , Ruth Lopez Fajardo , Guannan Zhang , Lili Ju , Feng Bao
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