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High-quality ordinary differential equation (ODE) solver libraries have a long history, going back to the 1970s. Over the past several years we have implemented, on top of the PETSc linear and nonlinear solver package, a new…

Numerical Analysis · Mathematics 2018-06-06 Shrirang Abhyankar , Jed Brown , Emil M. Constantinescu , Debojyoti Ghosh , Barry F. Smith , Hong Zhang

Neural ordinary differential equations (Neural ODEs) is a class of machine learning models that approximate the time derivative of hidden states using a neural network. They are powerful tools for modeling continuous-time dynamical systems,…

Machine Learning · Statistics 2024-07-16 Wenbo Hao

Data-driven modeling of dynamical systems is a crucial area of machine learning. In many scenarios, a thorough understanding of the model's behavior becomes essential for practical applications. For instance, understanding the behavior of a…

Machine Learning · Computer Science 2025-04-14 Krzysztof Kacprzyk , Mihaela van der Schaar

Dynamic optimization problems involving discrete decisions have several applications, yet lead to challenging optimization problems that must be addressed efficiently. Combining discrete variables with potentially nonlinear constraints…

Optimization and Control · Mathematics 2024-09-17 Zedong Peng , Albert Lee , David E. Bernal Neira

Causal discovery is a data-driven paradigm for analyzing complex systems, while physics-based models, such as ordinary differential equations (ODEs), provide mechanistic structure for real-world dynamical processes. Integrating these…

Machine Learning · Computer Science 2026-05-21 Jianhong Chen , Naichen Shi , Xubo Yue

This work investigates model reduction techniques for nonlinear parameterized and time-dependent PDEs, specifically focusing on bifurcating phenomena in Computational Fluid Dynamics (CFD). We develop interpretable and non-intrusive Reduced…

Numerical Analysis · Mathematics 2025-12-01 Lorenzo Tomada , Moaad Khamlich , Federico Pichi , Gianluigi Rozza

The abstract mathematical theory of partial differential equations (PDEs) is formulated in terms of manifolds, scalar fields, tensors, and the like, but these algebraic structures are hardly recognizable in actual PDE solvers. The general…

Software Engineering · Computer Science 2007-05-23 T. B. Dinesh , M. Haveraaen , J. Heering

The quantitative formulation of evolution equations is the backbone for prediction, control, and understanding of dynamical systems across diverse scientific fields. Besides deriving differential equations for dynamical systems based on…

Data Analysis, Statistics and Probability · Physics 2025-01-06 Tim W. Kroll , Oliver Kamps

Modern modeling languages for general physical systems, such as Modelica, Amesim, or Simscape, rely on Differential Algebraic Equations (DAEs), i.e., constraints of the form f(\dot{x},x,u)=0. This drastically facilitates modeling from first…

Programming Languages · Computer Science 2021-01-20 Albert Benveniste , Benoît Caillaud , Mathias Malandain

The numerical solution of partial differential equations (PDEs) is challenging because of the need to resolve spatiotemporal features over wide length and timescales. Often, it is computationally intractable to resolve the finest features…

Disordered Systems and Neural Networks · Physics 2019-08-22 Yohai Bar-Sinai , Stephan Hoyer , Jason Hickey , Michael P. Brenner

The data-driven discovery of interpretable models approximating the underlying dynamics of a physical system has gained attraction in the past decade. Current approaches employ pre-specified functional forms or basis functions and often…

Machine Learning · Computer Science 2025-07-30 Rahul Golder , M. M. Faruque Hasan

Equation discovery is a fundamental learning task for uncovering the underlying dynamics of complex systems, with wide-ranging applications in areas such as brain connectivity analysis, climate modeling, gene regulation, and physical…

Machine Learning · Computer Science 2026-01-29 Jiaqiang Li , Jianbin Tan , Xueqin Wang

We study a deflation method to reduce and to solve linear dfferential-algebraic equations (DAEs). It consists to define a sequence of DAEs with index reduction of one unit by step. This is simultaneously performed by substitution and…

Classical Analysis and ODEs · Mathematics 2011-09-20 Fabien Monfreda , Jean-Claude Yakoubsohn

Ordinary differential equations (ODEs) can provide mechanistic models of temporally local changes of processes, where parameters are often informed by external knowledge. While ODEs are popular in systems modeling, they are less established…

Methodology · Statistics 2025-07-10 Maren Hackenberg , Astrid Pechmann , Clemens Kreutz , Janbernd Kirschner , Harald Binder

In many fields of application, dynamic processes that evolve through time are well described by systems of ordinary differential equations (ODEs). The analytical solution of the ODEs is often not available and different methods have been…

Methodology · Statistics 2017-07-19 Saverio Ranciati , Cinzia Viroli , Ernst Wit

In this work we present a data-driven method for the discovery of parametric partial differential equations (PDEs), thus allowing one to disambiguate between the underlying evolution equations and their parametric dependencies. Group…

Numerical Analysis · Mathematics 2018-06-05 Samuel Rudy , Alessandro Alla , Steven L. Brunton , J. Nathan Kutz

We propose Stepwise cOnditional likelihood variable selection for Discriminant Analysis (SODA) to detect both main and quadratic interaction effects in logistic regression and quadratic discriminant analysis (QDA) models. In the forward…

Methodology · Statistics 2017-05-31 Yang Li , Jun S. Liu

Real-world phenomena can often be conveniently described by dynamical systems (that is, ODE systems in the state-space form). However, if one observes the state of the system only partially, the observed quantities (outputs) and the inputs…

Symbolic Computation · Computer Science 2022-05-17 Dmitrii Pavlov , Gleb Pogudin

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

The modern machine learning methods allow one to obtain the data-driven models in various ways. However, the more complex the model is, the harder it is to interpret. In the paper, we describe the algorithm for the mathematical equations…

Neural and Evolutionary Computing · Computer Science 2021-09-09 Alexander Hvatov , Mikhail Maslyaev