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We introduce a Monte Carlo method for computing derivatives of the solution to a partial differential equation (PDE) with respect to problem parameters (such as domain geometry or boundary conditions). Derivatives can be evaluated at…

Graphics · Computer Science 2024-09-19 Bailey Miller , Rohan Sawhney , Keenan Crane , Ioannis Gkioulekas

Modeling physical phenomena like heat transport and diffusion is crucially dependent on the numerical solution of partial differential equations (PDEs). A PDE solver finds the solution given coefficients and a boundary condition, whereas an…

Graphics · Computer Science 2022-08-04 Ekrem Fatih Yılmazer , Delio Vicini , Wenzel Jakob

Ordinary differential equations (ODEs) are a conventional way to describe the observed dynamics of physical systems. Scientists typically hypothesize about dynamical behavior, propose a mathematical model, and compare its predictions to…

Machine Learning · Computer Science 2025-11-20 Nils Wildt , Daniel M. Tartakovsky , Sergey Oladyshkin , Wolfgang Nowak

Solving partial differential equations (PDEs) is a required step in the simulation of natural and engineering systems. The associated computational costs significantly increase when exploring various scenarios, such as changes in initial or…

In recent years, there have been significant improvements in various forms of image outlier detection. However, outlier detection performance under adversarial settings lags far behind that in standard settings. This is due to the lack of…

A pure frequency domain method for the computation of periodic solutions of nonlinear ordinary differential equations (ODEs) is proposed in this study. The method is particularly suitable for the analysis of systems that feature distinct…

Numerical Analysis · Mathematics 2021-01-07 Malte Krack , Lars Panning-von Scheidt , Jörg Wallaschek

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

The numerical methods for differential equation solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods have the restricted class of…

Numerical Analysis · Mathematics 2023-07-03 Alexander Hvatov , Tatiana Tikhonova

Ordinary differential equations (ODEs), via their induced flow maps, provide a powerful framework to parameterize invertible transformations for the purpose of representing complex probability distributions. While such models have achieved…

Statistics Theory · Mathematics 2023-09-06 Youssef Marzouk , Zhi Ren , Sven Wang , Jakob Zech

Neural networks have the ability to serve as universal function approximators, but they are not interpretable and don't generalize well outside of their training region. Both of these issues are problematic when trying to apply standard…

Machine Learning · Computer Science 2023-08-21 Colby Fronk , Linda Petzold

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

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

Ordinary differential equations (ODEs) are used to model dynamic systems appearing in engineering, physics, biomedical sciences and many other fields. These equations contain unknown parameters, say $\theta$ of physical significance which…

Statistics Theory · Mathematics 2014-03-05 Prithwish Bhaumik , Subhashis Ghosal

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

The definition of partial differential equation (PDE) models usually involves a set of parameters whose values may vary over a wide range. The solution of even a single set of parameter values may be quite expensive. In many cases, e.g.,…

Numerical Analysis · Mathematics 2016-11-17 Max Gunzburger , Nan Jiang , Michael Schneier

Calibration of large-scale differential equation models to observational or experimental data is a widespread challenge throughout applied sciences and engineering. A crucial bottleneck in state-of-the art calibration methods is the…

Optimization and Control · Mathematics 2021-02-23 Jon Cockayne , Andrew B. Duncan

In engineering, accurately modeling nonlinear dynamic systems from data contaminated by noise is both essential and complex. Established Sequential Monte Carlo (SMC) methods, used for the Bayesian identification of these systems, facilitate…

Machine Learning · Statistics 2024-04-25 Joe D. Longbottom , Max D. Champneys , Timothy J. Rogers

Many real-world optimization problems involve uncertain parameters with probability distributions that can be estimated using contextual feature information. In contrast to the standard approach of first estimating the distribution of…

Machine Learning · Statistics 2023-08-03 Meng Qi , Paul Grigas , Zuo-Jun Max Shen

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

We address the control of Partial Differential equations (PDEs) with unknown parameters. Our objective is to devise an efficient algorithm capable of both identifying and controlling the unknown system. We assume that the desired PDE is…

Optimization and Control · Mathematics 2024-02-14 Alessandro Alla , Agnese Pacifico
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