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In this paper we construct high order numerical methods for solving third and fourth orders nonlinear functional differential equations (FDE). They are based on the discretization of iterative methods on continuous level with the use of the…

Numerical Analysis · Mathematics 2024-11-05 Dang Quang A , Dang Quang Long

Differential Equations are among the most important Mathematical tools used in creating models in the science, engineering, economics, mathematics, physics, aeronautics, astronomy, dynamics, biology, chemistry, medicine, environmental…

History and Overview · Mathematics 2020-12-15 Byakatonda Denis

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

We propose a physical analogy between finding the solution of an ordinary differential equation (ODE) and a $N$ particle problem in statistical mechanics. It uses the fact that the solution of an ODE is equivalent to obtain the minimum of a…

Statistical Mechanics · Physics 2009-11-13 M. L. Alemany , M. Febbo , S. A. Vera

In this paper, we develop a class of robust numerical methods for solving dynamical systems with multiple time scales. We first represent the solution of a multiscale dynamical system as a transformation of a slowly varying solution. Then,…

Numerical Analysis · Mathematics 2019-09-11 Thomas Y. Hou , Zhongjian Wang , Zhiwen Zhang

An efficient approximate version of implicit Taylor methods for initial-value problems of systems of ordinary differential equations (ODEs) is introduced. The approach, based on an approximate formulation of Taylor methods, produces a…

Numerical Analysis · Mathematics 2024-02-05 Antonio Baeza , Raimund Bürger , María del Carmen Martí , Pep Mulet , David Zorío

In this paper, we present a new numerical method to solve fractional differential equations. Given a fractional derivative of arbitrary real order, we present an approximation formula for the fractional operator that involves integer-order…

Numerical Analysis · Mathematics 2015-12-16 Ricardo Almeida , Nuno R. O. Bastos

Solutions to most nonlinear ordinary differential equations (ODEs) rely on numerical solvers, but this gives little insight into the nature of the trajectories and is relatively expensive to compute. In this paper, we derive analytic…

Dynamical Systems · Mathematics 2024-06-25 Estelle Basor , Rebecca Morrison

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

Stochastic differential equations (sdes) play an important role in physics but existing numerical methods for solving such equations are of low accuracy and poor stability. A general strategy for developing accurate and efficient schemes…

Quantum Physics · Physics 2009-11-10 Joshua Wilkie

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

We provide a comprehensive survey of splitting and composition methods for the numerical integration of ordinary differential equations (ODEs). Splitting methods constitute an appropriate choice when the vector field associated with the ODE…

Numerical Analysis · Mathematics 2009-04-11 Sergio Blanes , Fernando Casas , Ander Murua

We develop a one step matrix method in order to obtain approximate solutions of first order systems and non-linear ordinary differential equations, reducible to first order systems. We find a sequence of such solutions that converge to the…

Numerical Analysis · Mathematics 2021-07-28 J. J. Alvarez-Sanchez , M. Gadella , L. P. Lara

The numerical solution methods for partial differential equation (PDE) solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods…

Numerical Analysis · Mathematics 2021-03-04 Alexander Hvatov

A method of representation of a solution as segments of the series in powers of the step of the independent variable is expanded for solving complex systems of ordinary differential equations (ODE): the Lorenz system and other systems. A…

Numerical Analysis · Computer Science 2014-05-26 Vladimir Aristov , Andrey Stroganov

In this paper, we present a method to identify integrable complex nonlinear oscillator systems and construct their solutions. For this purpose, we introduce two types of nonlocal transformations which relate specific classes of nonlinear…

Exactly Solvable and Integrable Systems · Physics 2013-09-13 R. Mohanasubha , Jane H. Sheeba , V. K. Chandrasekar , M. Senthilvelan , M. Lakshmanan

A functional differential equation related to the logistic equation is studied by a combination of numerical and perturbation methods. Parameter regions are identified where the solution to the nonlinear problem is approximated well by…

Classical Analysis and ODEs · Mathematics 2026-03-24 Nicholas Hale , Enrique Thomann , JAC Weideman

A key appeal of the recently proposed Neural Ordinary Differential Equation (ODE) framework is that it seems to provide a continuous-time extension of discrete residual neural networks. As we show herein, though, trained Neural ODE models…

Machine Learning · Computer Science 2023-09-12 Katharina Ott , Prateek Katiyar , Philipp Hennig , Michael Tiemann

Conventional finite-difference schemes for solving partial differential equations are based on approximating derivatives by finite-differences. In this work, an alternative theory is proposed which view finite-difference schemes as…

Numerical Analysis · Mathematics 2013-09-23 Siu A. Chin

We provide of a method to integrate first order non-linear systems of differential equations with variable coefficients. It determines approximate solutions given initial or boundary conditions or even for Sturm-Liouville problems. This…

Classical Analysis and ODEs · Mathematics 2025-03-05 Manuel Gadella , Luis P. Lara
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