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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, it is shown that the solutions of general differentiable constrained optimization problems can be viewed as asymptotic solutions to sets of Ordinary Differential Equations (ODEs). The construction of the ODE associated to the…

Systems and Control · Computer Science 2015-01-19 Mazen Alamir

In this paper, two numerical approaches based on the Newton iteration method with spectral algorithms are introduced to solve the Thomas-Fermi equation. That Thomas-Fermi equation is a nonlinear singular ordinary differential equation (ODE)…

We design and analyse a new numerical method to solve ODE system based on the structural method. We compute approximations of solutions together with its derivatives up to order $K$ by solving an entire block corresponding to $R$ time…

Numerical Analysis · Mathematics 2025-08-05 S. Clain , M. T. Malheiro , G. J. Machado , R. Costa

In this paper, we propose a trigonometric-interpolation approach for solutions of second order nonlinear ODEs with mixed boundary conditions. The method interpolates secondary derivative $y''$ of a target solution $y$ by a trigonometric…

Numerical Analysis · Mathematics 2025-04-29 Xiaorong Zou

Classical neural ordinary differential equations (ODEs) are powerful tools for approximating the log-density functions in high-dimensional spaces along trajectories, where neural networks parameterize the velocity fields. This paper…

Optimization and Control · Mathematics 2025-01-30 Mo Zhou , Stanley Osher , Wuchen Li

Given a linear ordinary differential equation (ODE) on $\RE$ and a set of interface conditions at a finite set of points $I \subset \RE$, we consider the problem of determining another differential equation whose {\it global} solutions…

Functional Analysis · Mathematics 2019-05-07 Nuno Costa Dias , Cristina Jorge , Joao Nuno Prata

In this paper, we study a generalized finite element method for solving second-order elliptic partial differential equations with rough coefficients. The method uses local approximation spaces computed by solving eigenvalue problems on…

Numerical Analysis · Mathematics 2025-07-17 Christian Alber , Peter Bastian , Moritz Hauck , Robert Scheichl

The reduction of computational costs in the numerical solution of nonstationary problems is achieved through splitting schemes. In this case, solving a set of less computationally complex problems provides the transition to a new level in…

Numerical Analysis · Mathematics 2022-10-26 Petr N. Vabishchevich

A new numerical method is developed to approximate the solution of Laplace's equation in the exterior of the sphere with a strongly nonlinear boundary value of oblique type. A functional analysis attempt to solve this type of boundary…

Numerical Analysis · Mathematics 2025-06-30 Mriganka Shekhar Chaki , Maria C. Jorge

We solve the local equivalence problem for second order (smooth or analytic) ordinary differential equations. We do so by presenting a {\em complete convergent normal form} for this class of ODEs. The normal form is optimal in the sense…

Dynamical Systems · Mathematics 2020-08-26 Ilya Kossovskiy , Dmitri Zaitsev

We study the problem of estimating the coefficients in linear ordinary differential equations (ODE's) with a diverging number of variables when the solutions are observed with noise. The solution trajectories are first smoothed with local…

Statistics Theory · Mathematics 2008-04-29 Heng Lian

Stable computational algorithms for the approximate solution of the Cauchy problem for nonstationary problems are based on implicit time approximations. Computational costs for boundary value problems for systems of coupled multidimensional…

Numerical Analysis · Mathematics 2024-03-28 P. N. Vabishchevich

Ordinary differential equations (ODEs) are widely used to characterize the dynamics of complex systems in real applications. In this article, we propose a novel joint estimation approach for generalized sparse additive ODEs where…

Methodology · Statistics 2022-08-19 Nan Zhang , Muye Nanshan , Jiguo Cao

We present a constructive method to devise boundary conditions for solutions of second-order elliptic equations so that these solutions satisfy specific qualitative properties such as: (i) the norm of the gradient of one solution is bounded…

Analysis of PDEs · Mathematics 2012-10-16 Guillaume Bal , Matias Courdurier

This paper presents a universal numerical scheme tailored for tackling linear integral, integro-differential, and both initial and boundary value problems of ordinary differential equations. The numerical scheme is readily adapted for…

General Mathematics · Mathematics 2026-01-23 Vladimir Kryzhniy

We present an algorithm for characterising the generalised Dirichlet to Neumann map for moving initial-boundary value problems. This algorithm is derived by combining the so-called global relation, which couples the initial and boundary…

Mathematical Physics · Physics 2009-11-11 A. S. Fokas , B. Pelloni

The large sparse linear systems arising from the finite element or finite difference discretization of elliptic PDEs can be solved directly via, e.g., nested dissection or multifrontal methods. Such techniques reorder the nodes in the grid…

Numerical Analysis · Mathematics 2013-02-26 Adrianna Gillman , Per-Gunnar Martinsson

The framework of Baikov-Gazizov-Ibragimov approximate symmetries has proven useful for many examples where a small perturbation of an ordinary differential equation (ODE) destroys its local symmetry group. For the perturbed model, some of…

Mathematical Physics · Physics 2021-04-02 Mahmood R. Tarayrah , Alexei F. Cheviakov

Purely numerical methods do not always provide an accurate way to find all the global solutions to nonlinear ODE on infinite intervals. For example, finite-difference methods fail to capture the asymptotic behavior of solutions, which might…

Classical Analysis and ODEs · Mathematics 2007-10-01 Michael Robinson