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The purpose of this paper is twofold. An immediate practical use of the presented algorithm is its applicability to the parametric solution of underdetermined linear ordinary differential equations (ODEs) with coefficients that are…

Symbolic Computation · Computer Science 2011-08-24 Thomas Wolf

From the algebraic solution of $x^{n}-x+t=0$ for $n=2,3,4$ and the corresponding solution in terms of hypergeometric functions, we obtain a set of reduction formulas for hypergeometric functions. By differentiation and integration of these…

Classical Analysis and ODEs · Mathematics 2022-02-25 J. L. González-Santander

We present an adaptive algorithm for effectively solving rough differential equations (RDEs) using the log-ODE method. The algorithm is based on an error representation formula that accurately describes the contribution of local errors to…

Numerical Analysis · Mathematics 2023-07-25 Christian Bayer , Simon Breneis , Terry Lyons

Developing efficient numerical algorithms for the solution of high dimensional random Partial Differential Equations (PDEs) has been a challenging task due to the well-known curse of dimensionality. We present a new solution framework for…

Machine Learning · Computer Science 2019-10-17 Mohammad Amin Nabian , Hadi Meidani

Based on functional analysis, we propose an algorithm for finite-norm solutions of higher-order linear Fuchsian-type ordinary differential equations (ODEs) P(x,d/dx)f(x)=0 with P(x,d/dx):=[\sum_m p_m (x) (d/dx)^m] by using only the four…

Numerical Analysis · Mathematics 2011-06-24 Fuminori Sakaguchi , Masahito Hayashi

Dynamical models described by ordinary differential equations (ODEs) are a fundamental tool in the sciences and engineering. Exact reduction aims at producing a lower-dimensional model in which each macro-variable can be directly related to…

Systems and Control · Electrical Eng. & Systems 2024-01-05 Alexander Demin , Elizaveta Demitraki , Gleb Pogudin

We examine numerical rounding errors of some deterministic solvers for systems of ordinary differential equations (ODEs). We show that the accumulation of rounding errors results in a solution that is inherently random and we obtain the…

Numerical Analysis · Mathematics 2009-03-13 Sebastian Mosbach , Amanda G. Turner

We propose a high order numerical homogenization method for dissipative ordinary differential equations (ODEs) containing two time scales. Essentially, only first order homogenized model globally in time can be derived. To achieve a high…

Numerical Analysis · Mathematics 2023-11-21 Zeyu Jin , Ruo Li

We consider the solution of initial value problems within the context of hybrid systems and emphasise the use of high precision approximations (in software for exact real arithmetic). We propose a novel algorithm for the computation of…

Mathematical Software · Computer Science 2010-06-03 Norbert Th. Müller , Margarita Korovina

Several widely-used first-order saddle-point optimization methods yield an identical continuous-time ordinary differential equation (ODE) that is identical to that of the Gradient Descent Ascent (GDA) method when derived naively. However,…

Optimization and Control · Mathematics 2023-08-01 Tatjana Chavdarova , Michael I. Jordan , Manolis Zampetakis

In the theory and practice of inverse problems for partial differential equations (PDEs) much attention is paid to the problem of the identification of coefficients from some additional information. This work deals with the problem of…

Numerical Analysis · Computer Science 2013-04-23 P. N. Vabishchevich , V. I. Vasil'ev

We present a new algorithm for computing hyperexponential solutions of ordinary linear differential equations with polynomial coefficients. The algorithm relies on interpreting formal series solutions at the singular points as analytic…

Symbolic Computation · Computer Science 2013-01-14 Fredrik Johansson , Manuel Kauers , Marc Mezzarobba

In this paper, using the similarity method, we construct particular solutions with singularities for degenerate high-order equations. The considered equations have singularities of the first and second kind. Particular solutions are…

Analysis of PDEs · Mathematics 2020-05-06 B. Yu. Irgashev

In this paper, we give an algorithm for finding general rational solutions of a given first-order ODE with parametric coefficients that occur rationally. We present an analysis, complete modulo Hilbert's irreducibility problem, of the…

Symbolic Computation · Computer Science 2025-07-10 Sebastian Falkensteiner , Rafael Sendra

There exist sound literature and algorithms for computing Liouvillian solutions for the important problem of linear ODEs with rational coefficients. Taking as sample the 363 second order equations of that type found in Kamke's book, for…

Mathematical Physics · Physics 2007-05-23 L. Chan , E. S. Cheb-Terrab

This article deals with the computation of guaranteed lower bounds of the error in the framework of finite element (FE) and domain decomposition (DD) methods. In addition to a fully parallel computation, the proposed lower bounds separate…

Numerical Analysis · Mathematics 2016-06-22 Valentine Rey , Pierre Gosselet , Christian Rey

This paper presents a sequence of deferred correction (DC) schemes built recursively from the implicit midpoint scheme for the numerical solution of general first order ordinary differential equations (ODEs). It is proven that each scheme…

Numerical Analysis · Mathematics 2021-04-06 Saint-Cyr E. R. Koyaguerebo-Ime , Yves Bourgault

We give a new computational method to obtain symmetries of ordinary differential equations. The proposed approach appears as an extension of a recent algorithm to compute variational symmetries of optimal control problems [Comput. Methods…

Classical Analysis and ODEs · Mathematics 2009-11-13 Paulo D. F. Gouveia , Delfim F. M. Torres

Algorithms for computing rational generating functions of solutions of one-dimensional difference equations are well-known and easy to implement. We propose an algorithm for computing rational generating functions of solutions of…

Combinatorics · Mathematics 2019-11-05 Alexey A. Kytmanov , Alexander P. Lyapin , Timur M. Sadykov

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