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This paper explores the critical role of differentiation approaches for data-driven differential equation discovery. Accurate derivatives of the input data are essential for reliable algorithmic operation, particularly in real-world…

Machine Learning · Computer Science 2023-11-13 Mikhail Masliaev , Ilya Markov , Alexander Hvatov

In applied mathematics, especially in optimization, functions are often only provided as so called "Black-Boxes" provided by software packages, or very complex algorithms, which make automatic differentation very complicated or even…

Numerical Analysis · Mathematics 2021-02-05 Stefan H. Reiterer

This paper addresses the study of derivative-free smooth optimization problems, where the gradient information on the objective function is unavailable. Two novel general derivative-free methods are proposed and developed for minimizing…

Optimization and Control · Mathematics 2023-11-29 Pham Duy Khanh , Boris S. Mordukhovich , Dat Ba Tran

Differentiation is a cornerstone of computing and data analysis in every discipline of science and engineering. Indeed, most fundamental physics laws are expressed as relationships between derivatives in space and time. However, derivatives…

Numerical Analysis · Mathematics 2026-03-10 Pavel Komarov , Floris van Breugel , J. Nathan Kutz

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

Without question regarding its pivotal significance, the computation of function derivatives carries substantial weight within a multitude of engineering and applied mathematical fields. These encompass optimization, the development of…

Optimization and Control · Mathematics 2025-07-14 Hamidreza Moradi , Hamideh Hossei

Scientific studies often require the precise calculation of derivatives. In many cases an analytical calculation is not feasible and one resorts to evaluating derivatives numerically. These are error-prone, especially for higher-order…

High Energy Physics - Phenomenology · Physics 2010-05-28 Mathias Wagner , Andrea Walther , Bernd-Jochen Schaefer

Derivatives play a critical role in computational statistics, examples being Bayesian inference using Hamiltonian Monte Carlo sampling and the training of neural networks. Automatic differentiation is a powerful tool to automate the…

Mathematical Software · Computer Science 2019-03-27 Charles C. Margossian

Real-world large-scale datasets usually contain noisy labels and are imbalanced. Therefore, we propose derivative manipulation (DM), a novel and general example weighting approach for training robust deep models under these adverse…

Machine Learning · Computer Science 2020-10-06 Xinshao Wang , Elyor Kodirov , Yang Hua , Neil M. Robertson

A functional data depth provides a center-outward ordering criterion which allows the definition of measures such as median, trimmed means, central regions or ranks in a functional framework. A functional data depth can be global or local.…

Methodology · Statistics 2018-07-06 Carlo Sguera , Rosa E. Lillo

If several independent algorithms for a computer-calculated quantity exist, then one can expect their results (which differ because of numerical errors) to follow approximately Gaussian distribution. The mean of this distribution,…

General Mathematics · Mathematics 2017-07-03 Andrej Liptaj

The differentiable programming paradigm is a cornerstone of modern scientific computing. It refers to numerical methods for computing the gradient of a numerical model's output. Many scientific models are based on differential equations,…

Forecast verification plays a crucial role in the development cycle of operational numerical weather prediction models. At the same time, verification remains a challenge as the traditionally used non-spatial forecast quality metrics…

Atmospheric and Oceanic Physics · Physics 2026-05-25 Gregor Skok , Katarina Kosovelj

Machine learning (ML) has employed various discretization methods to partition numerical attributes into intervals. However, an effective discretization technique remains elusive in many ML applications, such as association rule mining.…

Machine Learning · Computer Science 2023-11-07 Minakshi Kaushik , Rahul Sharma , Dirk Draheim

We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such…

Numerical Analysis · Mathematics 2016-02-17 Philipp Hennig , Michael A Osborne , Mark Girolami

In some real world applications, such as spectrometry, functional models achieve better predictive performances if they work on the derivatives of order m of their inputs rather than on the original functions. As a consequence, the use of…

Statistics Theory · Mathematics 2011-05-04 Fabrice Rossi , Nathalie Villa-Vialaneix

Computing derivatives of noisy measurement data is ubiquitous in the physical, engineering, and biological sciences, and it is often a critical step in developing dynamic models or designing control. Unfortunately, the mathematical…

Dynamical Systems · Mathematics 2020-09-09 Floris van Breugel , J. Nathan Kutz , Bingni W. Brunton

This overview is devoted to splitting methods, a class of numerical integrators intended for differential equations that can be subdivided into different problems easier to solve than the original system. Closely connected with this class…

Numerical Analysis · Mathematics 2024-05-08 Sergio Blanes , Fernando Casas , Ander Murua

Splitting methods constitute a widely used class of numerical integrators for ordinary and partial differential equations, particularly well suited to problems that can be decomposed into simpler subproblems. High-order splitting schemes…

Numerical Analysis · Mathematics 2026-04-02 Fernando Casas , Ander Murua

The numerical integration method has been routinely used to produce global standard gravitational models from satellite tracking measurements of CHAMP/GRACE types. It is implemented by solving the differential equations of the partial…

Geophysics · Physics 2019-09-26 Peiliang Xu
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