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Partial Differential Equations (PDEs) describe several problems relevant to many fields of applied sciences, and their discrete counterparts typically involve the solution of sparse linear systems. In this context, we focus on the analysis…

数值分析 · 数学 2022-01-17 Antonella Galizia , Simone Cammarasana , Andrea Clematis , Giuseppe Patane'

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…

综合数学 · 数学 2026-01-23 Vladimir Kryzhniy

We introduce a high-order numerical scheme for fractional ordinary differential equations with the Caputo derivative. The method is developed by dividing the domain into a number of subintervals, and applying the quadratic interpolation on…

数值分析 · 数学 2020-02-25 Junying Cao , Zhenning Cai

Neural Ordinary Differential Equations (NODEs) have proven to be a powerful modeling tool for approximating (interpolation) and forecasting (extrapolation) irregularly sampled time series data. However, their performance degrades…

机器学习 · 计算机科学 2020-04-29 Hammad A. Ayyubi , Yi Yao , Ajay Divakaran

We present in this paper a detailed note on the computation of Puiseux series solutions of the Riccatti equation associated with a homogeneous linear ordinary differential equation. This paper is a continuation of [1] which was on the…

经典分析与常微分方程 · 数学 2008-02-20 Ali Ayad

Finite-sum optimization problems are ubiquitous in machine learning, and are commonly solved using first-order methods which rely on gradient computations. Recently, there has been growing interest in \emph{second-order} methods, which rely…

最优化与控制 · 数学 2017-03-09 Yossi Arjevani , Ohad Shamir

Training Neural ODEs requires backpropagating through an ODE solve. The state-of-the-art backpropagation method is recursive checkpointing that balances recomputation with memory cost. Here, we introduce a class of algebraically reversible…

机器学习 · 计算机科学 2025-01-30 Sam McCallum , James Foster

We describe a set of Gaussian Process based approaches that can be used to solve non-linear Ordinary Differential Equations. We suggest an explicit probabilistic solver and two implicit methods, one analogous to Picard iteration and the…

统计方法学 · 统计学 2014-08-19 David Barber

The use of neural networks to solve differential equations, as an alternative to traditional numerical solvers, has increased recently. However, error bounds for the obtained solutions have only been developed for certain equations. In this…

In this set of papers we formulate a stand alone method to derive maximal number of linearizing transformations for nonlinear ordinary differential equations (ODEs) of any order including coupled ones from a knowledge of fewer number of…

可精确求解与可积系统 · 物理学 2012-01-26 V. K. Chandrasekar , M. Senthilvelan , M. Lakshmanan

A new problem is studied, the concept of exactness of a second order nonlinear ordinary differential equations is established. A method is constructed to reduce this class into a first order equations. If the second order equation is not…

经典分析与常微分方程 · 数学 2019-08-17 R. AlAhmad , M. Al-Jararha , H. Almefleh

We discuss ordinary differential equations with delay and memory terms in Hilbert spaces. By introducing a time derivative as a normal operator in an appropriate Hilbert space, we develop a new approach to a solution theory covering…

经典分析与常微分方程 · 数学 2012-09-06 Anke Kalauch , Rainer Picard , Stefan Siegmund , Sascha Trostorff , Marcus Waurick

We show a general method allowing the solution calculation, in the form of a power series, for a very large class of nonlinear Ordinary Differential Equations (ODEs), namely the real analytic $\sigma\pi$-ODEs (and, more in general, the real…

动力系统 · 数学 2019-03-15 Francesco Carravetta

Neural ordinary differential equations (Neural ODEs) propose the idea that a sequence of layers in a neural network is just a discretisation of an ODE, and thus can instead be directly modelled by a parameterised ODE. This idea has had…

机器学习 · 计算机科学 2024-05-07 Christina Runkel , Ander Biguri , Carola-Bibiane Schönlieb

There are many methods for finding a particular solution to a nonhomogeneous linear ordinary differential equation (ODE) with constant coefficients. The method of undetermined coefficients, Laplace transform method and differential operator…

综合数学 · 数学 2021-03-08 Jozef Fecenko

Exploiting low-precision computations has become a standard strategy in deep learning to address the growing computational costs imposed by ever larger models and datasets. However, naively performing all computations in low precision can…

机器学习 · 计算机科学 2026-05-01 Elena Celledoni , Brynjulf Owren , Lars Ruthotto , Tianjiao Nicole Yang

Stiff ordinary differential equations (ODEs) play an important role in many scientific and engineering applications. Often, the dependence of the solution of the ODE on additional parameters is of interest, e.g.\ when dealing with…

数值分析 · 数学 2025-11-11 Idoia Cortes Garcia , P. Förster , W. Schilders , S. Schöps

Developing algorithms for solving high-dimensional partial differential equations (PDEs) has been an exceedingly difficult task for a long time, due to the notoriously difficult problem known as the "curse of dimensionality". This paper…

数值分析 · 数学 2020-07-17 Jiequn Han , Arnulf Jentzen , Weinan E

This paper introduces a fast and numerically stable algorithm for the solution of fourth-order linear boundary value problems on an interval. This type of equation arises in a variety of settings in physics and signal processing. Our method…

数值分析 · 计算机科学 2020-01-13 William Leeb , Vladimir Rokhlin

We propose an Extended Hybrid High-Order scheme for the Poisson problem with solution possessing weak singularities. Some general assumptions are stated on the nature of this singularity and the remaining part of the solution. The method is…

数值分析 · 数学 2022-05-16 Liam Yemm