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Mechanistic models with differential equations are a key component of scientific applications of machine learning. Inference in such models is usually computationally demanding, because it involves repeatedly solving the differential…

机器学习 · 统计学 2022-07-06 Jonathan Schmidt , Nicholas Krämer , Philipp Hennig

Ordinary differential equations (ODEs) are the primary means to modelling dynamical systems in many natural and engineering sciences. The number of equations required to describe a system with high heterogeneity limits our capability of…

数学软件 · 计算机科学 2017-07-17 Andrea Vandin

Linear time-invariant (LTI) systems appear frequently in natural sciences and engineering contexts. Many LTI systems are described by ordinary differential equations (ODEs). For example, biological gene regulation, analog filter circuits,…

系统与控制 · 电气工程与系统科学 2019-12-18 Parker S. Ruth , Herbert M. Sauro

This paper studies the expressive and computational power of discrete Ordinary Differential Equations (ODEs), a.k.a. (Ordinary) Difference Equations. It presents a new framework using these equations as a central tool for computation and…

计算机科学中的逻辑 · 计算机科学 2022-09-27 Olivier Bournez , Arnaud Durand

Ordinary differential equations (ODEs) and ordinary difference systems (O$\Delta$Ss) invariant under the actions of the Lie groups $\mathrm{SL}_x(2)$, $\mathrm{SL}_y(2)$ and $\mathrm{SL}_x(2)\times\mathrm{SL}_y(2)$ of projective…

数学物理 · 物理学 2016-01-20 Rutwig Campoamor-Stursberg , Miguel A. Rodríguez , Pavel Winternitz

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…

数值分析 · 数学 2022-10-14 Stefano Pozza , Niel Van Buggenhout

The data-driven discovery of interpretable models approximating the underlying dynamics of a physical system has gained attraction in the past decade. Current approaches employ pre-specified functional forms or basis functions and often…

机器学习 · 计算机科学 2025-07-30 Rahul Golder , M. M. Faruque Hasan

Neural ordinary differential equations (Neural ODEs) is a class of machine learning models that approximate the time derivative of hidden states using a neural network. They are powerful tools for modeling continuous-time dynamical systems,…

机器学习 · 统计学 2024-07-16 Wenbo Hao

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…

机器学习 · 统计学 2021-10-25 Nicholas Krämer , Nathanael Bosch , Jonathan Schmidt , Philipp Hennig

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…

泛函分析 · 数学 2019-05-07 Nuno Costa Dias , Cristina Jorge , Joao Nuno Prata

Differential equations are frequently used in engineering domains, such as modeling and control of industrial systems, where safety and performance guarantees are of paramount importance. Traditional physics-based modeling approaches…

系统与控制 · 电气工程与系统科学 2020-11-30 Aaron Tuor , Jan Drgona , Draguna Vrabie

This papers studies the expressive and computational power of discrete Ordinary Differential Equations (ODEs). It presents a new framework using discrete ODEs as a central tool for computation and provides several implicit characterizations…

计算机科学中的逻辑 · 计算机科学 2018-10-09 Olivier Bournez , Arnaud Durand , Sabrina Ouazzani

These lecture notes provide an introduction to the theory and application of symmetry methods for ordinary differential equations, building on minimal prerequisites. Their primary purpose is to enable a quick and self-contained approach for…

经典分析与常微分方程 · 数学 2023-04-03 Sebastian Walcher

Data-driven modelling and scientific machine learning have been responsible for significant advances in determining suitable models to describe data. Within dynamical systems, neural ordinary differential equations (ODEs), where the system…

机器学习 · 计算机科学 2024-05-08 Gevik Grigorian , Sandip V. George , Simon Arridge

We observe that, up to conjugation, a majority of symmetric higher order ODEs (ordinary differential equations) and ODE systems have only fiber-preserving point symmetries. By exploiting Lie's classification of Lie algebras of vector…

微分几何 · 数学 2023-06-02 Boris Kruglikov , Eivind Schneider

Solving systems of non-autonomous ordinary differential equations (ODE) is a crucial and often challenging problem. Recently a new approach was introduced based on a generalization of the Volterra composition. In this work, we explain the…

数值分析 · 数学 2022-10-14 Stefano Pozza , Niel Van Buggenhout

High-quality ordinary differential equation (ODE) solver libraries have a long history, going back to the 1970s. Over the past several years we have implemented, on top of the PETSc linear and nonlinear solver package, a new…

Transformations of differential equations to other equivalent equations play a central role in many routines for solving intricate equations. A class of differential equations that are particularly amenable to solution techniques based on…

经典分析与常微分方程 · 数学 2020-05-21 Winter Sinkala

We study a class of linear ordinary differential equations (ODE)s with distributional coefficients. These equations are defined using an {\it intrinsic} multiplicative product of Schwartz distributions which is an extension of the…

经典分析与常微分方程 · 数学 2021-11-09 Nuno Costa Dias , Cristina Jorge , Joao Nuno Prata

Numerical simulation of ordinary differential equations (ODEs) can be challenging when the system exhibits high accelerations and rapidly changing dynamics. Under these conditions the ODE solver often needs to take very small time steps in…

数值分析 · 数学 2026-05-11 Andrew Tagg , Andrew Frandsen , Andrew Ning
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