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A method of representation of a solution as segments of the series in powers of the step of the independent variable is expanded for solving complex systems of ordinary differential equations (ODE): the Lorenz system and other systems. A…

数值分析 · 计算机科学 2014-05-26 Vladimir Aristov , Andrey Stroganov

First-order automatic differentiation is a ubiquitous tool across statistics, machine learning, and computer science. Higher-order implementations of automatic differentiation, however, have yet to realize the same utility. In this paper I…

统计计算 · 统计学 2019-01-01 Michael Betancourt

Learning underlying dynamics from data is important and challenging in many real-world scenarios. Incorporating differential equations (DEs) to design continuous networks has drawn much attention recently, however, most prior works make…

机器学习 · 计算机科学 2023-02-03 Yesom Park , Jaemoo Choi , Changyeon Yoon , Chang hoon Song , Myungjoo Kang

In this paper we consider a class of fourth order nonlinear integro-differential equations with Navier boundary conditions. By the reduction of the problem to operator equation we establish the existence and uniqueness of solution and…

数值分析 · 数学 2020-12-22 Dang Quang A , Dang Quang Long

We have been working in many aspects of the problem of analyzing, understanding and solving ordinary differential equations (first and second order). As we have extensively mentioned, while working in the Darboux type methods, the most…

数学物理 · 物理学 2011-04-27 L. G. S. Duarte , L. A. C. P. da Mota

In this short communication we introduce a rather simple autonomous system of 2 nonlinearly-coupled first-order Ordinary Differential Equations (ODEs), whose initial-values problem is explicitly solvable by algebraic operations. Its ODEs…

动力系统 · 数学 2023-06-22 Francesco Calogero , Farrin Payandeh

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 relations between solutions of the three types of totally linear partial differential equations of first order are presented. The approach is based on factorization of a non-homogeneous first order differential operator to products…

泛函分析 · 数学 2007-05-23 C. Viazminsky

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

We present an approach how to obtain solutions of arbitrary linear operator equation for unknown functions. The particular solution can be represented by the infinite operator series (Cyclic Operator Decomposition), which acts the…

谱理论 · 数学 2012-06-19 Ivan Gonoskov

Probabilistic numerical solvers for ordinary differential equations compute posterior distributions over the solution of an initial value problem via Bayesian inference. In this paper, we leverage their probabilistic formulation to…

机器学习 · 统计学 2021-10-22 Nathanael Bosch , Filip Tronarp , Philipp Hennig

A method for the numerical solution of variable order (VO) fractional differential equations (FDE) is presented. The method applies to linear as well as to nonlinear VO-FDEs. The Caputo type VO fractional derivative is employed. First, an…

数值分析 · 数学 2018-05-08 John T. Katsikadelis

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

We present an extension of a previously developed method employing the formalism of the fractional derivatives to solve new classes of integral equations. This method uses different forms of integral operators that generalizes the…

数学物理 · 物理学 2010-07-30 D. Babusci , G. Dattoli , D. Sacchetti

We introduce a first order method for solving very large convex cone programs. The method uses an operator splitting method, the alternating directions method of multipliers, to solve the homogeneous self-dual embedding, an equivalent…

最优化与控制 · 数学 2016-07-27 Brendan O'Donoghue , Eric Chu , Neal Parikh , Stephen Boyd

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

In this paper, we give explicit estimates that insure the existence of solutions for first order partial differential operators on compact manifolds, using a viscosity method. In the linear case, an explicit integral formula can be found,…

数学物理 · 物理学 2007-05-23 D. Holcman , I. Kupka

A development of an inverse first-order divided difference operator for functions of several variables is presented. Two generalized derivative-free algorithms builded up from Ostrowski's method for solving systems of nonlinear equations…

数值分析 · 数学 2011-10-12 Miquel Grau-Sánchez , Miquel Noguera , Sergio Amat

In this study, we propose high-order implicit and semi-implicit schemes for solving ordinary differential equations (ODEs) based on Taylor series expansion. These methods are designed to handle stiff and non-stiff components within a…

数值分析 · 数学 2024-09-19 S. Boscarino , E. Macca

A new method for finding first integrals of discrete equations is presented. It can be used for discrete equations which do not possess a variational (Lagrangian or Hamiltonian) formulation. The method is based on a newly established…

可精确求解与可积系统 · 物理学 2013-11-08 V. Dorodnitsyn , E. Kaptsov , R. Kozlov , P. Winternitz