Neural Ordinary Differential Equations

We introduce a technique that enables Neural-ODEs to approximate arbitrary velocity fields with a priori planted fixed-points. Specifically, a recipe is given to explicitly accommodate for a finite collection of points in the reference multi-dimensional space of the Neural-ODE where the velocity field is exactly equal to zero. In this way, the gradient-based training is rigorously constrained inside the prescribed hypothesis class while leaving the expressive power of the Neural-ODE unaltered. We rigorously prove the universality of the Neural-ODE under any local constraints in the velocity field and give a computationally convenient way of imposing the fixed points. Our method is then tested on two paradigmatic physical models.

[Abridged] Using a Large Language Model (LLM) as an automatic rater (LLM-as-a-judge) is cheap but potentially biased: some judges run lenient, others strict, the middle of the scale gets compressed, and verbose answers may be over-rewarded. A common remedy is post-hoc calibration: leave the cheap judge in place and, on a modest set of paired anchors, fit a transformation from raw judge scores to an estimate of the human rating. We compare two correctors that take opposing views on how this mapping should be modeled: a parametric, small-anchor hierarchical Bayesian linear correction with per-score uncertainty, and a non-parametric Neural-ODE (FFJORD) score-transport flow. Both are run head-to-head on UltraFeedback fine-grained_score (1700 paired examples, 200 held out), with calibration split into three operational sub-questions: population-mean recovery, per-item accuracy, and distributional-shape match. The headline result is that the choice between methods is primarily a data-budget question. Both correctors close the raw $+0.71$-point mean offset to within $\pm 0.08$ of the GPT-4 reference, at 100 and at 1500 anchors. Past that, the methods swap roles. With 100 anchors, the linear corrector reconstructs the human-score distribution roughly twice as well by KL divergence (0.031 vs. 0.058) and ties the flow on MAE. With 1500 anchors the flow wins on every metric (MAE 0.320 vs. 0.359, Pearson 0.922 vs. 0.896, KL 0.026 vs. 0.037). The Bayesian linear corrector saturates well below 1500 anchors: residual $\tanh$-shaped non-linearity is, by construction, structure a linear correction cannot fit. The flow keeps improving as labels grow. We translate these findings into an explicit decision rule for production deployments.

Recovering continuous-time dynamics from discrete observations is difficult because local supervision (e.g., pointwise regression targets, derivative approximations, or equation residuals) loses fidelity as the observation interval grows. We replace local supervision with a global structural constraint: any flow representing autonomous dynamics must satisfy the semi-group property under time translation. We train a time-conditioned secant velocity field whose deviation from this property, which we call Symmetry Rupture, serves two purposes. As a training regularizer, it confines the hypothesis space to flows that compose consistently across temporal scales. As an inference oracle, it lets the solver select the largest step size that preserves internal consistency, replacing the local truncation error that conventional adaptive solvers depend on. On the diffusion-reaction benchmark under time-informed inference, our method reduces rollout RMSE by 87% while using 5x fewer function evaluations than a Neural ODE baseline. In the more demanding direct auto-regressive setting, where the model must predict distant future frames without intermediate temporal cues, our adaptive solver allocates compute based on local geometric complexity -- maintaining the lowest rollout RMSE on two of three PDE benchmarks while baselines either diverge or require up to an order of magnitude more function evaluations to remain stable.

The optimisation of fed-batch (bio)chemical process recipes is subject to inherent, underlying, and unmeasurable fluctuations across batches, whose trajectories are difficult to model and costly to measure. Bayesian Optimisation (BayesOpt) is a powerful tool for sampling and optimisation of expensive-to-measure functions. Gaussian Processes (GPs), the surrogate models used in BayesOpt, are static, forecast poorly, and lack generalisation across experiments, limiting their applicability to time-varying batch processes with stochastic parameters, i.e., process fluctuations. This work investigates System-Aware Neural ODE Processes (SANODEP) as a meta-learning model to overcome the limitations of GPs and increase few-shot optimisation performance in BayesOpt. Using a penicillin batch production case study, we find that SANODEP outperforms GP-based BayesOpt in the low-data regime, resulting in improved objectives when few experimental runs are performed. These improvements are observed in both on- and off-distribution batches, highlighting the generalisation capabilities of SANODEP. Using this approach, batch process operators can accelerate the initial optimisation steps in BayesOpt by deploying meta-learning or optimise the process with fewer experiments when the experimental cost is high.

From neural ODEs to continuous-time machine learning, differentiable solvers allow physics, optimization, and simulation to become trainable components within deep learning systems. This has opened the path to a new generation of deep learning frameworks for scientific computing, with many promising applications still emerging. In this paper, we integrate a differentiable chemistry solver into a modified physics-informed neural network to solve parameterized reaction systems that are inherently stiff. The proposed framework introduces several key components required to overcome limitations of standard physics-informed neural networks. These include a differentiable chemistry solver, a network architecture for parameterized solutions, and residual weighting tailored to stiff reactions. We evaluate the framework on a set of differential equations related to hydrogen combustion, which include initial/boundary value problems, inverse parameter identification, and a parameterized partial differential equation. Our results highlight the ability of the proposed approach to extend physics-informed neural networks to stiff chemical systems that were previously inaccessible.

We introduce \emph{Dynamical Physics-Modeled Neural Networks} (DynPMNNs), a continuous-time deep learning architecture in which each hidden layer is defined as the solution of an ordinary differential equation. Unlike classical feed-forward networks, this approach replaces static activation functions with time-evolving dynamical systems, providing a biologically inspired interpretation of hidden-layer behavior and enabling the integration of physically meaningful models. The framework is rigorously grounded in Reproducing Kernel Banach Spaces (RKBSs), allowing DynPMNNs to be characterized as finite-dimensional solutions of an abstract training problem and revealing structural connections with standard neural networks. We present a concrete implementation based on the FitzHugh--Nagumo model for neuronal activation, where numerical ODE solvers are embedded into the computational graph via Euler-type schemes. Both network weights and dynamical parameters are trained jointly. Through experiments on the California Housing dataset, we compare DynPMNNs with Neural ODEs (NODEs) and Closed-form Continuous-Time Networks (CfCs). Despite using fewer trainable parameters, DynPMNNs achieve competitive performance. These results position DynPMNNs as a principled bridge between dynamical systems and deep learning, with promising directions for further research in expressivity, stability, and physics-based modeling.

Spatiotemporal forecasting in physical systems, such as large-scale traffic networks, requires modeling a dual dynamic: continuous macroscopic rhythms and discrete, unpredictable microscopic shocks. While Neural Ordinary Differential Equations (ODEs) excel at capturing smooth evolution, their inherent Lipschitz continuity constraints inevitably cause severe over-smoothing when confronting abrupt anomalies. Recent physics-informed methods attempt to bypass this by penalizing numerical integration errors to enforce manifold smoothness. However, we mathematically reveal that such rigid regularization inherently triggers gradient conflicts and ``attention collapse,'' stripping the model of its sensitivity to anomalies. To resolve this continuity-shock dilemma, we propose Local Truncation Error-Guided Neural ODEs (LTE-ODE). Rather than treating numerical error as a nuisance to be eliminated, we innovatively repurpose the Local Truncation Error (LTE) as an unsupervised forward inductive bias. By mapping the LTE into a dynamic spatial attention mask, our architecture gracefully preserves high-precision continuous ODE evolution in stable regions, while adaptively triggering a discrete compensation branch exclusively at shock points. Trained purely end-to-end without manifold penalties, LTE-ODE achieves state-of-the-art performance on multiple large-scale benchmarks, exhibiting exceptional robustness against highly non-linear fluctuations. Furthermore, our ablation on integration steps demonstrates high deployment flexibility, allowing the model to seamlessly adapt to varying hardware memory constraints in real-world applications.

Many physical AI tasks require sequential implicit computation: at each step, boundary controls are applied, and the resulting configuration is obtained by solving an equilibrium problem. This setting arises naturally in deformable object manipulation, where even bending a deformable linear object (DLO) to a target shape can be nonlinear and multistable: identical boundary conditions may produce different configurations depending on actuation history. Unlike explicit transition models, the control-to-configuration relation is implicit and history-dependent, making long-horizon learning and control brittle; backpropagating through iterative solves is also memory- and compute-intensive. We propose Neural Control, a boundary-control framework that propagates gradients through branch-dependent sequences of equilibrium solves rather than a single fixed point. Neural Control computes trajectory-dependent proxy gradients by differentiating equilibrium conditions with an adjoint formulation, avoiding solver unrolling while keeping forward rollouts on converged equilibria. Combined with receding-horizon continuation, Neural Control re-anchors optimization to realized equilibria and mitigates basin switching. We validate Neural Control on simulated and real DLO manipulation, compare against SPSA and iCEM, and demonstrate applicability to a learned DEQ-style implicit equilibrium model.

Model Predictive Path Integral (MPPI) control is a powerful sampling-based strategy for nonlinear autonomous systems. However, its performance is often bottlenecked by the fidelity of nominal dynamics. We propose ICODE-MPPI, a robust framework that leverages Input Concomitant Neural Ordinary Differential Equations (ICODEs) to learn and compensate for unmodeled residual dynamics. Unlike discrete-time learners, ICODEs maintain physical consistency and temporal continuity during the MPPI prediction horizon. High-fidelity simulations on complex trajectories demonstrate that ICODE-MPPI achieves up to a 69% reduction in cross-tracking error under persistent disturbances compared to standard MPPI control. Furthermore, our analysis confirms that ICODE-MPPI significantly suppresses control chattering, yielding smoother steering commands and superior robust performance.

Operational weather prediction has long relied on physics-based numerical weather prediction (NWP), whose accuracy comes at the cost of substantial compute and complex simulation workflows. Recent transformer-based forecasters offer efficient data-driven alternatives, however transformers are physics-agnostic models. Additionally, standard transformer encoders evolve representations through discrete layer updates that may be less suited to modeling smooth latent dynamics. In this work, we propose a continuous-depth transformer encoder for weather forecasting that integrates Neural Ordinary Differential Equation (Neural ODE) dynamics within each encoder block. Specifically, we replace discrete residual updates with ODE-based updates solved using adaptive numerical integration. We also introduce a two-branch attention module that combines conventional patch-wise self-attention with an auxiliary branch that applies a derivative operator to attention logits, providing an additional change-sensitive interaction signal. To further align forecasts with governing principles, we propose a customized physics-informed training objective that enforces physical consistency as a soft constraint. We evaluate the proposed method against a standard discrete transformer baseline and an existing continuous-time Neural ODE forecasting variant, demonstrating the importance of PINN-Cast in short term weather forecasting.

Digital twins provide a powerful paradigm for diagnostic and prognostic tasks in the monitoring and control of engineered systems; however, their deployment for complex structures remains challenged by model-form uncertainty, arising from unknown nonlinear dynamics, and by sparse sensing. These limitations hinder reliable online state estimation using either purely physics-based or purely data-driven approaches. This work introduces the Physics-Guided Graph Neural ODE (PiGGO) framework, a physics-informed, graph-based Bayesian state estimation approach in which a learned graph neural ordinary differential equation (GNODE) serves as the continuous-time state-transition model within an extended Kalman filter. The graph representation explicitly defines the system state-space, while physics-guided inductive biases encode known structural relationships and constrain the learning of nonlinear dynamics. By integrating graph-native learned dynamics with recursive Bayesian filtering, the proposed PiGGO framework enables online virtual sensing and uncertainty-aware state estimation for nonlinear systems with unknown model form, while maintaining generalisation across topologically similar structures. Numerical case studies demonstrate improved robustness to model uncertainty and measurement noise, outperforming both open-loop graph neural models and conventional filtering approaches in online prediction tasks.

Causal inference in continuous-time sequential decision problems is challenged by hidden confounders. We show that, in latent state-space models with time-varying interventions, observability of the latent dynamics from observed data is necessary for identifying dynamic treatment effects, linking control-theoretic observability to causal identifiability, even when hidden confounders affect both treatments and outcomes. We derive a continuous-time adjustment formula expressing potential outcome distributions under treatment trajectories via the measurement model, latent dynamics, and the filtering distribution over latent states given observed histories. We propose Observable Neural ODEs (ObsNODEs), Neural ODE models in observable normal form for causal forecasting. ObsNODEs learn continuous-time dynamics with states reconstructible from observations, enabling outcome prediction under alternative treatment paths. Experiments on synthetic cancer data, semi-synthetic data based on MIMIC-IV, and real-world sepsis data show strong performance over recent sequence models.

Graph neural ordinary differential equations (Graph ODEs) extend graph learning from discrete message-passing layers to continuous-time representation flows. While it supports adaptive long-range propagation, we show that Graph ODEs with strictly positive irreducible mixing operators face an inherent \emph{monostability trap}: in the long-time regime, information leakage is unavoidable and the dynamics converge to a single global consensus attractor. We propose the \textbf{Hysteresis Graph ODE (HGODE)}, which couples feature evolution with a latent topological potential driven by a learned pairwise force. A double-well edge potential and bipolarized gate allow edge states to polarize into connected or insulated phases while preserving differentiability. We provide asymptotic analysis of the collapse mechanism and the proposed hysteretic topology dynamics, and validate HGODE on theory-driven synthetic diagnostics and real-world graph benchmarks.

Graph neural Ordinary Differential Equations (ODE) combine neural ODE with the message passing mechanism of Graph Neural Networks (GNN), providing a continuous-time modeling method for graph representation learning. However, in dynamic graph scenarios, existing graph neural ODEs typically employ a unified message passing mechanism, assuming that inter-node interactions share the same message passing function at any time, which makes it challenging to capture the diversity and time-varying nature of inter-node interaction patterns. To address this, we propose Time-varying Interaction Graph Ordinary Differential Equations (TI-ODE). The core idea of TI-ODE is to decompose the evolution function of a graph ODE into a set of learnable interaction basis functions, where each basis function corresponds to a distinct type of inter-node interaction. These basis functions are dynamically combined through time-dependent learnable weights, enabling inter-node interaction patterns to adaptively evolve over time. Experimental results on six dynamic graph datasets demonstrate that TI-ODE consistently outperforms existing methods and achieves state-of-the-art performance on attribute prediction tasks, and experiments on the \textit{Covid} dataset further verify the interpretability and generalizability of our TI-ODE. Furthermore, we demonstrate both theoretically and empirically that TI-ODE exhibits superior robustness compared to models utilizing a unified message-passing mechanism.

Nonlinear system identification must balance physical interpretability with model flexibility. Classical methods yield structured, control-relevant models but rely on rigid parametric forms that often miss complex nonlinearities, whereas Neural ODEs are expressive yet largely black-box. Physics-Informed Neural Networks (PINNs) sit between these extremes, but inverse PINNs typically assume a known governing equation with fixed coefficients, leading to identifiability failures when the true dynamics are unknown or state-dependent. We propose \textbf{SOLIS}, which models unknown dynamics via a \emph{state-conditioned second-order surrogate model} and recasts identification as learning a Quasi-Linear Parameter-Varying (Quasi-LPV) representation, recovering interpretable natural frequency, damping, and gain without presupposing a global equation. SOLIS decouples trajectory reconstruction from parameter estimation and stabilizes training with a cyclic curriculum and \textbf{Local Physics Hints} windowed ridge-regression anchors that mitigate optimization collapse. Experiments on benchmarks show accurate parameter-manifold recovery and coherent physical rollouts from sparse data, including regimes where standard inverse methods fail.

Longitudinal neuroimaging is essential for modeling disease progression in Alzheimer's disease (AD), yet irregular sampling and missing visits pose substantial challenges for learning reliable temporal representations. To address this challenge, we propose SDE-HGNN, a stochastic differential equation (SDE)-driven spatio-temporal hypergraph neural network for irregular longitudinal fMRI connectome modeling. The framework first employs an SDE-based reconstruction module to recover continuous latent trajectories from irregular observations. Based on these reconstructed representations, dynamic hypergraphs are constructed to capture higher-order interactions among brain regions over time. To further model temporal evolution, hypergraph convolution parameters evolve through SDE-controlled recurrent dynamics conditioned on inter-visit intervals, enabling disease-stage-adaptive connectivity modeling. We also incorporate a sparsity-based importance learning mechanism to identify salient brain regions and discriminative connectivity patterns. Extensive experiments on the OASIS-3 and ADNI cohorts demonstrate consistent improvements over state-of-the-art graph and hypergraph baselines in AD progression prediction. The source code is available at https://anonymous.4open.science/r/SDE-HGNN-017F.

A novel convolutional autoencoder and neural ODE (CAE-NODE) framework is proposed for a reduced-order model (ROM) applied to transient 2D counterflow flames, as an extension of AE-NODE methods in homogeneous reactive systems to spatially resolved flows. The multidimensional thermochemical fields (256 x 256 grid, 21 variables) obtained from direct numerical simulations (DNS) are used in training the CAE, where convolutional layers learned the underlying spatial correlations, allowing the CAE to construct an unsupervised 3D latent manifold that is physically meaningful, smooth, and continuous in time. This results in a compression ratio of over 400,000 times. The NODE then subsequently learns the continuous-time dynamics on the latent manifold, enabling the prediction of the full temporal evolution of the flames by integrating forward in time from an initial condition. The results demonstrate that the CAE-NODE can accurately capture the entire transient process, including ignition, flame propagation, and the gradual transition to a non-premixed condition, with excellent agreement with the DNS, while adhering to conservation principles at virtually no computational cost compared to the reference DNS. Predictions remain accurate at strain rates outside the training range. Moreover, despite being unsupervised, the learned latent manifold is highly correlated with the flame-state descriptors such as the progress variable, mixture fraction, and the scalar dissipation rate. This study, for the first time, highlights the potential of CAE-NODE for surrogate modeling of unsteady dynamics of multi-dimensional reacting flows.

Generalizing neural surrogate models across different PDE parameters remains difficult because changes in PDE coefficients often make learning harder and optimization less stable. The problem becomes even more severe when the model must also predict beyond the training time range. Existing methods usually cannot handle parameter generalization and temporal extrapolation at the same time. Standard parameterized models treat time as just another input and therefore fail to capture intrinsic dynamics, while recent continuous-time latent methods often rely on expensive test-time auto-decoding for each instance, which is inefficient and can disrupt continuity across the parameterized solution space. To address this, we propose Disentangled Latent Dynamics Manifold Fusion (DLDMF), a physics-informed framework that explicitly separates space, time, and parameters. Instead of unstable auto-decoding, DLDMF maps PDE parameters directly to a continuous latent embedding through a feed-forward network. This embedding initializes and conditions a latent state whose evolution is governed by a parameter-conditioned Neural ODE. We further introduce a dynamic manifold fusion mechanism that uses a shared decoder to combine spatial coordinates, parameter embeddings, and time-evolving latent states to reconstruct the corresponding spatiotemporal solution. By modeling prediction as latent dynamic evolution rather than static coordinate fitting, DLDMF reduces interference between parameter variation and temporal evolution while preserving a smooth and coherent solution manifold. As a result, it performs well on unseen parameter settings and in long-term temporal extrapolation. Experiments on several benchmark problems show that DLDMF consistently outperforms state-of-the-art baselines in accuracy, parameter generalization, and extrapolation robustness.

A growing number of neural architectures have been proposed to enforce geometric constraints, including projection-based networks, exponential-map updates, constrained output layers, and manifold neural ODEs. We provide a unified framework for these geometry-preserving architectures by organizing them according to where and how constraints are enforced, either throughout the intermediate layers or only at the final output. This perspective reveals several gaps in the existing theory. To address these gaps, we prove high-level approximation theorems for projected neural ODEs, intermediate augmented architectures, and final augmented architectures on prox-regular constraint sets, including smooth manifolds with boundary. Numerical experiments on synthetic dynamics over S^2, the disk, SO(3), together with real-world protein backbone data on SE(3), demonstrate exact feasibility for analytic updates and show that the final augmentation have simpler architecture and outperform in most tasks considered. When the constraint set is unknown, we learn projections via small-time heat-kernel limits, showing diffusion/flow-matching can be used as data-based projections. Moreover, we also the demonstrate the usefulness of the architectures that enforce non-convex constraints for path planning on manifolds with boundary.

Neural Controlled Differential Equations (Neural CDEs) provide a powerful continuous-time framework for sequence modeling, yet the roughness of the driving control path often restricts their efficiency. Standard splines introduce high-frequency variations that force adaptive solvers to take excessively small steps, driving up the Number of Function Evaluations (NFE). We propose a novel approach to Neural CDE path construction that replaces exact interpolation with Kernel and Gaussian Process (GP) smoothing, enabling explicit control over trajectory regularity. To recover details lost during smoothing, we propose an attention-based Multi-View CDE (MV-CDE) and its convolutional extension (MVC-CDE), which employ learnable queries to inform path reconstruction. This framework allows the model to distribute representational capacity across multiple trajectories, each capturing distinct temporal patterns. Empirical results demonstrate that our method, MVC-CDE with GP, achieves state-of-the-art accuracy while significantly reducing NFEs and total inference time compared to spline-based baselines.

Time series generation (TSG) is widely used across domains, yet most existing methods assume regular sampling and fixed output resolutions. These assumptions are often violated in practice, where observations are irregular and sparse, while downstream applications require continuous and high-resolution TS. Although Neural Controlled Differential Equation (NCDE) is promising for modeling irregular TS, it is constrained by a single dynamics function, tightly coupled optimization, and limited ability to adapt learned dynamics to newly generated samples from the generative model. We propose Diff-MN, a continuous TSG framework that enhances NCDE with a Mixture-of-Experts (MoE) dynamics function and a decoupled architectural design for dynamics-focused training. To further enable NCDE to generalize to newly generated samples, Diff-MN employs a diffusion model to parameterize the NCDE temporal dynamics parameters (MoE weights), i.e., jointly learn the distribution of TS data and MoE weights. This design allows sample-specific NCDE parameters to be generated for continuous TS generation. Experiments on ten public and synthetic datasets demonstrate that Diff-MN consistently outperforms strong baselines on both irregular-to-regular and irregular-to-continuous TSG tasks. The code is available at the link https://github.com/microsoft/TimeCraft/tree/main/Diff-MN.

The accurate forecasting of complex, high-dimensional dynamical systems from observational data is a fundamental task across numerous scientific and engineering disciplines. A significant challenge arises from noise-corrupted measurements, which severely degrade the performance of data-driven models. In chaotic dynamical systems, where small initial errors amplify exponentially, it is particularly difficult to develop a model from noisy data that achieves short-term accuracy while preserving long-term invariant properties. To overcome this, we consider the weak formulation as a complementary approach to the classical $L2$-loss function for training models of dynamical systems. We empirically verify that the weak formulation, with a proper choice of test function and integration domain, effectively filters noisy data. This insight explains why a weak form loss function is analogous to fitting a model to filtered data and provides a practical way to parameterize the weak form. Subsequently, we demonstrate how this approach overcomes the instability and inaccuracy of standard Neural ODE (NODE) in modeling chaotic systems. Through numerical examples, we show that our proposed training strategy, the Weak Penalty NODE, is computationally efficient, solver-agnostic, and yields accurate and robust forecasts across benchmark chaotic systems and a real-world climate dataset.

Deep learning has become a pivotal technology in fields such as computer vision, scientific computing, and dynamical systems, significantly advancing these disciplines. However, neural Networks persistently face challenges related to theoretical understanding, interpretability, and generalization. To address these issues, researchers are increasingly adopting a differential equations perspective to propose a unified theoretical framework and systematic design methodologies for neural networks. In this paper, we provide an extensive review of deep neural network architectures and dynamic modeling methods inspired by differential equations. We specifically examine deep neural network models and deterministic dynamical network constructs based on ordinary differential equations (ODEs), as well as regularization techniques and stochastic dynamical network models informed by stochastic differential equations (SDEs). We present numerical comparisons of these models to illustrate their characteristics and performance. Finally, we explore promising research directions in integrating differential equations with deep learning to offer new insights for developing intelligent computational methods that boast enhanced interpretability and generalization capabilities.

Handling missing data in time series classification remains a significant challenge in various domains. Traditional methods often rely on imputation, which may introduce bias or fail to capture the underlying temporal dynamics. In this paper, we propose TANDEM (Temporal Attention-guided Neural Differential Equations for Missingness), an attention-guided neural differential equation framework that effectively classifies time series data with missing values. Our approach integrates raw observation, interpolated control path, and continuous latent dynamics through a novel attention mechanism, allowing the model to focus on the most informative aspects of the data. We evaluate TANDEM on 30 benchmark datasets and a real-world medical dataset, demonstrating its superiority over existing state-of-the-art methods. Our framework not only improves classification accuracy but also provides insights into the handling of missing data, making it a valuable tool in practice.

Neural differential equations offer a powerful approach for learning dynamical systems from data. However, they do not inherently respect known constraints, such as conservation laws, that should be obeyed by the learned dynamics. It is well known that enforcing constraints in data-driven models can enhance their generalizability and numerical stability. In this paper, we introduce projected neural differential equations (PNDEs), a method for constraining neural differential equations based on projection of the predicted velocities onto the tangent space of the manifold that fulfills the constraint. In tests on several examples from different fields, including chaotic dynamical systems and power grid models, PNDEs outperform existing methods for constraining learned dynamics, require fewer hyperparameters, and are computationally more efficient. The proposed approach demonstrates potential for enhancing the modeling of constrained dynamical systems, particularly in domains where accuracy and reliability are essential.

We propose a framework for training neural network controllers with certified robust forward invariant polytopes. First, we parameterize a family of lifted control systems in a higher dimensional space, where the original neural controlled system evolves on an invariant subspace of each lifted system. We use interval analysis and neural network verifiers to further construct a family of lifted embedding systems, carefully capturing the knowledge of this invariant subspace. If the vector field of any lifted embedding system satisfies a sign constraint at a single point, then a certain convex polytope of the original system is robustly forward invariant. Treating the neural network controller and the lifted system parameters as variables, we propose an algorithm to train controllers with certified forward invariant polytopes in the closed-loop control system. Through two examples, we demonstrate how the simplicity of the sign constraint allows our approach to scale with system dimension to over $50$ states, and outperform state-of-the-art Lyapunov-based sampling approaches in runtime.

Irregular sampling intervals and missing values in real-world time series data present challenges for conventional methods that assume consistent intervals and complete data. Neural Ordinary Differential Equations (Neural ODEs) offer an alternative approach, utilizing neural networks combined with ODE solvers to learn continuous latent representations through parameterized vector fields. Neural Stochastic Differential Equations (Neural SDEs) extend Neural ODEs by incorporating a diffusion term, although this addition is not trivial, particularly when addressing irregular intervals and missing values. Consequently, careful design of drift and diffusion functions is crucial for maintaining stability and enhancing performance, while incautious choices can result in adverse properties such as the absence of strong solutions, stochastic destabilization, or unstable Euler discretizations, significantly affecting Neural SDEs' performance. In this study, we propose three stable classes of Neural SDEs: Langevin-type SDE, Linear Noise SDE, and Geometric SDE. Then, we rigorously demonstrate their robustness in maintaining excellent performance under distribution shift, while effectively preventing overfitting. To assess the effectiveness of our approach, we conduct extensive experiments on four benchmark datasets for interpolation, forecasting, and classification tasks, and analyze the robustness of our methods with 30 public datasets under different missing rates. Our results demonstrate the efficacy of the proposed method in handling real-world irregular time series data.

Real-world time series analysis faces significant challenges when dealing with irregular and incomplete data. While Neural Differential Equation (NDE) based methods have shown promise, they struggle with limited expressiveness, scalability issues, and stability concerns. Conversely, Neural Flows offer stability but falter with irregular data. We introduce 'DualDynamics', a novel framework that synergistically combines NDE-based method and Neural Flow-based method. This approach enhances expressive power while balancing computational demands, addressing critical limitations of existing techniques. We demonstrate DualDynamics' effectiveness across diverse tasks: classification of robustness to dataset shift, irregularly-sampled series analysis, interpolation of missing data, and forecasting with partial observations. Our results show consistent outperformance over state-of-the-art methods, indicating DualDynamics' potential to advance irregular time series analysis significantly.

We show that using autonomous-flow-based generation, one can universally approximate orientation-preserving diffeomorphisms defined on the cube by Neural ODEs with rate $\mathcal{O}(P^{-1/d})$ with $P$ parameters. On the other hand, we show that by using only a single autonomous flow, the class of Neural ODEs is nowhere dense on the cube in dimension $d \ge 2$ . Under a compact-support$_\mathrm{id}$ condition on $(0,1)^d$, we show that using autonomous-flow-based generation, one can universally approximate compactly supported$_\mathrm{id}$ diffeomorphisms on $(0,1)^d$ for any dimension with rate $\mathcal{O}((\frac{P}{\log P})^{-2/d})$ with $P$ parameters and for compactly supported$_\mathrm{id}$ homeomorphisms on $(0,1)^d$ in dimension $d \geq 5$ with rate $\mathcal{O}(P^{-1/(d+1)})$ with $P$ parameters and by a composition of at most $I_d$ autonomous Neural ODEs with the same support$_\mathrm{id}$, where $I_d$ depends only on the dimension. Moreover, we show that the class of single autonomous flows compactly supported$_\mathrm{id}$ on $(0,1)^d$ is meagre in the space of compactly supported$_\mathrm{id}$ homeomorphisms on $(0,1)^d$ for $d\ge 2$. By linearly lifting the domain into one higher dimension, we obtain a universal approximation result for Lipschitz functions compactly supported on $(0,1)^d$ with rate $\mathcal{O}(P^{-1/(d+1)})$ with $P$ parameters.