Ordinary Differential Equations

Also known as ODE

Latest papers

33 papers3 papers in the last four weeks, against 2 the four weeks before. 0.0% of all new papers.

Mar 2, 2026

On the Stability Connection Between Discrete-Time Algorithms and Their Resolution ODEs: Applications to Min-Max Optimisation

This work establishes a rigorous connection between stability properties of discrete-time algorithms (DTAs) and corresponding continuous-time dynamical systems derived through O(sr)O(s^r)-resolution ordinary differential equations (ODEs). We show that for discrete- and continuous-time dynamical systems satisfying a mild error assumption, exponential stability of a common equilibrium with respect to the continuous time dynamics implies exponential stability of the corresponding equilibrium for the discrete-time dynamics, provided that the step size is chosen sufficiently small. We extend this result to common compact invariant sets. We prove that if an equilibrium is exponentially stable for the O(sr)O(s^r)-resolution ODE, then it is also exponentially stable for the associated DTA. We apply this framework to analyse the limit point properties of several prominent optimisation algorithms, including Two-Timescale Gradient Descent--Ascent (TT-GDA), Generalised Extragradient (GEG), Two-Timescale Proximal Point (TT-PPM), Damped Newton (DN), Regularised Damped Newton (RDN), and the Jacobian method (JM), by studying their O(1)O(1)- and O(s)O(s)-resolution ODEs. We show that under a proper choice of hyperparameters, the set of saddle points of the objective function is a subset of the set of exponentially stable equilibria of GEG, TT-PPM, DN, and RDN. We relax the common Hessian invariance assumption through direct analysis of the resolution ODEs, broadening the applicability of our results. Numerical examples illustrate the theoretical findings.
Feb 16, 2026

Parameter-Minimal Neural DE Solvers via Horner Polynomials

We propose a parameter-minimal neural architecture for solving differential equations by restricting the hypothesis class to Horner-factorized polynomials, yielding an implicit, differentiable trial solution with only a small set of learnable coefficients. Initial conditions are enforced exactly by construction by fixing the low-order polynomial degrees of freedom, so training focuses solely on matching the differential-equation residual at collocation points. To reduce approximation error without abandoning the low-parameter regime, we introduce a piecewise ("spline-like") extension that trains multiple small Horner models on subintervals while enforcing continuity (and first-derivative continuity) at segment boundaries. On illustrative ODE benchmarks and a heat-equation example, Horner networks with tens (or fewer) parameters accurately match the solution and its derivatives and outperform small MLP and sinusoidal-representation baselines under the same training settings, demonstrating a practical accuracy-parameter trade-off for resource-efficient scientific modeling.
Jul 19, 2025

Artifacts of Numerical Integration in Learning Dynamical Systems

In many applications, one needs to learn a dynamical system from its solutions sampled at a finite number of time points. The learning problem is often formulated as an optimization problem over a chosen function class. However, in the optimization procedure, prediction data from generic dynamics requires a numerical integrator to assess the mismatch with the observed data. This paper reveals potentially serious effects of a chosen numerical scheme on the learning outcome. Specifically, the analysis demonstrates that a damped oscillatory system may be incorrectly identified as having "anti-damping" and exhibiting a reversed oscillation direction, even though it adequately fits the given data points. This paper shows that the stability region of the selected integrator will distort the nature of the learned dynamics. Crucially, reducing the step size or raising the order of an explicit integrator does not, in general, remedy this artifact, because higher-order explicit methods have stability regions that extend further into the right half complex plane. Furthermore, it is shown that the implicit midpoint method can preserve either conservative or dissipative properties from discrete data, offering a principled integrator choice even when the only prior knowledge is that the system is autonomous.