We present a method for learning latent stochastic differential equations (SDEs) from high dimensional time series data. Given a high-dimensional time series generated from a lower dimensional latent ...

In this research, nonlocal elasticity theory based on Euler-Bernoulli beam theory is used to formulate the equations. Differential quadrature method (DQM) is employed to solve the governing equations.

This repository contains a Python implementation for solving ordinary differential equations (ODEs) using various numerical methods, including the Euler method, Heun's method, the Midpoint method, and ...

The Euler-Maruyama method is applied to a simple stochastic differential equation (SDE) with discontinuous drift. Convergence aspects are investigated in the ca ...

Keywords: singularly perturbed delay differential equations, extended cubic B-spline collocation scheme, implicit Euler method, artificial viscosity, parabolic convection-diffusion, blending function ...

In this article, we proposed a robust numerical scheme to solve singularly perturbed differential equations involving spatial and temporal delays. The scheme is developed using the implicit Euler ...

Governing non-linear partial differential equation of Euler-Bernoulli's beam is reduced to a single non-linear ordinary differential equation using Galerkin method.