Algorithms for Dynamical Systems and Differential Equations: Theory, Computation Innovations and Applications
A special issue of Algorithms (ISSN 1999-4893). This special issue belongs to the section "Algorithms for Multidisciplinary Applications".
Deadline for manuscript submissions: 31 March 2026 | Viewed by 442
Special Issue Editor
Interests: nonlinear dynamics; dynamical systems; bifurcation analysis; chaos theory; nonlinear analysis
Special Issues, Collections and Topics in MDPI journals
Special Issue Information
Dear Colleagues,
Dynamical systems and differential equations (DEs) form the backbone of modeling across various fields, including physics, engineering, biology, and finance. The analysis and simulation of such models require efficient algorithms that can handle high-dimensional complexity, nonlinearity, stochasticity, and chaotic behavior. Recent advances in algorithmic design, numerical analysis, and hybrid analytical–computational methods have opened new possibilities for understanding and solving challenging problems in this domain.
In this Special Issue, we aim to bring together high-quality contributions at the interface of algorithm development and dynamical system analysis. We invite researchers to present original research and reviews on novel algorithms, theoretical frameworks, and computational strategies that advance the study of nonlinear dynamical systems, DEs, and their wide-ranging applications.
We particularly encourage works that bridge analytical insights with algorithmic innovation, highlighting efficiency, robustness, and applicability to real-world problems.
Topics of Interest (but not limited to):
- Algorithmic approaches for solving nonlinear DEs;
- Analytical–computational hybrid methods for soliton theory, wave propagation, and pattern formation;
- Algorithms for bifurcation analysis, chaos detection, and stability in complex systems;
- Machine learning and data-driven algorithms for DEs and dynamical systems;
- Approximation algorithms for stochastic, fractional, and time-delay systems;
- High-performance computing algorithms for large-scale DE simulations;
- Algorithmic complexity and optimization in dynamical systems modeling;
- Iterative and optimization algorithms for eigenvalue problems in DEs and dynamical models.
Dr. Adil Jhangeer
Guest Editor
Manuscript Submission Information
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.
Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Algorithms is an international peer-reviewed open access monthly journal published by MDPI.
Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1800 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.
Keywords
- dynamical systems
- differential equations (DEs)
- numerical methods
- analytical solutions
- iterative algorithms
- optimization algorithms
- bifurcation and stability analysis
- high-performance simulations
- chaos and bifurcation algorithms
- symbolic computation for DEs
- fractional and stochastic DEs
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