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M12 · Differential Equations and Stochastic Calculus for ML

A free, illustrated L4 course of 8 modules in the Mathematics track. Modules include: Ordinary differential equations and flows; Numerical ODE solvers; Dynamical systems and stability.

M12 L4 · Expert 8 modules · about 32 lessons Planned · Ring 4

Part of the Mathematics track. Ships in Ring 4 (Expert) of the roadmap.

Modules

1. Ordinary differential equations and flows
2. Numerical ODE solvers
3. Dynamical systems and stability
4. Brownian motion and Ito calculus
5. Stochastic differential equations
6. Fokker-Planck equation and score functions
7. Neural ODEs and continuous normalizing flows
8. The SDE view of diffusion and flow matching

Signature illustrations

The pictures a learner should still see in their head a year later:

Phase portraits, particles following a vector field, noising and denoising trajectories, probability-flow ODE paths beside SDE paths.

Status

This course is planned, not written yet. It ships with Ring 4 (Expert).

Every lesson will follow the same twelve-part blueprint with at least three purpose-made figures. Watch the repository to hear when modules ship, or help write and review it.