Solving Differential Equations Using Neural Network Solution Bundles
Abstract
The time evolution of dynamical systems is frequently described by ordinary differential equations (ODEs), which must be solved for given initial conditions. Most standard approaches numerically integrate ODEs producing a single solution whose values are computed at discrete times. When many varied solutions with different initial conditions to the ODE are required, the computational cost can become significant. We propose that a neural network be used as a solution bundle, a collection of solutions to an ODE for various initial states and system parameters. The neural network solution bundle is trained with an unsupervised loss that does not require any prior knowledge of the sought solutions, and the resulting object is differentiable in initial conditions and system parameters. The solution bundle exhibits fast, parallelizable evaluation of the system state, facilitating the use of Bayesian inference for parameter estimation in real dynamical systems.
 Publication:

arXiv eprints
 Pub Date:
 June 2020
 arXiv:
 arXiv:2006.14372
 Bibcode:
 2020arXiv200614372F
 Keywords:

 Computer Science  Machine Learning;
 Physics  Computational Physics
 EPrint:
 21 pages, 12 figures, 10 tables