A Machine Learning-Based Data-Driven Optimisation Approach for Solving Differential Equations
Аннотация
The research presents a Machine Learning (ML) system to expedite numerical calculations of time-dependent Ordinary Differential Equations (ODE) and Partial Differential Equations (PDE). The approach involves reformulating current numerical methods as Artificial Neural Networks (ANNs) using trainable parameters. These variables are learned offline by minimising appropriate (potentially non-convex) loss functions using (stochastic) gradient descent methods. The suggested approach is intended to maintain consistency with the fundamental DE at all times. Numerical simulations involving linear and nonlinear ODE and PDE models achieve substantial computational speedups compared to conventional numerical methods.
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