ODEN: A Framework to Solve Ordinary Differential Equations using
Artificial Neural Networks
- URL: http://arxiv.org/abs/2005.14090v2
- Date: Mon, 1 Jun 2020 10:06:43 GMT
- Title: ODEN: A Framework to Solve Ordinary Differential Equations using
Artificial Neural Networks
- Authors: Liam L.H. Lau and Denis Werth
- Abstract summary: We prove a specific loss function, which does not require knowledge of the exact solution, to evaluate neural networks' performance.
Neural networks are shown to be proficient at approximating continuous solutions within their training domains.
A user-friendly and adaptable open-source code (ODE$mathcalN$) is provided on GitHub.
- Score: 0.0
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We explore in detail a method to solve ordinary differential equations using
feedforward neural networks. We prove a specific loss function, which does not
require knowledge of the exact solution, to be a suitable standard metric to
evaluate neural networks' performance. Neural networks are shown to be
proficient at approximating continuous solutions within their training domains.
We illustrate neural networks' ability to outperform traditional standard
numerical techniques. Training is thoroughly examined and three universal
phases are found: (i) a prior tangent adjustment, (ii) a curvature fitting, and
(iii) a fine-tuning stage. The main limitation of the method is the nontrivial
task of finding the appropriate neural network architecture and the choice of
neural network hyperparameters for efficient optimization. However, we observe
an optimal architecture that matches the complexity of the differential
equation. A user-friendly and adaptable open-source code (ODE$\mathcal{N}$) is
provided on GitHub.
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