Solving ODE/PDE with Neural Networks
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Differential equations and neural networks are naturally bonded. The best paper “Neural Ordinary Differential Equations” in NeurIPS 2018 caused a lot of attentions by utilizing ODE mechanisms when updating layer weights. On the other direction, there are also many research using neural network approaches to help investigate differential equations such as “Deep learning for universal linear embeddings of nonlinear dynamics”, “DGM: A deep learning algorithm for solving partial differential equations” or “Solving Irregular and Data-enriched Differential Equations using Deep Neural Networks”. In this post, I will make two toy examples to show the very the basic idea of using deep learning method for solving differential equations.