arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2003.09573math.NAcs.NA
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深度欧拉方法:通过逼近欧拉法的局部截断误差求解常微分方程

Deep Euler method: solving ODEs by approximating the local truncation error of the Euler method

Xing Shen, Xiaoliang Cheng, Kewei Liang

摘要:

在本文中,我们提出了一种基于深度学习的方法,深度欧拉法(DEM)来解决常微分方程。离散元法通过深度神经网络逼近局部截断误差,以大步长获得高精度解,显著提高了欧拉法的精度。DEM中的深度神经网络在训练过程中是无网格的,并且在未测量区域中表现出良好的泛化能力。DEM可以很容易地与其他数值方法如龙格-库塔法相结合,得到更好的解。并对DEM的误差界和稳定性进行了讨论。

英文摘要:

In this paper, we propose a deep learning-based method, deep Euler method (DEM) to solve ordinary differential equations. DEM significantly improves the accuracy of the Euler method by approximating the local truncation error with deep neural networks which could obtain a high precision solution with a large step size. The deep neural network in DEM is mesh-free during training and shows good generalization in unmeasured regions. DEM could be easily combined with other schemes of numerical methods, such as Runge-Kutta method to obtain better solutions. Furthermore, the error bound and stability of DEM is discussed.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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