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We describe a neural-based method for generating exact or approximate solutions to differential equations in the form of mathematical expressions. Unlike other neural methods, our system returns symbolic expressions that can be interpreted directly. Our method uses a neural architecture for learning mathematical expressions to optimize a customizable objective, and is scalable, compact, and easily adaptable for a variety of tasks and configurations. The system has been shown to effectively find exact or approximate symbolic solutions to various differential equations with applications in natural sciences. In this work, we highlight how our method applies to partial differential equations over multiple variables and more complex boundary and initial value conditions.
We present a deep learning algorithm for the numerical solution of parametric families of high-dimensional linear Kolmogorov partial differential equations (PDEs). Our method is based on reformulating the numerical approximation of a whole family of
When neural networks are used to solve differential equations, they usually produce solutions in the form of black-box functions that are not directly mathematically interpretable. We introduce a method for generating symbolic expressions to solve di
There is a wave of interest in using unsupervised neural networks for solving differential equations. The existing methods are based on feed-forward networks, {while} recurrent neural network differential equation solvers have not yet been reported.
Deep learning has achieved remarkable success in diverse applications; however, its use in solving partial differential equations (PDEs) has emerged only recently. Here, we present an overview of physics-informed neural networks (PINNs), which embed
In this work we apply the Deep Galerkin Method (DGM) described in Sirignano and Spiliopoulos (2018) to solve a number of partial differential equations that arise in quantitative finance applications including option pricing, optimal execution, mean