Corpus ID: 236881197

Numerical Solution of Stiff Ordinary Differential Equations with Random Projection Neural Networks

@article{Galaris2021NumericalSO,
  title={Numerical Solution of Stiff Ordinary Differential Equations with Random Projection Neural Networks},
  author={Evangelos Galaris and Francesco Calabr{\`o} and Daniela di Serafino and Constantinos I. Siettos},
  journal={ArXiv},
  year={2021},
  volume={abs/2108.01584}
}
We propose a numerical scheme based on Random Projection Neural Networks (RPNN) for the solution of Ordinary Differential Equations (ODEs) with a focus on stiff problems. In particular, we use an Extreme Learning Machine, a single-hidden layer Feedforward Neural Network with Radial Basis Functions which widths are uniformly distributed random variables, while the values of the weights between the input and the hidden layer are set equal to one. The numerical solution is obtained by constructing… Expand