# Time integration schemes based on neural networks for solving partial differential equations on coarse grids

arXiv: https://arxiv.org/abs/2310.10308 · HTML: https://mlsanity.com/paper/2310.10308/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 12 of its 36 references that are in the map.
- First posted on arXiv 16 Oct 2023.

## Builds on (most cited first, 12 of 12)

- [DGM: A deep learning algorithm for solving partial differential equations](https://mlsanity.com/paper/1708.07469/) (2017)
- [DeepXDE: A deep learning library for solving differential equations](https://mlsanity.com/paper/1907.04502/) (2019)
- [Scientific Machine Learning through Physics-Informed Neural Networks: Where we are and What's next](https://mlsanity.com/paper/2201.05624/) (2022)
- [Solving high-dimensional partial differential equations using deep learning](https://mlsanity.com/paper/1707.02568/) (2017)
- [Physics Informed Deep Learning (Part I): Data-driven Solutions of Nonlinear Partial Differential Equations](https://mlsanity.com/paper/1711.10561/) (2017)
- [On the eigenvector bias of Fourier feature networks: From regression to solving multi-scale PDEs with physics-informed neural networks](https://mlsanity.com/paper/2012.10047/) (2020)
- [Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations](https://mlsanity.com/paper/1706.04702/) (2017)
- [Physics Informed Deep Learning (Part II): Data-driven Discovery of Nonlinear Partial Differential Equations](https://mlsanity.com/paper/1711.10566/) (2017)
- [Why and When Can Deep -- but Not Shallow -- Networks Avoid the Curse of Dimensionality: a Review](https://mlsanity.com/paper/1611.00740/) (2016)
- [PhyCRNet: Physics-informed Convolutional-Recurrent Network for Solving Spatiotemporal PDEs](https://mlsanity.com/paper/2106.14103/) (2021)
- [Learning in Modal Space: Solving Time-Dependent Stochastic PDEs Using Physics-Informed Neural Networks](https://mlsanity.com/paper/1905.01205/) (2019)
- [Solving the Kolmogorov PDE by means of deep learning](https://mlsanity.com/paper/1806.00421/) (2018)

## Abstract (arXiv)

The accuracy of solving partial differential equations (PDEs) on coarse grids is greatly affected by the choice of discretization schemes. In this work, we propose to learn time integration schemes based on neural networks which satisfy three distinct sets of mathematical constraints, i.e., unconstrained, semi-constrained with the root condition, and fully-constrained with both root and consistency conditions. We focus on the learning of 3-step linear multistep methods, which we subsequently applied to solve three model PDEs, i.e., the one-dimensional heat equation, the one-dimensional wave equation, and the one-dimensional Burgers' equation. The results show that the prediction error of the learned fully-constrained scheme is close to that of the Runge-Kutta method and Adams-Bashforth method. Compared to the traditional methods, the learned unconstrained and semi-constrained schemes significantly reduce the prediction error on coarse grids. On a grid that is 4 times coarser than the reference grid, the mean square error shows a reduction of up to an order of magnitude for some of the heat equation cases, and a substantial improvement in phase prediction for the wave equation. On a 32 times coarser grid, the mean square error for the Burgers' equation can be reduced by up to 35% to 40%.