Optimal Coefficients of Runge-Kutta Schemes with Machine Learning

Aug 1, 2022 · 1 min read
Neural Network Architecture for Coefficient Discovery

Research Internship at Karlsruhe Institute of Technology (KIT) Advisor: Prof. Martin Frank

This project explored the intersection of numerical analysis and deep learning by using Artificial Neural Networks to discover numerical schemes for Ordinary Differential Equations (ODEs).

Key Contributions:

  • Designed neural networks to learn optimal coefficients for Runge-Kutta schemes with a target order of accuracy.
  • Successfully rediscovered classical high-order schemes using a data-driven approach.
  • Developed new methods to reduce computational cost for stiff problems.
  • Implemented architectures in Python, TensorFlow, and Keras.