Solving differential equations with neural nets
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This notebook gives a minimal starter code to solve any differential equation with any constraint. Note that the dimension of the problem tackled here is only 2, which would be easily solved by standart methods. But were the dimension be several hundreds, every classical methods would breakdown ! The reason being the exponential size of the mesh that would be needed with euler schemes and similar methods.
That is why solving ODEs/PDEs with neural nets, which have proved to be surprisingly good function approximators in high dimension, is of high interest !