Abstract
The time evolution of dynamical systems is frequently described by ordinary
differential equations (ODEs), which must be solved for given initial
conditions. Most standard approaches numerically integrate ODEs producing a
single solution whose values are computed at discrete times. When many varied
solutions with different initial conditions to the ODE are required, the
computational cost can become significant. We propose that a neural network be
used as a solution bundle, a collection of solutions to an ODE for various
initial states and system parameters. The neural network solution bundle is
trained with an unsupervised loss that does not require any prior knowledge of
the sought solutions, and the resulting object is differentiable in initial
conditions and system parameters. The solution bundle exhibits fast,
parallelizable evaluation of the system state, facilitating the use of Bayesian
inference for parameter estimation in real dynamical systems.
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