Deep Euler method: solving ODEs by approximating the local truncation error of the Euler method

In this paper, we propose a deep learning-based method, deep Euler method (DEM) to solve ordinary differential equations. DEM significantly improves the accuracy of the Euler method by approximating the local truncation error with deep neural networks which could obtain a high precision solution with a large step size. The deep neural network in DEM is mesh-free during training and shows good generalization in unmeasured regions. DEM could be easily combined with other schemes of numerical methods, such as Runge-Kutta method to obtain better solutions. Furthermore, the error bound and stability of DEM is discussed.

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