Neural‐network‐based approximations for solving partial differential equations

Abstract A numerical method, based on neural‐network‐based functions, for solving partial differential equations is reported in the paper. Using a ‘universal approximator’ based on a neural network and point collocation, the numerical problem of solving the partial differential equation is transformed to an unconstrained minimization problem. The method is extremely easy to implement and is suitable for obtaining an approximate solution in a short period of time. The technique is illustrated with the aid of two numerical examples.