Approximate Solutions to Ordinary Differential Equations Using Least Squares Support Vector Machines

S. Mehrkanoon, T. Falck, J. A. K. Suykens
2012 IEEE Transactions on Neural Networks and Learning Systems  
In this paper a new approach based on Least Squares Support Vector Machines (LS-SVMs) is proposed for solving linear and nonlinear ordinary differential equations (ODEs). The approximate solution is presented in closed form by means of LS-SVMs, whose parameters are adjusted to minimize an appropriate error function. For the linear and nonlinear cases, these parameters are obtained by solving a system of linear and nonlinear equations respectively. The method is well suited for solving mildly
more » ... ff, nonstiff and singular ordinary differential equations with initial and boundary conditions. Numerical results demonstrate the efficiency of the proposed method over existing methods. Index Terms-Least squares support vector machines, ordinary differential equations, closed form approximate solution, Collocation method.
doi:10.1109/tnnls.2012.2202126 pmid:24807921 fatcat:vje2mqkx25hndlyjdodsqqspsm