Neural Ordinary Differential Equations for Model Order Reduction of Stiff Systems
Matteo Caldana, Jan S. Hesthaven
Abstract
ABSTRACT Neural Ordinary Differential Equations (ODEs) represent a significant advancement at the intersection of machine learning and dynamical systems, offering a continuous‐time analog to discrete neural networks. Despite their promise, deploying neural ODEs in practical applications often encounters the challenge of stiffness, a condition where rapid variations in some components of the solution demand prohibitively small time steps for explicit solvers. This work addresses the stiffness issue when employing neural ODEs for model order reduction by introducing a suitable reparametrization in time. The considered map is data‐driven, and it is induced by the adaptive time‐stepping of an implicit solver on a reference solution. We show that the map produces a non‐stiff system that can be cheaply solved with an explicit time integration scheme. The original, stiff, time dynamic is recovered by means of a map learnt by a neural network that connects the state space to the time reparametrization. We validate our method through extensive experiments, demonstrating improvements in efficiency for the neural ODE inference while maintaining robustness and accuracy when compared to an implicit solver applied to the stiff system with the original right‐hand side.