Neural network method: delay and system of delay differential equations

Abstract

In the present article, delay and system of delay differential equations are treated using feed-forward artificial neural networks. We have solved multiple problems using neural network architectures with different depths. The neural networks are trained using the extreme learning machine algorithm for the satisfaction of delay differential equations and associated initial/boundary conditions. Further, numerical rates of convergence of the proposed algorithm are reported based on variation of error in the obtained solution for different number of training points. Emphasis is on analysing whether deeper network architectures trained with extreme learning machine algorithm can perform better than shallow network architectures for approximating the solutions of delay differential equations.