Solving differential equations is a critical challenge across a host of domains. While many software packages efficiently solve these equations using classical numerical approaches, there has been less effort in developing a library for researchers interested in solving such systems using neural networks. With PyTorch as its backend, NeuroDiffEq is a software library that exploits neural networks to solve differential equations. In this paper, we highlight the latest features of the NeuroDiffEq library since its debut. We show that NeuroDiffEq can solve complex boundary value problems in arbitrary dimensions, tackle boundary conditions at infinity, and maintain flexibility for dynamic injection at runtime.

Solutions to differential equations are of significant scientific and engineering relevance. Recently, there has been a growing interest in solving differential equations with neural networks. This work develops a novel method for solving differential equations with unsupervised neural networks that applies Generative Adversarial Networks (GANs) to \emph{learn the loss function} for optimizing the neural network. We present empirical results showing that our method, which we call Differential Equation GAN (DEQGAN), can obtain multiple orders of magnitude lower mean squared errors than an alternative unsupervised neural network method based on (squared) $L_2$, $L_1$, and Huber loss functions. Moreover, we show that DEQGAN achieves solution accuracy that is competitive with traditional numerical methods. Finally, we analyze the stability of our approach and find it to be sensitive to the selection of hyperparameters, which we provide in the appendix. Code available at https://github.com/dylanrandle/denn. Please address any electronic correspondence to dylanrandle@alumni.harvard.edu.