Error Analysis Based on Inverse Modified Differential Equations for Discovery of Dynamics Using Linear Multistep Methods and Deep Learning

Abstract

SIAM Journal on Numerical Analysis, Volume 62, Issue 5, Page 2087-2120, October 2024.
Abstract. Along with the practical success of the discovery of dynamics using deep learning, the theoretical analysis of this approach has attracted increasing attention. Prior works have established the grid error estimation with auxiliary conditions for the discovery of dynamics using linear multistep methods and deep learning. And we extend the existing error analysis in this work. We first introduce the concept of inverse modified differential equations (IMDE) for linear multistep methods and show that the learned model returns a close approximation of the IMDE. Based on the IMDE, we prove that the error between the discovered system and the target system is bounded by the sum of the LMM discretization error and the learning loss. Furthermore, the learning loss is quantified by combining the approximation and generalization theories of neural networks, and thereby we obtain the priori error estimates. Several numerical experiments are performed to verify the theoretical analysis.