Universal Simulation of Stable Dynamical Systems by Recurrent Neural Nets

Joshua Hanson, Maxim Raginsky

Abstract: It is well-known that continuous-time recurrent neural nets are universal approximators for continuous-time dynamical systems. However, existing results provide approximation guarantees only for finite-time trajectories. In this work, we show that infinite-time trajectories generated by dynamical systems that are stable in a certain sense can be reproduced arbitrarily accurately by recurrent neural nets. For a subclass of these stable systems, we provide quantitative estimates on the sufficient number of neurons needed to achieve a specified error tolerance.