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Solving differential equations with RNNs

To gain some intuition on how we can use RNNs for time series, let us tailor the representation of the solution of a differential equation as a time series.

Consider the famous differential equation (Newton's equation of motion for damped harmonic oscillations, scaled in terms of dimensionless time)

d2xdt2+ηdxdt+x(t)=F(t),

where η is a constant used in scaling time into a dimensionless variable and F(t) is an external force acting on the system. The constant η is a so-called damping.