SciML / HighDimPDE.jl

A Julia package for Deep Backwards Stochastic Differential Equation (Deep BSDE) and Feynman-Kac methods to solve high-dimensional PDEs without the curse of dimensionality

https://docs.sciml.ai/HighDimPDE/stable/

SciML/HighDimPDE.jl Issues

Register
Closed 3 years ago17
CI: Format Check Fails
Updated 9 months ago
Method definition overwritten
Updated 10 months ago1
CI for testing GPU functionality
Updated 10 months ago2
NeuralPDE.jl migrations
Closed 10 months ago1
Integrate `NeuralPDE.NNStopping` and `NeuralPDE.NNKolmogorov` in HighDimPDE.jl
Closed 10 months ago1
Integrate `NNStopping` and `NNKolmogorov ` in HighDimPDE.jl
Updated 10 months ago3
How many paths are used with the DeepSplitting algorithm?
Closed 2 years ago3
Add to SciML.ai website homepage
Closed 2 years ago1
Migrate NNPDEHan from NeuralPDE.jl
Closed 2 years ago1
Integrate DeepBSDE.jl
Closed 2 years ago2
Generalize Deep Splitting Algorithm
Updated 2 years ago2
Problem with gradient in nonlinear function `f`
Updated 3 years ago
Problem with Zygote v0.6
Closed 3 years ago1
Use LoopVectorization.@turbo on unrolled loops
Closed 3 years ago2
Add license
Closed 3 years ago1
NLFunction?
Closed 3 years ago1
`p::Dict` for parameters
Closed 3 years ago