deepbsde

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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
differential-equations scientific-machine-learning sciml julia deep-learning deepbsde feynman-kac machine-learning neural-networks pde pde-solver
Language:Julia 68

SciML / HighDimPDE.jl