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
machine-learning
deep-learning
julia
neural-networks
differential-equations
pde
pde-solver
scientific-machine-learning
sciml
feynman-kac
deepbsde
-
Updated
Jul 29, 2024 - Julia