feynman-kac topic

List feynman-kac repositories

HighDimPDE.jl

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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

DeepPDELearner

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This repository introduces Partial Differential Equation Solver using neural network that can learn resolution-invariant solution operators on Navier-Stokes equation. Solving PDE is the core subject o...