Companion code for "Solving Nonlinear and High-Dimensional Partial Differential Equations via Deep Learning" by A. Al-Aradi, A. Correia, D. Naiff, G. Jardim and Y. Saporito (https://arxiv.org/abs/1811.08782)
☆125Jul 30, 2019Updated 6 years ago
Alternatives and similar repositories for DeepGalerkinMethod
Users that are interested in DeepGalerkinMethod are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Deep Galerkin Method☆17Feb 10, 2019Updated 7 years ago
- Solving High Dimensional Partial Differential Equations with Deep Neural Networks☆34Dec 21, 2021Updated 4 years ago
- ☆17Jul 22, 2021Updated 4 years ago
- Implementation of the Deep Ritz method and the Deep Galerkin method☆63Jun 4, 2020Updated 5 years ago
- hp-VPINNs: variational physics-informed neural network with domain decomposition is a general framework to solve differential equations☆90Aug 26, 2025Updated 7 months ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Deep BSDE solver in TensorFlow☆292Apr 18, 2025Updated last year
- Forward-Backward Stochastic Neural Networks: Deep Learning of High-dimensional Partial Differential Equations☆158Feb 20, 2020Updated 6 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆12Jul 10, 2021Updated 4 years ago
- Derivation of analytical expressions of optimal quotes for market making in options.☆23Jun 24, 2022Updated 3 years ago
- Pytorch implementation of the DeepMoD algorithm: [arXiv:1904.09406]☆34Oct 30, 2023Updated 2 years ago
- Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"☆10Sep 20, 2021Updated 4 years ago
- ☆26Oct 15, 2020Updated 5 years ago
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 years ago
- ☆15May 11, 2020Updated 5 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Sample Codes for the Course "Computations and Quantitative Models in Macro" by Alex Monge at the EUI, Florence☆11Nov 9, 2022Updated 3 years ago
- Fitting Volatility using SSVI with quotient phi, but by slice fitting fashion☆18May 13, 2024Updated last year
- Code for "New Pricing Models, Same Old Phillips Curves?" (Auclert, Rigato, Rognlie, Straub 2023)☆11Mar 24, 2023Updated 3 years ago
- Group project for Deep Learning: Algorithms and Applications in Peking University 2018 Spring. This is a brief survey, discussion and imp…☆47Jul 2, 2018Updated 7 years ago
- Slides for teaching numerical methods in quantitative macroeconomics☆12Mar 8, 2022Updated 4 years ago
- TensorFlow 2.0 implementation of Maziar Raissi's Physics Informed Neural Networks (PINNs).☆267Nov 30, 2023Updated 2 years ago
- Method of Simulated Moments☆12Feb 23, 2022Updated 4 years ago
- PyDEns is a framework for solving Ordinary and Partial Differential Equations (ODEs & PDEs) using neural networks☆316Feb 9, 2024Updated 2 years ago
- Deep Hidden Physics Models: Deep Learning of Nonlinear Partial Differential Equations☆288Jul 30, 2022Updated 3 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Reproduce "Solving high-dimensional partial differential equations using deep learning" by pytorch☆41Aug 24, 2018Updated 7 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- A library for scientific machine learning and physics-informed learning☆4,074Mar 1, 2026Updated last month
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆26Dec 26, 2022Updated 3 years ago
- Pseudospectral Methods for Continuous-Time Heterogeneous-Agent Models☆13Aug 27, 2024Updated last year
- ☆34Feb 3, 2023Updated 3 years ago
- ☆171Jun 27, 2022Updated 3 years ago
- ☆11Jan 5, 2021Updated 5 years ago
- Physics-Informed Neural Networks (PINN) Solvers of (Partial) Differential Equations for Scientific Machine Learning (SciML) accelerated s…☆1,184Apr 10, 2026Updated last week
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Companion to publication "Understanding Jumps in High Frequency Digital Asset Markets". Contains scalable implementations of Lee / Myklan…☆17May 6, 2024Updated last year
- ☆17Jun 27, 2024Updated last year
- Physics Informed Deep Learning: Data-driven Solutions and Discovery of Nonlinear Partial Differential Equations☆5,758Feb 11, 2026Updated 2 months ago
- A Discussion on Solving Partial Differential Equations using Neural Networks☆68Jul 3, 2019Updated 6 years ago
- Robust pricing and hedging via Neural SDEs☆37Aug 4, 2021Updated 4 years ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆14Feb 2, 2023Updated 3 years ago
- PhD level course on advanved macro models dealing with agent heterogeneity.☆67Nov 30, 2020Updated 5 years ago