Source code related to the article "Deep splitting method for parabolic PDEs" by Christian Beck, Sebastian Becker, Patrick Cheridito, Arnulf Jentzen, and Ariel Neufeld
☆15Nov 1, 2020Updated 5 years ago
Alternatives and similar repositories for deep_pde
Users that are interested in deep_pde are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Pseudospectral Methods for Continuous-Time Heterogeneous-Agent Models☆12Aug 27, 2024Updated last year
- ☆13Dec 6, 2021Updated 4 years ago
- tests for cohort-level heterogeneity in panel regression☆11Mar 12, 2025Updated last year
- Solving models with numerical methods (economics)☆13Aug 1, 2023Updated 2 years ago
- Method of Simulated Moments☆12Feb 23, 2022Updated 4 years ago
- Deep multistep methods to solve BSDEs of first and second order for the approximation of PDE solutions☆21May 29, 2020Updated 5 years ago
- ☆34Jun 13, 2024Updated last year
- Code for replication of working paper version of The Art of Temporal Approximation☆13May 8, 2024Updated last year
- ☆18Sep 4, 2024Updated last year
- Forward-Backward Stochastic Neural Networks: Deep Learning of High-dimensional Partial Differential Equations☆157Feb 20, 2020Updated 6 years ago
- Some Examples using VFItoolkit-matlab☆34Mar 9, 2026Updated 2 weeks ago
- ☆15Nov 22, 2025Updated 4 months ago
- ☆16Jul 22, 2021Updated 4 years ago
- Solving high-dimensional Partial Differential Equations with Deep Learning☆27Jul 23, 2019Updated 6 years ago
- This project is a Python demonstrator for the stochastic grid bundling method (SGBM) to solve backward stochastic differential equations …☆12Nov 19, 2018Updated 7 years ago
- Accompanying code for "Weak form generalized Hamiltonian learning"☆10Feb 13, 2021Updated 5 years ago
- Taylor moment expansion in Python (JaX and SymPy) and Matlab☆11Nov 26, 2024Updated last year
- ☆33Feb 14, 2024Updated 2 years ago
- MATLAB code for Combined Hybrid-Parallel Prediction☆10Nov 14, 2022Updated 3 years ago
- Gradually build up a life-cycle model☆22Mar 9, 2026Updated 2 weeks ago
- Official PyTorch implementation of Diffusive Gibbs Sampler (DiGS), proposed in the paper Diffusive Gibbs Sampling (published at ICML 2024…☆10Aug 15, 2024Updated last year
- ☆22Jul 15, 2024Updated last year
- Thesis support material☆11Mar 28, 2021Updated 4 years ago
- Jupyter notebooks used in the course Numerical Analysis (MAST 334 and MATH 354) at Concordia University☆16Nov 28, 2023Updated 2 years ago
- Code repository for paper: A score-based filter for nonlinear data assimilation☆13Nov 5, 2024Updated last year
- ☆34Jun 30, 2025Updated 8 months ago
- Estimation of tractable heterogeneous-agent New-Keynesian model.☆17Jun 4, 2020Updated 5 years ago
- An open-source platform for developing protein models beyond AlphaFold.☆12Jul 15, 2025Updated 8 months ago
- Create industry-level aggregates for shift-share IV following Borusyak, Hull, and Jaravel (2022)☆28Nov 2, 2025Updated 4 months ago
- A chip8 emulator made in gameboy assembly for the gameboy☆16Aug 12, 2021Updated 4 years ago
- A work-in-progress book on Dask☆12Jul 15, 2023Updated 2 years ago
- Type `code` in your browser to open GitHub repositories in vscode.dev☆16Feb 2, 2024Updated 2 years ago
- A simple Programming Language Compiler to Lambda-Calculus, with a Lambda-Runtime☆13Jun 30, 2023Updated 2 years ago
- ☆15Dec 15, 2020Updated 5 years ago
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆23Sep 25, 2019Updated 6 years ago
- Solve Aiyagari Model in Continuous Time☆29Oct 22, 2018Updated 7 years ago
- Covers a variety of computational topics including integration, differential equations, statistical analysis and signal processing.☆15Sep 28, 2025Updated 5 months ago
- Package for CGD and ACGD optimizers☆20Aug 11, 2022Updated 3 years ago
- Git Source Code Mirror☆16Apr 25, 2025Updated 10 months ago