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
GitHub repository with 83 stars and 10 forks.
Language: Julia
Topics: differential-equations, scientific-machine-learning, sciml, julia, deep-learning, deepbsde, feynman-kac, machine-learning, neural-networks, pde