https://github.com/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

deep-learning deepbsde differential-equations feynman-kac julia machine-learning neural-networks pde pde-solver scientific-machine-learning sciml

Last synced: 06 Apr 2025