Thank you, UBIQUANT.
Author: JiangChengrun
In Memory of My Old Man
Hope you’re proud of me, legend.
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Solicitation for Programming Advice
I’m programming Deep Galerkin Method with PyTorch and have already implemented it for solving the heat equation.
The question remains how to solve a system of PDEs with 2 or more unknown functions, like the forward-backward equations as follow:
Edit: I realized that the 2 unknown functions should be replaced by 2 neural networks, or be rewritten as a master equation then be solved via DGM, the paper I read doesn’t point out this fact before.