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Thank you, UBIQUANT.

Hope you’re proud of me, legend.

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.