├── NN_experiments ├── Allen-Cahn - d = 100 - NN + g, delta = 0.01.ipynb ├── CIR - d = 100 - NN + g - K = 1000, delta = 0.01.ipynb ├── DoubleWell - d = 50 - T = 0.5 - NN + g - K = 2000, delta = 0.01.ipynb ├── DoubleWell non-diag - T = 0.3 - d = 20 - NN + g - K = 2000, delta = 0.01.ipynb ├── HJB - d = 10 - NN + g - delta_t = 0.01.ipynb ├── HJB - d = 100 - NN + g - delta_t = 0.01.ipynb ├── UnboundedSin - d = 10 - NN + g - K = 1000, delta = 0.001.ipynb └── runthis.py ├── NNarchitectures.py ├── NNsolver.py ├── README.md ├── TT_experiments ├── ' ├── main_p.py ├── main_plot_traject.py ├── main_t.py ├── ode.py ├── orth_pol.py ├── pol_it.py ├── script.py ├── set_dynamics.py └── valuefunction_TT.py ├── problems.py ├── pytorch_future.py ├── test.py ├── test_relevantpart.py └── utilities.py /NN_experiments/Allen-Cahn - d = 100 - NN + g, delta = 0.01.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lorenzrichter/PDE-backward-solver/HEAD/NN_experiments/Allen-Cahn - d = 100 - NN + g, delta = 0.01.ipynb -------------------------------------------------------------------------------- /NN_experiments/CIR - d = 100 - NN + g - K = 1000, delta = 0.01.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lorenzrichter/PDE-backward-solver/HEAD/NN_experiments/CIR - d = 100 - NN + g - K = 1000, delta = 0.01.ipynb -------------------------------------------------------------------------------- /NN_experiments/DoubleWell - d = 50 - T = 0.5 - NN + g - K = 2000, delta = 0.01.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lorenzrichter/PDE-backward-solver/HEAD/NN_experiments/DoubleWell - d = 50 - T = 0.5 - NN + g - K = 2000, delta = 0.01.ipynb -------------------------------------------------------------------------------- /NN_experiments/DoubleWell non-diag - T = 0.3 - d = 20 - NN + g - K = 2000, delta = 0.01.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lorenzrichter/PDE-backward-solver/HEAD/NN_experiments/DoubleWell non-diag - T = 0.3 - d = 20 - NN + g - K = 2000, delta = 0.01.ipynb -------------------------------------------------------------------------------- /NN_experiments/HJB - d = 10 - NN + g - delta_t = 0.01.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lorenzrichter/PDE-backward-solver/HEAD/NN_experiments/HJB - d = 10 - NN + g - delta_t = 0.01.ipynb -------------------------------------------------------------------------------- /NN_experiments/HJB - d = 100 - NN + g - delta_t = 0.01.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lorenzrichter/PDE-backward-solver/HEAD/NN_experiments/HJB - d = 100 - NN + g - delta_t = 0.01.ipynb -------------------------------------------------------------------------------- /NN_experiments/UnboundedSin - d = 10 - NN + g - K = 1000, delta = 0.001.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lorenzrichter/PDE-backward-solver/HEAD/NN_experiments/UnboundedSin - d = 10 - NN + g - K = 1000, delta = 0.001.ipynb -------------------------------------------------------------------------------- /NN_experiments/runthis.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lorenzrichter/PDE-backward-solver/HEAD/NN_experiments/runthis.py -------------------------------------------------------------------------------- /NNarchitectures.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lorenzrichter/PDE-backward-solver/HEAD/NNarchitectures.py -------------------------------------------------------------------------------- /NNsolver.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lorenzrichter/PDE-backward-solver/HEAD/NNsolver.py -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lorenzrichter/PDE-backward-solver/HEAD/README.md -------------------------------------------------------------------------------- /TT_experiments/': -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lorenzrichter/PDE-backward-solver/HEAD/TT_experiments/' -------------------------------------------------------------------------------- /TT_experiments/main_p.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lorenzrichter/PDE-backward-solver/HEAD/TT_experiments/main_p.py -------------------------------------------------------------------------------- /TT_experiments/main_plot_traject.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lorenzrichter/PDE-backward-solver/HEAD/TT_experiments/main_plot_traject.py -------------------------------------------------------------------------------- /TT_experiments/main_t.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lorenzrichter/PDE-backward-solver/HEAD/TT_experiments/main_t.py -------------------------------------------------------------------------------- /TT_experiments/ode.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lorenzrichter/PDE-backward-solver/HEAD/TT_experiments/ode.py -------------------------------------------------------------------------------- /TT_experiments/orth_pol.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lorenzrichter/PDE-backward-solver/HEAD/TT_experiments/orth_pol.py -------------------------------------------------------------------------------- /TT_experiments/pol_it.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lorenzrichter/PDE-backward-solver/HEAD/TT_experiments/pol_it.py -------------------------------------------------------------------------------- /TT_experiments/script.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lorenzrichter/PDE-backward-solver/HEAD/TT_experiments/script.py -------------------------------------------------------------------------------- /TT_experiments/set_dynamics.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lorenzrichter/PDE-backward-solver/HEAD/TT_experiments/set_dynamics.py -------------------------------------------------------------------------------- /TT_experiments/valuefunction_TT.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lorenzrichter/PDE-backward-solver/HEAD/TT_experiments/valuefunction_TT.py -------------------------------------------------------------------------------- /problems.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lorenzrichter/PDE-backward-solver/HEAD/problems.py -------------------------------------------------------------------------------- /pytorch_future.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lorenzrichter/PDE-backward-solver/HEAD/pytorch_future.py -------------------------------------------------------------------------------- /test.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lorenzrichter/PDE-backward-solver/HEAD/test.py -------------------------------------------------------------------------------- /test_relevantpart.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lorenzrichter/PDE-backward-solver/HEAD/test_relevantpart.py -------------------------------------------------------------------------------- /utilities.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lorenzrichter/PDE-backward-solver/HEAD/utilities.py --------------------------------------------------------------------------------