'Deep Backward and Galerkin Methods for the Finite State Master Equation', by Asaf Cohen, Mathieu Laurière, Ethan Zell.

http://jmlr.org/papers/v25/24-0215.html

#galerkin #stochastic #games

Deep Backward and Galerkin Methods for the Finite State Master Equation

Working on a tutorial in #MoFEM for upwind #Discontinuous #Galerkin (#DG) for advection of #LevelSet. Cool progress, but a bit of work still needed.

#FEM #science

In the tutorial, I show how to build infrastructure for code and method testing, checking constituency between skeleton and volume integral and consistency between the right-hand side and tangent matrix.

http://mofem.eng.gla.ac.uk/mofem/html/tutorial_level_set.html

MoFEM: ADV-3: DG Upwind for advection problem or level set

#Galerkin equation is a well-posed problem in the sense of #Hadamard and therefore admits a unique solution.
#Galerkin equation is a well-posed problem in the sense of #Hadamard and therefore admits a unique solution.