'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', by Asaf Cohen, Mathieu Laurière, Ethan Zell.
http://jmlr.org/papers/v25/24-0215.html
#galerkin #stochastic #games
Working on a tutorial in #MoFEM for upwind #Discontinuous #Galerkin (#DG) for advection of #LevelSet. Cool progress, but a bit of work still needed.
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