This project is part of Julia's Season of Contribution 2019. For an introduction to the algorithms and an overview of the features, you can take a look at the blog posts: #1, #2.

Abstract: Solving partial differential equations (PDEs) is omnipresent in scientific research and engineering and requires expensive numerical iteration for memory and computation. The primary ...

Mathematicians finally understand the behavior of an important class of differential equations that describe everything from water pressure to oxygen levels in human tissues. The trajectory of a storm ...

Abstract: This paper studies a linear-quadratic optimal control problem derived by forward-backward stochastic differential equations, where the drift coefficient of ...

py-pde is a Python package for solving partial differential equations (PDEs). The package provides classes for grids on which scalar and tensor fields can be defined. The associated differential ...