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How to solve SDEs with NeuralPDE? #867

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lockwo opened this issue Jun 21, 2024 · 1 comment
Open

How to solve SDEs with NeuralPDE? #867

lockwo opened this issue Jun 21, 2024 · 1 comment
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@lockwo
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lockwo commented Jun 21, 2024

In the first line of the docs, it says "Physics-Informed Neural Networks for ODE, SDE, RODE, and PDE solving." but I wasn't able to find documentation/examples for SDEs like there are for ODEs and PDEs. Is there a recommended way/approach/documentation for just going about normal SDE solving with NNs?
@armbrusl
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Maybe this can help.

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@lockwo @armbrusl