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feat(pde): Deep-BSDE solver (Lux.jl)#32

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hamid-arian merged 1 commit into
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feat/julia-pde-deepbsde
Jun 20, 2026
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feat(pde): Deep-BSDE solver (Lux.jl)#32
hamid-arian merged 1 commit into
mainfrom
feat/julia-pde-deepbsde

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Ports FBSDESolver DeepBSDE method on Lux.jl: per-time-step MLP + trainable Y0/Z0, terminal-MSE loss, Adam (Optimisers) + Zygote gradients. Behavioural (loss decreases). Adds Lux/Zygote/Optimisers. Transformer/Monte-Carlo/FBSNN variants not ported (research scaffolding).

@hamid-arian hamid-arian merged commit 5d631d7 into main Jun 20, 2026
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@hamid-arian hamid-arian deleted the feat/julia-pde-deepbsde branch June 20, 2026 00:37
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