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SciFracX / FractionalDiffEq.jl

Solve Fractional Differential Equations using high performance numerical methods
https://scifracx.github.io/FractionalDiffEq.jl/dev/
MIT License
80 stars 11 forks source link

Feat: Neural Fractional Diffeq #63

Open matteoettam09 opened 1 year ago

matteoettam09 commented 1 year ago

Hi @ErikQQY, quick question. I am interested in exploring the possibility of using your package together with DiffEqFlux. In particular, I would like to setup neural differential equation problem using fractional calculus on the stochastic differential equation definition in order to model non-Gaussian stats of the process. Is this already implemented somewhere? If not, I would be willing to consider implementing it, with some guidance from your side. Thanks, Matteo

ErikQQY commented 1 year ago

Hello there Matteo! I am also very interested in the neural FDE too! There is no implementation here, so feel free to play with this!

Sadly the API and internal of FractionalDiffEq.jl is not compatible with DiffEqFlux.jl right now🥲. I am getting familiar with SciML stack currently, hope I will make FractionalDiffEq.jl more compatible with SciML in the near future!