SciML / NeuralPDE.jl

Physics-Informed Neural Networks (PINN) Solvers of (Partial) Differential Equations for Scientific Machine Learning (SciML) accelerated simulation
https://docs.sciml.ai/NeuralPDE/stable/
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How to solve SDEs with NeuralPDE? #867

Open lockwo opened 1 week ago

lockwo commented 1 week ago

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?