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frankhan91 / DeepBSDE

Deep BSDE solver in TensorFlow
MIT License
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Question about boundary condition #2

Closed w140601 closed 5 years ago

w140601 commented 6 years ago

Hi, I was going through your paper on Arxiv and trying out the solver. It's a great work. I was wondering how do you deal with boundary conditions in PDE as there's only initial(terminal) condition s specified in the solver. Thanks a lot.

frankhan91 commented 6 years ago

Thanks for your interests in our work. The current paper and codes only consider the situation where the domain is R^d, without any boundary. So there are no space boundary conditions specified in the solver. There are BSDEs corresponding to PDEs with space boundary conditions and our idea should also be applicable. But it is beyond the scope of the current paper and solver.

I am open to discussion if you can provide more details of your problems.

w140601 commented 6 years ago

Thanks for the reply. I'm in the field of Materials Science and we were using the conventional method to solve Allen Cahn equation on R^3 domain with periodic space boundary mostly. I was wondering as the periodic boundary is just a way to represent the infinite space, do I need to make modifications to your solver?