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Merge pull request #67 from ArnoStrouwen/docs1
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Documenter 1.0 upgrade.
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ChrisRackauckas authored Sep 25, 2023
2 parents e4a3892 + f19d9c4 commit 8615dcc
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2 changes: 2 additions & 0 deletions .JuliaFormatter.toml
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@@ -0,0 +1,2 @@
style = "sciml"
format_markdown = true
4 changes: 4 additions & 0 deletions .github/workflows/CI.yml
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Expand Up @@ -3,9 +3,13 @@ on:
pull_request:
branches:
- main
paths-ignore:
- 'docs/**'
push:
branches:
- main
paths-ignore:
- 'docs/**'
jobs:
test:
runs-on: ubuntu-latest
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42 changes: 42 additions & 0 deletions .github/workflows/FormatCheck.yml
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name: format-check

on:
push:
branches:
- 'main'
- 'release-'
tags: '*'
pull_request:

jobs:
build:
runs-on: ${{ matrix.os }}
strategy:
matrix:
julia-version: [1]
julia-arch: [x86]
os: [ubuntu-latest]
steps:
- uses: julia-actions/setup-julia@latest
with:
version: ${{ matrix.julia-version }}

- uses: actions/checkout@v4
- name: Install JuliaFormatter and format
# This will use the latest version by default but you can set the version like so:
#
# julia -e 'using Pkg; Pkg.add(PackageSpec(name="JuliaFormatter", version="0.13.0"))'
run: |
julia -e 'using Pkg; Pkg.add(PackageSpec(name="JuliaFormatter"))'
julia -e 'using JuliaFormatter; format(".", verbose=true)'
- name: Format check
run: |
julia -e '
out = Cmd(`git diff --name-only`) |> read |> String
if out == ""
exit(0)
else
@error "Some files have not been formatted !!!"
write(stdout, out)
exit(1)
end'
2 changes: 1 addition & 1 deletion docs/Project.toml
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Expand Up @@ -4,6 +4,6 @@ Flux = "587475ba-b771-5e3f-ad9e-33799f191a9c"
HighDimPDE = "57c578d5-59d4-4db8-a490-a9fc372d19d2"

[compat]
Documenter = "0.27"
Documenter = "1"
Flux = "0.13, 0.14"
HighDimPDE = "1.2"
9 changes: 1 addition & 8 deletions docs/make.jl
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Expand Up @@ -8,14 +8,7 @@ include("pages.jl")
makedocs(sitename="HighDimPDE.jl",
authors = "Victor Boussange",
pages = pages,
strict=[
:doctest,
:linkcheck,
:parse_error,
:example_block,
# Other available options are
# :autodocs_block, :cross_references, :docs_block, :eval_block, :example_block, :footnote, :meta_block, :missing_docs, :setup_block
],
clean = true, doctest = false, linkcheck = true,
format = Documenter.HTML(assets = ["assets/favicon.ico"],
canonical = "https://docs.sciml.ai/HighDimPDE/stable/"),)

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2 changes: 1 addition & 1 deletion docs/src/Feynman_Kac.md
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Expand Up @@ -22,7 +22,7 @@ and $B_t$ is a [Brownian motion](https://en.wikipedia.org/wiki/Wiener_process).
Intuitively, this formula is motivated by the fact that [the density of Brownian particles (motion) satisfies the diffusion equation](https://en.wikipedia.org/wiki/Brownian_motion#Einstein's_theory).


The equivalence between the average trajectory of particles and PDEs given by the Feynman-Kac formula allows overcoming the curse of dimensionality that standard numerical methods suffer from, because the expectations can be approximated [Monte Carlo integrations]((https://en.wikipedia.org/wiki/Monte_Carlo_integration)), which approximation error decreases as $1/\sqrt{N}$ and is therefore not dependent on the dimensions. On the other hand, the computational complexity of traditional deterministic techniques grows exponentially in the number of dimensions.
The equivalence between the average trajectory of particles and PDEs given by the Feynman-Kac formula allows overcoming the curse of dimensionality that standard numerical methods suffer from, because the expectations can be approximated [Monte Carlo integrations](https://en.wikipedia.org/wiki/Monte_Carlo_integration), which approximation error decreases as $1/\sqrt{N}$ and is therefore not dependent on the dimensions. On the other hand, the computational complexity of traditional deterministic techniques grows exponentially in the number of dimensions.

## Forward non-linear Feynman-Kac
> How to transform previous equation to an initial value problem?
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2 changes: 1 addition & 1 deletion docs/src/MLP.md
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Expand Up @@ -31,7 +31,7 @@ u_{l+1} = \phi(u_l),
the [Banach fixed-point theorem](https://en.wikipedia.org/wiki/Banach_fixed-point_theorem) ensures that the sequence converges to the true solution $u$. Such a technique is known as [Picard iterations](https://en.wikipedia.org/wiki/Picard–Lindelöf_theorem).


The time integral term is evaluated by a [Monte-Carlo integration](https:/en.wikipedia.org/wiki/Monte_Carlo_integration)
The time integral term is evaluated by a [Monte-Carlo integration](https://en.wikipedia.org/wiki/Monte_Carlo_integration)

```math
u_L = \frac{1}{M}\sum_i^M \left[ f(X^{x,(i)}_{t - s_{(l, i)}}, u_{L-1}(T-s_i, X^{x,( i)}_{t - s_{(l, i)}})) + u(0, X^{x,(i)}_{t - s_{(l, i)}}) \right].
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33 changes: 13 additions & 20 deletions docs/src/index.md
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Expand Up @@ -70,26 +70,19 @@ Pkg.status(;mode = PKGMODE_MANIFEST) # hide
```@raw html
</details>
```
```@raw html
You can also download the
<a href="
```
```@eval
using TOML
version = TOML.parse(read("../../Project.toml",String))["version"]
name = TOML.parse(read("../../Project.toml",String))["name"]
link = "https://github.com/SciML/"*name*".jl/tree/gh-pages/v"*version*"/assets/Manifest.toml"
```
```@raw html
">manifest</a> file and the
<a href="
```
```@eval
using TOML
version = TOML.parse(read("../../Project.toml",String))["version"]
name = TOML.parse(read("../../Project.toml",String))["name"]
link = "https://github.com/SciML/"*name*".jl/tree/gh-pages/v"*version*"/assets/Project.toml"
```
```@raw html
">project</a> file.
using Markdown
version = TOML.parse(read("../../Project.toml", String))["version"]
name = TOML.parse(read("../../Project.toml", String))["name"]
link_manifest = "https://github.com/SciML/" * name * ".jl/tree/gh-pages/v" * version *
"/assets/Manifest.toml"
link_project = "https://github.com/SciML/" * name * ".jl/tree/gh-pages/v" * version *
"/assets/Project.toml"
Markdown.parse("""You can also download the
[manifest]($link_manifest)
file and the
[project]($link_project)
file.
""")
```

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