From b2ab3234cb6cd93442b62921b27cf29790be7f02 Mon Sep 17 00:00:00 2001 From: Ashutosh Bharambe Date: Fri, 19 Jan 2024 00:49:30 +0530 Subject: [PATCH] docs: fix link in DeepBSDE docstring --- src/DeepBSDE.jl | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/src/DeepBSDE.jl b/src/DeepBSDE.jl index d84860e..4bcbb58 100644 --- a/src/DeepBSDE.jl +++ b/src/DeepBSDE.jl @@ -3,7 +3,7 @@ DeepBSDE(u0,σᵀ∇u;opt=Flux.Optimise.Adam(0.1)) ``` -[DeepBSDE algorithm](https://www.pnas.org/doi/10.1073/pnas.1718942115), from J. Han, A. Jentzen and Weinan E. +[DeepBSDE algorithm](https://arxiv.org/abs/1707.02568), from J. Han, A. Jentzen and Weinan E. ## Arguments - `u0`: a Flux.jl `Chain` with a d-dimensional input and a 1-dimensional output for the solytion guess. @@ -66,7 +66,7 @@ Returns a `PIDESolution` object. # Arguments - `sdealg`: a SDE solver from [DifferentialEquations.jl](https://diffeq.sciml.ai/stable/solvers/sde_solve/). - If not provided, the plain vanilla [DeepBSDE](https://www.pnas.org/doi/10.1073/pnas.1718942115) method will be applied. + If not provided, the plain vanilla [DeepBSDE](https://arxiv.org/abs/1707.02568) method will be applied. If provided, the SDE associated with the PDE problem will be solved relying on methods from DifferentialEquations.jl, using [Ensemble solves](https://diffeq.sciml.ai/stable/features/ensemble/) via `sdealg`. Check the available `sdealg` on the