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main.py
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#!/usr/bin/env python
# -*- coding:utf-8 -*-
# @FileName :main.py
# @Time :2024/3/13 0:17
# @Author :Feiyu
# @Main ：
if __name__ == "__main__":
import equation
import default_parameters
from train import BSDESolver
from lib import draw_dw_x
# # # AllenCahn
AllenCahn = equation.AllenCahn(default_parameters.AllenCahnConfig)
model = BSDESolver(default_parameters.AllenCahnConfig, AllenCahn)
# draw_dw_x(100, default_parameters.AllenCahnConfig, equation.AllenCahn)
model.solve()
#
#
# # # HJBLQ
# HJBLQ = equation.HJBLQ(default_parameters.HJBConfig)
# model = BSDESolver(default_parameters.HJBConfig, HJBLQ)
# draw_dw_x(100, default_parameters.HJBConfig, equation.HJBLQ)
# model.solve()
# # PricingDefaultRisk
# PricingDefaultRisk = equation.PricingDefaultRisk(default_parameters.PricingDefaultRiskConfig)
# model =BSDESolver(default_parameters.PricingDefaultRiskConfig, PricingDefaultRisk)
# draw_dw_x(100, default_parameters.PricingDefaultRiskConfig, equation.PricingDefaultRisk)
# model.solve()
#
# # PricingDiffRate
# PricingDiffRate = equation.PricingDiffRate(default_parameters.PricingOptionConfig)
# model =BSDESolver(default_parameters.PricingOptionConfig, PricingDiffRate)
# draw_dw_x(100, default_parameters.PricingOptionConfig, equation.PricingDiffRate)
# model.solve()
#
# Burgers = equation.BurgersType(default_parameters.BurgesTypeConfig)
# model = BSDESolver(default_parameters.BurgesTypeConfig, Burgers)
# draw_dw_x(100, default_parameters.BurgesTypeConfig, equation.BurgersType)
# model.solve()
#
# # PDE_Quadratically_Growing_Derivatives
# QuadraticGradient = equation.QuadraticGradient(default_parameters.QuadraticGradientsConfig)
# model = BSDESolver(default_parameters.QuadraticGradientsConfig, QuadraticGradient)
# # draw_dw_x(100, default_parameters.BurgesTypeConfig, equation.BurgersType)
# model.solve()
#
# # # Time_Dependent_Reaction_Diffusion_Equation
# ReactionDiffusion = equation.ReactionDiffusion(default_parameters.ReactionDiffusionConfig)
# model = BSDESolver(default_parameters.ReactionDiffusionConfig, ReactionDiffusion)
# # draw_dw_x(100, default_parameters.BurgesTypeConfig, equation.BurgersType)
# model.solve()