# NeuralPDE.jl: Scientific Machine Learning for Partial Differential Equations

NeuralPDE.jl is a solver package which consists of neural network solvers for partial differential equations using scientific machine learning (SciML) techniques such as physics-informed neural networks (PINNs) and deep BSDE solvers. This package utilizes deep neural networks and neural stochastic differential equations to solve high-dimensional PDEs at a greatly reduced cost and greatly increased generality compared with classical methods.

## Features

- Physics-Informed Neural Networks for automated PDE solving
- Forward-Backwards Stochastic Differential Equation (FBSDE) methods for parabolic PDEs
- Deep-learning-based solvers for optimal stopping time and Kolmogorov backwards equations

## Citation

If you use NeuralPDE.jl in your work, please cite:

```
@article{DifferentialEquations.jl-2017,
author = {Rackauckas, Christopher and Nie, Qing},
doi = {10.5334/jors.151},
journal = {The Journal of Open Research Software},
keywords = {Applied Mathematics},
note = {Exported from https://app.dimensions.ai on 2019/05/05},
number = {1},
pages = {},
title = {DifferentialEquations.jl – A Performant and Feature-Rich Ecosystem for Solving Differential Equations in Julia},
url = {https://app.dimensions.ai/details/publication/pub.1085583166 and http://openresearchsoftware.metajnl.com/articles/10.5334/jors.151/galley/245/download/},
volume = {5},
year = {2017}
}
```