Module numeric 

Numerical Solvers.

This module implements the algorithms for solving the HJB equation.

• solver: Common trait interface for all numerical solvers.
• finite_difference: Grid-based PDE solver (Policy Iteration with Implicit/Explicit/CN schemes).
• policy_iteration: Re-exports from finite_difference for backward compatibility.
• operator: Re-exports from finite_difference for backward compatibility.
• bsde: A probabilistic solver using Backward Stochastic Differential Equations (Monte Carlo regression).
• result: Standard output structure for numerical solvers.
• basis: Polynomial basis functions for regression (Power, Hermite, Chebyshev, Laguerre).
• ode: ODE solvers (Euler, RK4, Spectral).

Modules

basis

bsde

BSDE Solver

finite_difference

Finite Difference Policy Iteration Solver.

ode

operator

Backward-compatible re-export of the finite difference operator.

policy_iteration

Backward-compatible re-export of the finite difference solver.

result

solver