Module finite_difference 

Finite Difference Policy Iteration Solver.

Grid-based PDE solver for HJB equations using backward induction with operator splitting (Howard’s algorithm). Supports 1D through N-D problems via const generics.

• discretization: Shared stencils (DimensionKind, Transport, boundary conditions).
• operator: Sparse matrix construction and update for the discretized differential operator.
• pde: FD-specific time-dependent transport contract.
• solver: The PolicyIterationSolver with Implicit/Explicit/Crank-Nicolson schemes.

Re-exports

pub use discretization::BoundaryCondition;

pub use discretization::BoundaryConditions;

pub use discretization::DimensionKind;

pub use discretization::JumpKernel;

pub use discretization::JumpTransition;

pub use discretization::Transport;

pub use discretization::sample_jump_kernel;

pub use elliptic::EllipticControlProblem;

pub use elliptic::EllipticProblem;

pub use elliptic::StationarySolver;

pub use operator::Operator;

pub use pde::PdeProblem;

pub use solver::PolicyIterationSolver;

pub use solver::Scheme;

Modules

discretization

Shared finite-difference discretization primitives.

elliptic

Stationary elliptic finite-difference solvers.

operator

pde

FD-specific contract for grid-based HJB solvers.

solver

Policy Iteration Solver