solver/numeric/mod.rs
1//! Numerical Solvers.
2//!
3//! This module implements the algorithms for solving the HJB equation.
4//!
5//! * `solver`: Common trait interface for all numerical solvers.
6//! * `finite_difference`: Grid-based PDE solver (Policy Iteration with Implicit/Explicit/CN schemes).
7//! * `policy_iteration`: Re-exports from `finite_difference` for backward compatibility.
8//! * `operator`: Re-exports from `finite_difference` for backward compatibility.
9//! * `bsde`: A probabilistic solver using Backward Stochastic Differential Equations (Monte Carlo regression).
10//! * `result`: Standard output structure for numerical solvers.
11//! * `basis`: Polynomial basis functions for regression (Power, Hermite, Chebyshev, Laguerre).
12//! * `ode`: ODE solvers (Euler, RK4, Spectral).
13
14pub mod basis;
15pub mod bsde;
16pub mod finite_difference;
17pub mod ode;
18pub mod operator;
19pub mod policy_iteration;
20pub mod result;
21pub mod solver;