Implementation of the Deep Galerkin Method

The code given here is a companion to the review paper "Solving Nonlinear and High-Dimensional Partial Differential Equations via Deep Learning" by A. Al-Aradi, A. Correia, D. Naiff, G. Jardim and Y. Saporito (https://arxiv.org/abs/1811.08782) and reproduces the plots found in this work.

Note: the review paper is based on "DGM: A deep learning algorithm for solving partial differential equations" by J. Sirignano and K. Spiliopoulos (Journal of Computational Physics, 2018 - https://arxiv.org/abs/1708.07469).