- Remove unused OptimizrError imports in pde_solvers and mod.rs
- Remove unused Array2 import in optimal_transport.rs
- Remove unused Grid and pde_solvers imports in nash_equilibrium.rs
- Fix m_new variable declaration in forward_backward.rs
- Add #[allow(non_snake_case)] for T field/parameter in python_bindings.rs
- Prefix unused hist_cr variable in shade.rs
All changes fix compilation warnings while preserving functionality.
- Add python_bindings.rs with MFGConfigPy and solve_mfg_1d_rust
- Update notebook to compare Rust vs Python implementations
- Add performance benchmarking and accuracy validation
- Include convergence plots and 3D visualizations
- Update __init__.py to expose MFG functions
Note: Python bindings need maturin build due to macOS linker issues with cargo
- Add complete mean_field module with 6 submodules
- Implement HJB and Fokker-Planck PDE solvers with rayon parallelization
- Add forward-backward fixed-point iteration algorithm
- Include Nash equilibrium and optimal transport utilities
- Add comprehensive Jupyter notebook tutorial with:
* Mathematical formulation (HJB and FP equations)
* Finite difference methods explanation
* Complete congestion game example
* 3D visualizations and convergence plots
* Citations to Jiang, Chewi, Pooladian (2023) paper
- All tests passing (5 tests in mean_field module)
- Based on 'Numerical Methods for Mean Field Games' PDF algorithms
Melvin Alvarez