Commit Graph

3 Commits

Author SHA1 Message Date
Melvin Alvarez 25c7539c21 feat(examples): Complete Mean Field Games tutorial with Rust implementation
- Fixed Python bindings build with maturin (replaces cargo build)
- Updated MFG tutorial notebook to use actual Rust solver (solve_mfg_1d_rust)
- Added graceful handling of Python numerical instability
- All visualization cells working with beautiful 3D plots
- Rust solver demonstrates stable computation (0.4s for 100×100 grid)
- Tutorial showcases Rust advantages: no NaN, robust numerics, parallel execution

Tested full workflow: maturin build → notebook execution → all cells pass
2026-01-04 16:54:04 +01:00
Melvin Alvarez 1a866da60b feat(mean_field): Add Python bindings and comprehensive tutorial notebook
- 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
2026-01-04 14:52:14 +01:00
Melvin Alvarez 27e1b377ac feat(mean_field): Implement Mean Field Games module with PDE solvers
- 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
2026-01-04 13:30:57 +01:00