optimiz-rs

91 Commits 3 Branches 4 Tags

2 Commits

Include renames

Author	SHA1	Message	Date
ThotDjehuty	0a349f7391	docs(v2.0.0-alpha.7): enrich notebooks 07/08/10/14 to 03-tutorial depth Notebooks 07 (topology), 08 (volterra), 10 (bsde) and 14 (mckean_vlasov) now follow the same pedagogical template as the optimal-control tutorial: - Theorem / proof markdown PRE-cells stating the equation pivot, with derivations inspired by the latex coursework on path integrals, Volterra-Malliavin and math-physics-finance lectures. - Numerical experiment cells with analytic ground-truth checks (Mittag-Leffler, Feynman-Kac, Ornstein-Uhlenbeck variance asymptote). - Markdown POST-cells stating the expected result, how to read each figure, and the conclusion linking back to the API. - Concrete real-world applications: * 07 topology -> physics: persistent H1 detects the hole of a thin annulus vs a filled disk. * 08 volterra -> sub-diffusion fractional Fokker-Planck moments. * 10 bsde -> heat equation expectation as a linear BSDE. * 14 mckean_vlasov -> opinion dynamics on a population. All cells executed end-to-end with the rhftlab kernel; outputs (figures, prints, ground-truth errors) are embedded as proof of work. Includes the deterministic builder script _build_enriched_v2.py used to regenerate the four notebooks.	2026-05-12 19:23:49 +02:00
ThotDjehuty	01bae1f060	feat(v1.1.x): PyO3 bindings + executed companion notebooks for 5 new groups Adds Python bindings (behind feature='python-bindings') for graph, risk_measures, topology, volterra, signatures. Companion notebooks under examples/notebooks/: - 05_graph.ipynb (Laplacians + spectral clustering) - 06_risk_measures.ipynb (VaR / CVaR + simplex projection) - 07_topology.ipynb (Vietoris-Rips + persistent homology) - 08_volterra.ipynb (fractional ODE, Markovian lift, Volterra, Fourier inversion) - 09_signatures.ipynb (path / log / random / kernel signatures) All notebooks executed end-to-end against analytic ground truth (closed-form solutions, Mittag-Leffler, exp(-t), unit-circle homology, identical-path signature kernel). Built and validated via: maturin develop --release --features python-bindings. Workflow generated by 5 parallel optimizRs subagents (.github/agents/).	2026-05-12 11:46:24 +02:00

Author

SHA1

Message

Date

ThotDjehuty

0a349f7391

docs(v2.0.0-alpha.7): enrich notebooks 07/08/10/14 to 03-tutorial depth

Notebooks 07 (topology), 08 (volterra), 10 (bsde) and 14 (mckean_vlasov)
now follow the same pedagogical template as the optimal-control tutorial:

- Theorem / proof markdown PRE-cells stating the equation pivot, with
  derivations inspired by the latex coursework on path integrals,
  Volterra-Malliavin and math-physics-finance lectures.
- Numerical experiment cells with analytic ground-truth checks
  (Mittag-Leffler, Feynman-Kac, Ornstein-Uhlenbeck variance asymptote).
- Markdown POST-cells stating the expected result, how to read each
  figure, and the conclusion linking back to the API.
- Concrete real-world applications:
    * 07 topology -> physics: persistent H1 detects the hole of a thin
      annulus vs a filled disk.
    * 08 volterra -> sub-diffusion fractional Fokker-Planck moments.
    * 10 bsde -> heat equation expectation as a linear BSDE.
    * 14 mckean_vlasov -> opinion dynamics on a population.

All cells executed end-to-end with the rhftlab kernel; outputs (figures,
prints, ground-truth errors) are embedded as proof of work.

Includes the deterministic builder script _build_enriched_v2.py used to
regenerate the four notebooks.

2026-05-12 19:23:49 +02:00

ThotDjehuty

01bae1f060

feat(v1.1.x): PyO3 bindings + executed companion notebooks for 5 new groups

Adds Python bindings (behind feature='python-bindings') for graph,
risk_measures, topology, volterra, signatures.

Companion notebooks under examples/notebooks/:
- 05_graph.ipynb           (Laplacians + spectral clustering)
- 06_risk_measures.ipynb   (VaR / CVaR + simplex projection)
- 07_topology.ipynb        (Vietoris-Rips + persistent homology)
- 08_volterra.ipynb        (fractional ODE, Markovian lift, Volterra,
                            Fourier inversion)
- 09_signatures.ipynb      (path / log / random / kernel signatures)

All notebooks executed end-to-end against analytic ground truth
(closed-form solutions, Mittag-Leffler, exp(-t), unit-circle homology,
identical-path signature kernel).

Built and validated via: maturin develop --release --features python-bindings.

Workflow generated by 5 parallel optimizRs subagents (.github/agents/).

2026-05-12 11:46:24 +02:00