numerical-methods

Heston model has accurate density approximations for European option prices, which are of interest.

The module implementing this method should live under tf_quant_finance/volatility/heston_approximation.py. It should support both European option puts and calls approximations. Tests should be in heston_approximation_test.py in the same folder.

Description

A function to pad a string with zeros or another symbol to a given width could be helpful in many cases, especially together with the to_string() function for integer to string conversion.

Currently available methods to achieve this are using concatenation

width = 32
str = "hello"
padded_str = repeat('0',width-len(str)')//str

and perhaps also internal file I/O

A point load can be mathematically represented as a distribution, e.g., a Dirac delta. It breaks the Gridap flow, since one cannot use Gauss quadratures and numerical integration (what we usually do in FEM) to compute the integral of f*v in that case.

I don't want to consider hacks, e.g., touch the vector entry in a particular node in which you want to put the force (assuming the force is on

Describe the bug
The function probnum.diffeq.odefilter.utils.ivp_to_regression_problem is not displayed in the docs. (The entire odefilter.utils bit does not exist). But it should.

I am talking about this function:
https://github.com/probabilistic-numerics/probnum/blob/main/src/probnum/diffeq/odefilter/utils/_problem_utils.py

And I would like the odefilter.utils appear next to

Some unit tests asserting e.g. the length or some other property of the datasets would be nice to have.