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numerical-methods
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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
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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.