{ "model_type": "physics-informed-neural-network", "version": "1.0.0", "author": "Ramprasad Atluri (@At1uri)", "framework": "scipy / numpy / pytorch-compatible", "architecture": { "network_type": "Deep Collocation Multi-Layer Perceptron (MLP)", "input_dimension": 2, "input_features": ["spot_price_S", "time_to_maturity_tau"], "hidden_layers": [64, 64, 64], "output_dimension": 1, "output_feature": "solution_u", "activation_function": "tanh" }, "loss_formulation": { "interior_pde_loss": "Mean Squared Residual of Parabolic Black-Scholes Operator", "terminal_condition_loss": "Mean Squared Error against max(S - K, 0) at tau = 0", "boundary_condition_loss": "Asymptotic Dirichlet Boundary Loss as S -> 0 and S -> S_max", "loss_weights": { "lambda_pde": 1.0, "lambda_initial": 15.0, "lambda_boundary": 10.0 } }, "diagnostics": { "training_collocation_points": 5000, "final_pde_residual_l2_norm": 0.000421, "relative_sobolev_h1_error": 0.00185 } }