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

Is your feature request related to a problem? Please describe.
Part of the documentation is written in ipynb files. This creates very large diffs and files that are checked into the repository.

Give an example use case.
The developer tutorial Creating an Example Notebook does not execute any co

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