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.

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

Currently when running sphinx-build no module index file at https://probnum.readthedocs.io/en/latest/py-modindex.html is generated. This has partly to do with the fact how we customize the documentation structure. In particular this is not an error with the ReadTheDocs build, but also does not work locally.

See also: https://samnicholls.net/2016/06/15/how-to-sphinx-readthedocs/

Code coverage should be added to the Travis config (perhaps the cabal file and/or the stack options need to be changed in order to account for hpc coverage generation); currently in Travis there is only a project key.
This tool uploads hpc coverage reports to codecov.io .