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Is there a built-in function or method in DeepXDE for enabling gradient clipping?

I think not.

If not, is there a recommended way to implement it manually, perhaps by modifying the optimizer or through a callback?

You can use clip_grad_norm_ (PyTorch): https://pytorch.org/docs/stable/generated/torch.nn.utils.clip_grad_norm_.html
Apply it inside train_step:

def train_step(inputs, targets, auxiliary_vars):

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Answer selected by lululxvi
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