collocation-method

There are 1 repository under collocation-method topic.

antdvid / FastAmericanOptionPricing
Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included for comparison.
integral-equation collocation-method spectral-method fast american-option crank-nicolson
Language:Python 37
Parallel-in-Time / pySDC
pySDC is a Python implementation of the spectral deferred correction (SDC) approach and its flavors, esp. the multilevel extension MLSDC and PFASST.
parallel-in-time python iterative-methods parallel-computing partial-differential-equations ordinary-differential-equations collocation-method multigrid pfasst spectral-deferred-corrections hacktoberfest
Language:Jupyter Notebook 32
asanet / chemeng-solved
Classic problems in chemical engineering solved with matlab
mit-license matlab chemical-engineering mpc-control differential-equations numerical-methods optimization parameter-estimation process-control orthogonal collocation templates discretization collocation-method differential-algebraic-equations
Language:MATLAB 21
marvinpfoertner / linpde-gp
Code for the Paper "Physics-Informed Gaussian Process Regression Generalizes Linear PDE Solvers"
finite-element-method gaussian-processes partial-differential-equations collocation-method galerkin-method probabilistic-numerics
Language:Python 19
kaist-silab / graphsplinenets
[NeurIPS 23] Official Code for "Learning Efficient Surrogate Dynamic Models with Graph Spline Networks"
collocation-method forecasting graph-neural-networks
Language:Jupyter Notebook 13
AunSiro / optibot
Collocation methods for trajectory optimization for second or higher order systems.
sympy lagrangian-mechanics lagrangian-dynamics robotics symbolic-computation casadi collocation collocation-method trajectory-optimization
Language:Python 10
JoshuaLampert / KernelInterpolation.jl
Multivariate (generalized) scattered data interpolation with symmetric (conditionally) positive definite kernel functions in arbitrary dimension
interpolation kernel-methods radial-basis-function julia collocation-method numerical-simulation-framework meshfree simulation
Language:Julia 8
cbhua / orthogonal-spine-collocation
Implement of 1D Orthogonal Spline Collocation (OSC) Method.
collocation-method numerical-analysis partial-differential-equations spline-interpolation
Language:Jupyter Notebook 6
Papelbon / numerical-anal
Numerical Analysis Problems and Solutions
numerical-methods numerical-analysis boundary-value-problem collocation-method finite-difference-method least-sqaure-method differential-equations qr-decomposition lu-decomposition tridiagonal-matrix-algorithm trapezoidal-method simpson-method modern-fortran fortran2003 fortran2008 heat-transfer finite-difference heat-equation
Language:Fortran 6
mingwu-li / coco_fmincon
COCO wrapper for fmincon in MATLAB
collocation-method dynamical-systems optimal-control optimization
Language:MATLAB 5
NumODEsTUW / bvpsuite2.0
Matlab Code for Boundary Value Problems in (singular/regular) nonlinear ODEs
odes daes boundary-value-problems eigenvalueproblems nonlinear pathfollowing semi-infinite-intervals parameters collocation collocation-method multipoint-boundary-conditions mixed-order-odes
Language:MATLAB 3
atytgat / quantum-simulation
Using spectral methods to simulate the dynamic of a quantum particle in an EM field
quantum-simulation spectral-methods collocation-method galerkin-method
Language:MATLAB 2
bschieche / MATLAB-random-PDE
A MATLAB implementation of anisotropic adaptive stochastic collocation applied to a parabolic PDE
matlab finite-elements ode-solver pde-equations karhunen-loeve-transform stochastic-differential-equations collocation-method interpolation sparsity
Language:Jupyter Notebook 2
komahanb / pspace
Probabilistic space module for stochastic galerkin and stochastic collocation computations
stochastic-differential-equations polynomial-chaos-expansions galerkin-method collocation-method uncertainty-quantification
Language:C++ 2
divasilevski / oscillations-of-the-rod
Прямая задача об установившихся продольных колебаниях стержня
tikhonov-regularization runge-kutta-methods shooting-method collocation-method
Language:JavaScript 1
mingwu-li / ddae_constructor
COCO constructors for delay-differential-algebraic equations
delay-differential-equations differential-algebraic-equations collocation-method parameter-continuation
Language:MATLAB 0
sednabcn / Python-ML-Sample-Collocation
This repository describes the application of numerical Collocation method in Machine Learning as a Supervised learning algorithm
collocation-method rbf-classifier rbf-regression python
Language:Python