numerical-integration

There are 2 repositories under numerical-integration topic.

google / tf-quant-finance
High-performance TensorFlow library for quantitative finance.
tensorflow quantitative-finance python finance numerical-methods numerical-optimization numerical-integration high-performance high-performance-computing gpu gpu-computing quantlib
Language:Python 4269
mpmath / mpmath
Python library for arbitrary-precision floating-point arithmetic
python arbitrary-precision multiprecision floating-point special-functions numerical-integration numerical-methods plotting complex-numbers ordinary-differential-equations numerical-optimization
Language:Python 908
JuliaPhysics / Measurements.jl
Error propagation calculator and library for physical measurements. It supports real and complex numbers with uncertainty, arbitrary precision calculations, operations with arrays, and numerical integration.
uncertainty-propagation julia error-propagation physics complex-numbers uncertainties multiprecision arbitrary-precision linear-algebra numerical-integration physical-quantities
Language:Julia 472
Axect / Peroxide
Rust numeric library with R, MATLAB & Python syntax
rust scientific-computing linear-algebra matrix lu-decomposition statistics matlab interpolation spline determinant r peroxide jacobian simd-openblas rust-numeric-library regression optimization numerical-analysis dataframe numerical-integration
Language:Rust 443
JuliaApproximation / FastGaussQuadrature.jl
Julia package for Gaussian quadrature
julia gauss-quadrature numerical-integration
Language:Julia 292
easy-neural-ode
jacobjinkelly / easy-neural-ode
Code for the paper "Learning Differential Equations that are Easy to Solve"
neural-ode differential-equations machine-learning jax deep-learning deep-neural-networks dynamical-systems neural-differential-equations numerical-integration ode ode-solver
Language:Python 263
Beliavsky / Fortran-code-on-GitHub
Directory of Fortran codes on GitHub, arranged by topic
fortran list cfd earth-science electronic-structure linear-algebra machine-learning numerical-integration numerical-optimization quantum-chemistry statistics finite-elements nwp
259
JuliaMath / QuadGK.jl
adaptive 1d numerical Gauss–Kronrod integration in Julia
julia math integration numerical-integration quadrature
Language:Julia 248
paramonte
cdslaborg / paramonte
ParaMonte: Parallel Monte Carlo and Machine Learning Library for Python, MATLAB, Fortran, C++, C.
monte-carlo markov-chain adaptive-learning bayesian-inference bayesian-statistics machine-learning machine-learning-algorithms machine-learning-library sampling c cpp fortran python matlab monte-carlo-simulations mpi mcmc openmp numerical-integration
Language:Fortran 236
SciML / Integrals.jl
A common interface for quadrature and numerical integration for the SciML scientific machine learning organization
quadrature integration automatic-differentiation algorithmic-differentiation differentiable-programming sciml scientific-machine-learning julia julia-language julialang numerical-integration
Language:Julia 202
torchquad
esa / torchquad
Numerical integration in arbitrary dimensions on the GPU using PyTorch / TF / JAX
python gpu pytorch torchquad numerical-integration multidimensional-integration integration automatic-differentiation high-performance-computing monte-carlo-integration vegas vegas-enhanced machine-learning
Language:Python 160
SamplinSafari
wkjarosz / SamplinSafari
Samplin' Safari is a research tool to visualize and interactively inspect high-dimensional (quasi) Monte Carlo samplers.
computer-graphics graphics-rendering integration mc monte-carlo monte-carlo-ray-tracing monte-carlo-sampling numerical-integration orthogonal-arrays qmc quasi-monte-carlo sampling
Language:C++ 150
JuliaMath / HCubature.jl
pure-Julia multidimensional h-adaptive integration
cubature numerical-integration integration math julia
Language:Julia 144
JuliaMath / Cubature.jl
One- and multi-dimensional adaptive integration routines for the Julia language
numerical-integration math cubature integration julia
Language:Julia 122
Hydra
MultithreadCorner / Hydra
Header only framework for data analysis in massively parallel platforms.
hydra thrust high-energy-physics data-analysis parallel-data-analysis hpc-applications monte-carlo-simulation numerical-integration data-fitting parallel-computing parallel-algorithm parallelization tbb cuda openmp omp particle-physics multithread parallel-framework header-only
Language:C++ 107
dcwuser / metanumerics
Meta.Numerics is library for advanced numerical computing on the .NET platform. It offers an object-oriented API for statistical analysis, advanced functions, Fourier transforms, numerical integration and optimization, and matrix algebra.
math-library matrix statistics numerics numerical-optimization numerical-integration numerical-analysis statistical-analysis statistical-tests matrix-factorization matrix-multiplication matrix-library special-functions math scientific-computing data-analysis dotnet csharp-library matrix-algebra optimization
Language:C# 96
horchler / SDETools
Matlab Toolbox for the Numerical Solution of Stochastic Differential Equations
stochastic-differential-equations matlab sde numerical-integration simulation stochastic stochastic-processes dynamical-systems noise random
Language:MATLAB 93
SciNim / numericalnim
A collection of numerical methods written in Nim
nim nim-lang ode ode-solver integration integral numerical-methods numerical-integration numerical-computation ode-integrators vectors discrete-points simpson-rule science scientific-computing scientific interpolation optimization-methods curve-fitting lbfgs
Language:Nim 85
giordano / Cuba.jl
Library for multidimensional numerical integration with four independent algorithms: Vegas, Suave, Divonne, and Cuhre.
julia numerical-integration monte-carlo-integration integration math cubature
Language:Julia 71
cpmech / russell
Rust Scientific Libary. Special functions (Bessel, Elliptic, Beta, Gamma, Erf). Linear algebra. Sparse solvers. ODE and DAE solvers. Probability distributions. Tensor calculus.
eigenvalues eigenvectors sparse-matrix mathematics linear-algebra rust differential-equations scientific-computing special-functions interpolation bessel-function gamma-function numerical-derivatives numerical-integration quadrature quadrature-integration spectral-methods
Language:Rust 67
quadpack
jacobwilliams / quadpack
Modern Fortran QUADPACK Library for 1D numerical quadrature
quadrature slatec quadpack gauss-kronrod gauss-kronrod-quadrature numerical-integration fortran quadrature-integration fortran-package-manager
Language:Fortran 56
AidanRocke / AutoDiff
Automatic Differentiation via Contour Integration
numerical-integration julia-language dendritic-computation neural-computation
Language:Jupyter Notebook 51
chris-ali / j6dof-flight-sim
A high fidelity 6DOF flight simulation that the user can fly themselves or run to analyze an aircraft's flight dynamics
java-8 flight-simulator flight-dynamics lwjgl jfreechart numerical-integration 6dof opengl
Language:Java 49
princemahajan / FLINT
Fortran Library for numerical INTegration of differential equations
fortran numerical-integration ode ode-events differential-equations julia runge-kutta
Language:Fortran 41
Beliavsky / Burkardt-Fortran-90
Classification of John Burkardt's many Fortran 90 codes
fortran numerical-methods fortran90 cluster-analysis approximation combinatorics computational-geometry eigenvalues graph-algorithms interpolation linear-algebra nonlinear-equations numerical-optimization random-number-generators ode probability-distribution numerical-integration special-functions root-finding delaunay-triangulation
39
ranjanan / MonteCarloIntegration.jl
A package for multi-dimensional integration using monte carlo methods
numerical-integration monte-carlo-integration
Language:Julia 36
emhayki / CFD-Fundamental
Implementation of the 12 steps approach to the Navier-Stokes equations, essential for simulating fluid dynamics.
cfd cfd-simulation fluid fluid-dynamics fluid-simulation numerical-analysis numerical-integration numerical-methods cavity-simulators fluid-mechanics laplace-equation poisson-equation navier-stokes navier-stokes-equations
Language:C++ 34
quadrature-fortran
jacobwilliams / quadrature-fortran
1D-6D Adaptive Gaussian Quadrature with Modern Fortran
quadrature-integration integration quadrature fortran numerical-integration fortran-package-manager
Language:Fortran 32
francescoalemanno / Trapz.jl
Julia package to easily calculate multidimensional integrals on discrete domains, brings MATLAB&Numpy trapz function to Julia
julia numerical-integration
Language:Julia 31
JoshKarpel / idesolver
A general-purpose numerical integro-differential equation solver
mathematics python numerical-integration integro-differential-equations
Language:Python 30
eelregit / mcfit
multiplicatively convolutional fast integral transforms implementing FFTLog
fftlog integral-transform numerical-integration cosmology
Language:Python 28
ThomasThelen / Finite-Difference-Method
A Finite Difference Method Engine in C++
finite-difference finite-difference-method finite-differences partial-differential-equations diffusion-equation heat-equation heat-transfer fdm numerical-methods numerical-calculations numerical-computation numerical numerical-integration
Language:C++ 28
canbula / NumericalAnalysis
Repository for Numerical Analysis course given by Assoc. Prof. Dr. Bora Canbula at Computer Engineering Department of Manisa Celal Bayar University.
gauss-elimination gauss-jordan-elimination ieee754 numerical-analysis numerical-derivation numerical-derivatives numerical-integrals numerical-integration numerical-methods root-finding
Language:Jupyter Notebook 25
CIFASIS / qss-solver
Modeling and simulation tool for continuous and hybrid systems.
simulation linux modelica qss-methods large-scale-simulation numerical-integration parallel-simulation
Language:C 25
MathWorks-Teaching-Resources / Numerical-Methods-with-Applications
Teach numerical methods for interpolation, differentiation, integration, and solving ODEs and PDEs with MATLAB.
numerical-methods numerical-integration numerical-differentiation numerical-differential-equations interpolation matlab matlab-live-script
Language:MATLAB 24
minaskar / hankl
hankl is a lightweight Python implementation of the FFTLog algorithm for Cosmology
hankel fftlog fft cosmology numerical-integration
Language:Python 23