numerical-integration

There are 3 repositories under numerical-integration topic.

google / tf-quant-finance
High-performance TensorFlow library for quantitative finance.
finance gpu gpu-computing high-performance high-performance-computing numerical-integration numerical-methods numerical-optimization python quantitative-finance quantlib tensorflow
Language:Python 5048
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 1057
Axect / Peroxide
Rust numeric library with high performance and friendly syntax
rust scientific-computing linear-algebra matrix statistics matlab interpolation spline determinant r peroxide jacobian simd-openblas rust-numeric-library regression optimization numerical-analysis dataframe numerical-integration ordinary-differential-equations
Language:Rust 655
symbolica
benruijl / symbolica
A modern computer algebra library for Python and Rust.
arithmetic computer-algebra expansion expressions factorization greatest-common-divisor groebner-basis mathematics numerical-integration pattern-matching physics polynomial-arithmetic symbolic-computation symbolic-manipulation
Language:Rust 652
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 517
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 modern-fortran scientific-computing numerical-methods
363
JuliaApproximation / FastGaussQuadrature.jl
Julia package for Gaussian quadrature
gauss-quadrature julia numerical-integration
Language:Julia 319
JuliaMath / QuadGK.jl
adaptive 1d numerical Gauss–Kronrod integration in Julia
integration julia math numerical-integration quadrature
Language:Julia 301
paramonte
cdslaborg / paramonte
ParaMonte: Parallel Monte Carlo and Machine Learning Library for Python, MATLAB, Fortran, C++, C.
adaptive-learning bayesian-inference bayesian-statistics c cpp fortran machine-learning machine-learning-algorithms machine-learning-library markov-chain matlab mcmc monte-carlo monte-carlo-simulations mpi numerical-integration openmp python sampling
Language:Fortran 295
easy-neural-ode
jacobjinkelly / easy-neural-ode
Code for the paper "Learning Differential Equations that are Easy to Solve"
deep-learning deep-neural-networks differential-equations dynamical-systems jax machine-learning neural-differential-equations neural-ode numerical-integration ode ode-solver
Language:Python 284
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 239
torchquad
esa / torchquad
Numerical integration in arbitrary dimensions on the GPU using PyTorch / TF / JAX
automatic-differentiation gpu high-performance-computing integration machine-learning monte-carlo-integration multidimensional-integration numerical-integration python pytorch torchquad vegas vegas-enhanced
Language:Python 209
cpmech / russell
Rust Scientific Libary. ODE and DAE (Runge-Kutta) solvers. Special functions (Bessel, Elliptic, Beta, Gamma, Erf). Linear algebra. Sparse solvers (MUMPS, UMFPACK). 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 173
JuliaMath / HCubature.jl
pure-Julia multidimensional h-adaptive integration
cubature numerical-integration integration math julia
Language:Julia 162
SamplinSafari
wkjarosz / SamplinSafari
Samplin' Safari is a research tool to visualize and interactively inspect high-dimensional (quasi) Monte Carlo samplers.
monte-carlo-sampling orthogonal-arrays quasi-monte-carlo sampling monte-carlo monte-carlo-ray-tracing integration numerical-integration computer-graphics graphics-rendering qmc mc
Language:C++ 161
JuliaMath / Cubature.jl
One- and multi-dimensional adaptive integration routines for the Julia language
cubature integration julia math numerical-integration
Language:Julia 133
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++ 112
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# 109
mtantaoui / Integrate
a small, lightweight crate for numerical integration written in Rust.
gaussian-quadrature numerical-integration numerical-methods scientific-computing
Language:Rust 109
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 104
SciNim / numericalnim
A collection of numerical methods written in Nim
curve-fitting discrete-points integral integration interpolation lbfgs nim nim-lang numerical-computation numerical-integration numerical-methods ode ode-integrators ode-solver optimization-methods science scientific scientific-computing simpson-rule vectors
Language:Nim 89
giordano / Cuba.jl
Library for multidimensional numerical integration with four independent algorithms: Vegas, Suave, Divonne, and Cuhre.
cubature integration julia math monte-carlo-integration numerical-integration
Language:Julia 84
NJdevPro / Numerical-Recipes
Numerical Recipes in C++, that actually compiles
linear-algebra numerical-algorithms numerical-integration numerical-methods
Language:C++ 83
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 78
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++ 73
theochem / grid
Python library for numerical integration, interpolation, and differentiation on (molecular) grids.
clenshaw-curtis computational-chemistry coordinate-transformation cubature integration interpolation lebedev numerical-differentiation numerical-integration partial-differential-equations python quadrature quantum-chemistry quantum-chemistry-packages
Language:Python 69
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 57
kmolan / multicalc-rust
Multivariable calculus in pure rust
calculus numerical-differentiation numerical-integration rust rust-numeric-library scientific-computing vector-field
Language:Rust 57
AidanRocke / AutoDiff
Automatic Differentiation via Contour Integration
numerical-integration julia-language dendritic-computation neural-computation
Language:Jupyter Notebook 52
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
50
princemahajan / FLINT
Fortran Library for numerical INTegration of differential equations
differential-equations fortran julia numerical-integration ode ode-events runge-kutta
Language:Fortran 45
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 courseware cwm
Language:MATLAB 42
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 40
ranjanan / MonteCarloIntegration.jl
A package for multi-dimensional integration using monte carlo methods
monte-carlo-integration numerical-integration
Language:Julia 40
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 37
fourier-series
gyanantaran / fourier-series
Fourier series of drawings
fourier-series numerical-integration raylib mathematics
Language:C 36