numerical-methods

There are 29 repositories under numerical-methods 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 4309
gopherdata / gophernotes
The Go kernel for Jupyter notebooks and nteract.
go golang jupyter jupyter-notebook kernel gophernotes zeromq nteract data-science machine-learning artificial-intelligence numerical-methods
Language:Go 3773
SciML / SciMLBook
Parallel Computing and Scientific Machine Learning (SciML): Methods and Applications (MIT 18.337J/6.338J)
differential-equations scientific-machine-learning neural-networks numerical-methods gpu-computing stiff-equations lecture-notes performance-engineering parallelism scientific-simulators neural-ode neural-sde sciml
Language:HTML 1796
DiffEqML / torchdyn
A PyTorch library entirely dedicated to neural differential equations, implicit models and related numerical methods
deep-learning neural-network neural-differential-equations pytorch dynamical-systems deep-equilibrium-models implicit-models control-theory neural-ode numerical-methods
Language:Jupyter Notebook 1283
fortran-lang / stdlib
Fortran Standard Library
fortran stdlib fortran-stdlib fortran-library strings hash numpy quadrature rng sorting statistics probability-distribution fortran-package-manager numerical-methods blas lapack linear-algebra
Language:Fortran 988
KratosMultiphysics / Kratos
Kratos Multiphysics (A.K.A Kratos) is a framework for building parallel multi-disciplinary simulation software. Modularity, extensibility and HPC are the main objectives. Kratos has BSD license and is written in C++ with extensive Python interface.
kratos fem dem parallel-computing openmp numerical-methods c-plus-plus python multi-platform bsd-license multiphysics mpi kratos-multiphysics
Language:C++ 968
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 914
herbie-fp / herbie
Optimize floating-point expressions for accuracy
herbie racket floating-point numerical-methods developer-tools synthesis
Language:HTML 725
dingran / quant-notes
Quantitative Interview Preparation Guide, updated version here ==>
quantitative-finance interview-questions calculus linear-algebra probability statistics coding-interviews numerical-methods optimization finance quant quantitative-trading machine-learning interview-preparation data-science deep-learning python
Language:Jupyter Notebook 670
gridap / Gridap.jl
Grid-based approximation of partial differential equations in Julia
julia pdes partial-differential-equations finite-elements numerical-methods gridap
Language:Julia 642
kthohr / stats
A C++ header-only library of statistical distribution functions.
stats cpp constexpr numerical-methods probability distributions statistics armadillo cpp11 armadillo-library openmp density-functions quantile quantile-functions cdf blaze eigen eigen3
Language:C++ 504
probnum
probabilistic-numerics / probnum
Probabilistic Numerics in Python.
probabilistic-numerics machine-learning numerical-methods
Language:Python 425
maroba / findiff
Python package for numerical derivatives and partial differential equations in any number of dimensions.
scientific-computing numerical-methods derivative finite-difference-coefficients finite-difference finite-differences pde partial-differential-equations
Language:Python 397
ergenekonyigit / Numerical-Analysis-Examples
Numerical Analysis Implementations in Various Languages
examples numerical-analysis numerical-methods
Language:C++ 376
Calcpad
Proektsoftbg / Calcpad
Free and open source software for mathematical and engineering calculations.
mathematics engineering structural numerical-methods units-of-measurement calculations programming-language interpreter
Language:HTML 313
luping-liu / PNDM
The official implementation for Pseudo Numerical Methods for Diffusion Models on Manifolds (PNDM, PLMS | ICLR2022)
diffusion-models generative-models numerical-methods pytorch
Language:Python 307
ZichaoLong / PDE-Net
PDE-Net: Learning PDEs from Data
machine-learning applied-mathematics inverse-problems data-driven-model data-assimilation system-identification partial-differential-equations numerical-methods
296
analysiscenter / pydens
PyDEns is a framework for solving Ordinary and Partial Differential Equations (ODEs & PDEs) using neural networks
deep-learning neural-networks partial-differential-equations numerical-methods differential-equations solving-pdes ode ode-solver pde-solver
Language:Jupyter Notebook 278
markov
czekster / markov
Materials for book: "Markov Chains for programmers"
markov-chain simulation numerical-methods programming-challenges
Language:C 274
clawpack / riemann_book
An interactive book about the Riemann problem for hyperbolic PDEs, using Jupyter notebooks.
riemann-solver python jupyter-notebook book hyperbolic-equations partial-differential-equations mathematics numerical-methods
Language:HTML 248
ShiqinHuo / Numerical-Optimization-Books
Collected study materials in Numerical Optimization ANU@MATH3514(HPC)
electronic-books numerical-optimization convex-optimization numerical-methods boyd convex-optimisation
239
lecopivo / SciLean
Scientific computing in Lean 4
lean4 scientific-computing numerical-methods symbolic-computation
Language:Lean 225
iheartla / iheartla
compilable markdown for linear algebra
compiler dsl python cpp latex matlab numerical-methods scientific-computing
Language:Python 194
chfenger / goNum
开源Go语言数值算法库(An open numerical library purely based on Go programming language)
go numerical matrix fitting integral interpolation linear-equations ode-solver pde-solver mathematics numerical-methods scientific-computing
Language:Go 180
stephenhky / PyTDA
Topological Data Analysis in Python
topological-data-analysis tda topology demo-codes python numerical-methods
Language:Python 170
PolyMathOrg / PolyMath
Scientific Computing with Pharo
mathematics numerical-methods pharo pharo-smalltalk smalltalk
Language:Smalltalk 168
MatMechLab / AsFem
Advanced Simulation kit based on Finite Element Method (AsFem)
finite-elements finite-element-analysis numerical-methods mechanics beginner-code newton-raphson nonlinear sparse-matrix phasefield cahnhilliard solids asfem fracture crack damage multiphysics chemomechanics
Language:C++ 158
FinEtools.jl
PetrKryslUCSD / FinEtools.jl
Finite Element tools in Julia
julia finite-elements numerical-methods partial-differential-equations finite-element-methods
Language:Julia 143
DataHaskell / dh-core
Functional data science
data-science machine-learning numerical-methods data-analysis data-mining datahaskell datasets dataframes
Language:Haskell 135
reamat / CalculoNumerico
Escrita colaborativa de recursos educacionais abertos sobre cálculo numérico.
numerical-analysis numerical-methods numerical-calculus book open-educational-resources oer
Language:TeX 133
Fortran-FOSS-Programmers / FOODIE
Fortran Object-Oriented Differential-equations Integration Environment, FOODIE
fortran ode differential-equations runge-kutta-formulas oop numerical-methods integration
Language:Fortran 129
hpddm / hpddm
A framework for high-performance domain decomposition methods.
c-plus-plus linear-algebra python fortran c freefem petsc preconditioners domain-decomposition numerical-methods
Language:C++ 129
narimiran / double_pendulum
Animations of random double pendulums
numpy matplotlib animation numerics numerical-methods differential-equations twitter twitter-bot python
Language:Python 129
phelps-sg / python-bigdata
Data science and Big Data with Python
data-science python hbase numpy numerical-methods notebook-jupyter spark map-reduce
Language:Jupyter Notebook 128
jambo6 / neuralRDEs
Code for: "Neural Rough Differential Equations for Long Time Series", (ICML 2021)
time-series time-series-analysis machine-learning pytorch deep-learning signatures neural-cdes controlled-differential-equations numerical-methods rough-paths
Language:Jupyter Notebook 112
sigma-py / accupy
:dart: Accurate sums and dot products for Python.
mathematics numerical-methods engineering accuracy numpy python pypi
Language:Python 102