numerical-methods

There are 32 repositories under numerical-methods 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 4981
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 3949
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 1933
DiffEqML / torchdyn
A PyTorch library entirely dedicated to neural differential equations, implicit models and related numerical methods
control-theory deep-equilibrium-models deep-learning dynamical-systems implicit-models neural-differential-equations neural-network neural-ode numerical-methods pytorch
Language:Jupyter Notebook 1520
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 1221
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++ 1167
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 1044
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 859
herbie-fp / herbie
Optimize floating-point expressions for accuracy
herbie racket floating-point numerical-methods developer-tools synthesis
Language:HTML 820
gridap / Gridap.jl
Grid-based approximation of partial differential equations in Julia
finite-elements gridap julia numerical-methods partial-differential-equations pdes
Language:Julia 755
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++ 554
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 525
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 472
probnum
probabilistic-numerics / probnum
Probabilistic Numerics in Python.
machine-learning numerical-methods probabilistic-numerics
Language:Python 448
lecopivo / SciLean
Scientific computing in Lean 4
lean4 scientific-computing numerical-methods symbolic-computation
Language:Lean 425
ergenekonyigit / Numerical-Analysis-Examples
Numerical Analysis Implementations in Various Languages
numerical-methods numerical-analysis examples
Language:C++ 390
ShiqinHuo / Numerical-Optimization-Books
Collected study materials in Numerical Optimization ANU@MATH3514(HPC)
boyd convex-optimisation convex-optimization electronic-books numerical-methods numerical-optimization
344
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
343
luping-liu / PNDM
The official implementation for Pseudo Numerical Methods for Diffusion Models on Manifolds (PNDM, PLMS | ICLR2022)
diffusion-models numerical-methods generative-models pytorch
Language:Python 342
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
313
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 312
markov
czekster / markov
Materials for book: "Markov Chains for programmers"
markov-chain simulation numerical-methods programming-challenges
Language:C 281
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 274
iheartla / iheartla
compilable markdown for linear algebra
compiler cpp dsl latex matlab numerical-methods python scientific-computing
Language:Python 218
MatMechLab / AsFem
Advanced Simulation kit based on Finite Element Method (AsFem)
asfem beginner-code cahnhilliard chemomechanics crack damage finite-element-analysis finite-elements fracture mechanics multiphysics newton-raphson nonlinear numerical-methods phasefield solids sparse-matrix
Language:C++ 193
chfenger / goNum
开源Go语言数值算法库(An open numerical library purely based on Go programming language)
fitting go integral interpolation linear-equations mathematics matrix numerical numerical-methods ode-solver pde-solver scientific-computing
Language:Go 190
PolyMathOrg / PolyMath
Scientific Computing with Pharo
mathematics numerical-methods pharo pharo-smalltalk smalltalk
Language:Smalltalk 172
stephenhky / PyTDA
Topological Data Analysis in Python
demo-codes numerical-methods python tda topological-data-analysis topology
Language:Python 170
jialuechen / torchquant
PyTorch for Quantitative Finance
quantitative-finance risk-management pytorch numerical-methods quantlib automatic-differentiation malliavin-calculus derivatives-pricing deep-learning optimal-transport
Language:Python 157
FinEtools.jl
PetrKryslUCSD / FinEtools.jl
Finite Element tools in Julia
julia finite-elements numerical-methods partial-differential-equations finite-element-methods
Language:Julia 156
reamat / CalculoNumerico
Escrita colaborativa de recursos educacionais abertos sobre cálculo numérico.
numerical-analysis numerical-methods numerical-calculus book open-educational-resources oer
Language:TeX 151
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++ 146
DataHaskell / dh-core
Functional data science
data-science machine-learning numerical-methods data-analysis data-mining datahaskell datasets dataframes
Language:Haskell 140
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 135
narimiran / double_pendulum
Animations of random double pendulums
numpy matplotlib animation numerics numerical-methods differential-equations twitter twitter-bot python
Language:Python 132
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 127