numerical-methods

There are 35 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 5048
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 3962
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 1947
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 1537
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 1248
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++ 1191
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
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 884
herbie-fp / herbie
Optimize floating-point expressions for accuracy
developer-tools floating-point herbie numerical-methods racket synthesis
Language:HTML 826
gridap / Gridap.jl
Grid-based approximation of partial differential equations in Julia
finite-elements gridap julia numerical-methods partial-differential-equations pdes
Language:Julia 820
Calcpad
Proektsoftbg / Calcpad
Free and open source software for mathematical and engineering calculations.
calculations engineering interpreter mathematics numerical-methods programming-language structural units-of-measurement
Language:HTML 574
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++ 560
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 485
probnum
probabilistic-numerics / probnum
Probabilistic Numerics in Python.
machine-learning numerical-methods probabilistic-numerics
Language:Python 459
lecopivo / SciLean
Scientific computing in Lean 4
lean4 scientific-computing numerical-methods symbolic-computation
Language:Lean 436
ergenekonyigit / Numerical-Analysis-Examples
Numerical Analysis Implementations in Various Languages
examples numerical-analysis numerical-methods
Language:C++ 392
ShiqinHuo / Numerical-Optimization-Books
Collected study materials in Numerical Optimization ANU@MATH3514(HPC)
electronic-books numerical-optimization convex-optimization numerical-methods boyd convex-optimisation
368
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
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 345
ZichaoLong / PDE-Net
PDE-Net: Learning PDEs from Data
applied-mathematics data-assimilation data-driven-model inverse-problems machine-learning numerical-methods partial-differential-equations system-identification
324
analysiscenter / pydens
PyDEns is a framework for solving Ordinary and Partial Differential Equations (ODEs & PDEs) using neural networks
deep-learning differential-equations neural-networks numerical-methods ode ode-solver partial-differential-equations pde-solver solving-pdes
Language:Jupyter Notebook 312
markov
czekster / markov
Materials for book: "Markov Chains for programmers"
markov-chain simulation numerical-methods programming-challenges
Language:C 280
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 279
iheartla / iheartla
compilable markdown for linear algebra
compiler cpp dsl latex matlab numerical-methods python scientific-computing
Language:Python 226
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++ 201
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 193
vlvovch / PHYS6350-ComputationalPhysics
Lecture notes and code for the course PHYS6350 Computational Physics at the University of Houston
computational-physics numerical-methods physics-simulation
Language:Jupyter Notebook 187
jialuechen / torchquant
PyTorch for Quantitative Finance : Payoffs are Activations
quantitative-finance risk-management pytorch numerical-methods quantlib automatic-differentiation malliavin-calculus derivatives-pricing deep-learning optimal-transport
Language:Python 183
PolyMathOrg / PolyMath
Scientific Computing with Pharo
pharo mathematics smalltalk numerical-methods pharo-smalltalk
Language:Smalltalk 172
stephenhky / PyTDA
Topological Data Analysis in Python
topological-data-analysis tda topology demo-codes python numerical-methods
Language:Python 172
MathFlow
cybergeek1943 / MathFlow
Like `requests` for mathematical computing, making complex math feel simple.
analysis calculator calculus mathematics numerical-analysis numerical-methods numpy python-math scipy symbolic-expressions symbolic-math sympy
Language:Python 163
FinEtools.jl
PetrKryslUCSD / FinEtools.jl
Finite Element tools in Julia
finite-element-methods finite-elements julia numerical-methods partial-differential-equations
Language:Julia 161
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++ 150
DataHaskell / dh-core
Functional data science
data-analysis data-mining data-science dataframes datahaskell datasets machine-learning numerical-methods
Language:Haskell 142
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 136