LRydin / KramersMoyal
kramersmoyal: Kramers-Moyal coefficients for stochastic data of any dimension, to any desired order
☆72Updated 3 months ago
Alternatives and similar repositories for KramersMoyal:
Users that are interested in KramersMoyal are comparing it to the libraries listed below
- Code for "Nonlinear stochastic modeling with Langevin regression" J. L. Callaham, J.-C. Loiseau, G. Rigas, and S. L. Brunton☆25Updated 3 years ago
- Numerical integration of Ito or Stratonovich SDEs☆165Updated last year
- Example code for paper: Automatic Differentiation to Simultaneously Identify Nonlinear Dynamics and Extract Noise Probability Distributio…☆54Updated 2 years ago
- Solving stochastic differential equations and Kolmogorov equations by means of deep learning and Multilevel Monte Carlo simulation☆12Updated 3 years ago
- Stiff Neural Ordinary Differential Equations☆32Updated last year
- Numerically solve the Fokker-Planck equation in N dimensions☆88Updated last year
- Methods for numerical differentiation of noisy data in python☆116Updated 3 weeks ago
- Python codes for Introduction to Computational Stochastic PDE☆41Updated last month
- Optimal numerical differentiation of noisy time series data in python.☆61Updated 7 months ago
- SINDy (Sparse Identification of Nonlinear Dynamics) algorithms☆74Updated 2 years ago
- ☆27Updated 6 years ago
- Some basic algorithms for stochastic differential equations in Python/NumPy☆28Updated 11 years ago
- Python version of Rick Chartrand's algorithm for numerical differentiation of noisy data☆70Updated 4 years ago
- Simulation-Enabled Prediction, Inference, and Analysis: physics-informed statistical learning.☆35Updated last year
- ☆72Updated 4 years ago
- ☆21Updated 4 years ago
- Just-in-time compilation for stochastic differential equations☆13Updated 3 weeks ago
- Symbolic Identification of Non-linear Dynamics. The method generalizes the SINDy algorithm by combining sparse and genetic-programming-ba…☆75Updated 2 years ago
- Data-driven dynamical systems toolbox.☆73Updated last month
- MATLAB packages accompanying the review article "The Multiverse of Dynamic Mode Decomposition Algorithms"☆16Updated 11 months ago
- Software to train neural networks via Koopman operator theory (see Dogra and Redman "Optimizing Neural Networks via Koopman Operator Theo…☆21Updated last year
- Sparse Identification of Nonlinear Dynamics for Hybrid Systems☆23Updated 6 years ago
- Dynamic Mode Decomposition☆58Updated 7 years ago
- Two Dimensional Fokker-Planck Solver using Matlab☆19Updated 5 years ago
- Solve ODEs fast, with support for PyMC☆112Updated 10 months ago
- Deterministic particle dynamics for simulating Fokker-Planck probability flows☆24Updated 2 years ago
- A JAX-based research framework for writing differentiable numerical simulators with arbitrary discretizations☆123Updated 6 months ago
- Repository for Deterministic Particle Flow Control framework☆10Updated 2 years ago
- a collection of modern sparse (regularized) linear regression algorithms.☆61Updated 4 years ago
- PyGL: statistical field theory in Python. github.com/rajeshrinet/pygl☆27Updated last year