alu042 / SDE-highamLinks
Some basic algorithms for stochastic differential equations in Python/NumPy
☆29Updated 12 years ago
Alternatives and similar repositories for SDE-higham
Users that are interested in SDE-higham are comparing it to the libraries listed below
Sorting:
- Code for "Nonlinear stochastic modeling with Langevin regression" J. L. Callaham, J.-C. Loiseau, G. Rigas, and S. L. Brunton☆26Updated 3 years ago
- Forward-Backward Stochastic Neural Networks: Deep Learning of High-dimensional Partial Differential Equations☆155Updated 5 years ago
- Numerical Gaussian Processes for Time-dependent and Non-linear Partial Differential Equations☆69Updated 5 years ago
- Introduction to Uncertainty Quantification☆256Updated 3 years ago
- Solving stochastic differential equations and Kolmogorov equations by means of deep learning and Multilevel Monte Carlo simulation☆12Updated 4 years ago
- Numerical integration of Ito or Stratonovich SDEs☆167Updated 2 years ago
- Quasi-Monte Carlo point generators, automatic transformations, and adaptive stopping criteria☆77Updated this week
- Hidden physics models: Machine learning of nonlinear partial differential equations☆148Updated 5 years ago
- Python Active-subspaces Utility Library☆76Updated 5 years ago
- SINDy (Sparse Identification of Nonlinear Dynamics) algorithms☆79Updated 3 years ago
- ME 539 - Introduction to Scientific Machine Learning☆122Updated last month
- kramersmoyal: Kramers-Moyal coefficients for stochastic data of any dimension, to any desired order☆75Updated last year
- Methods and code for J. L. Callaham, J. N. Kutz, B. W. Brunton, and S. L. Brunton (2020)☆62Updated 5 years ago
- Companion code for "Solving Nonlinear and High-Dimensional Partial Differential Equations via Deep Learning" by A. Al-Aradi, A. Correia, …☆123Updated 6 years ago
- Multi Fidelity Monte Carlo☆24Updated 5 years ago
- Operator Inference for data-driven, non-intrusive model reduction of dynamical systems.☆77Updated 2 months ago
- ATHENA: Advanced Techniques for High dimensional parameter spaces to Enhance Numerical Analysis☆56Updated 2 years ago
- Flexible and efficient tools for high-dimensional approximation, scientific machine learning and uncertainty quantification.☆68Updated 3 weeks ago
- Multistep Neural Networks for Data-driven Discovery of Nonlinear Dynamical Systems☆63Updated 5 years ago
- ☆274Updated 3 years ago
- An interactive book about the Riemann problem for hyperbolic PDEs, using Jupyter notebooks.☆285Updated last month
- Code for "Learning data-driven discretizations for partial differential equations"☆167Updated 4 months ago
- Jupyter notebook class notes for Numerical Methods for PDEs☆148Updated 2 months ago
- ☆42Updated 5 years ago
- Two Dimensional Fokker-Planck Solver using Matlab☆19Updated 6 years ago
- PySpectral is a Python package for solving the partial differential equation (PDE) of Burgers' equation in its deterministic and stochast…☆15Updated 2 years ago
- ☆55Updated 2 years ago
- Python codes for Introduction to Computational Stochastic PDE☆47Updated 3 weeks ago
- A library of tools for computing variants of Dynamic Mode Decomposition☆49Updated 8 years ago
- ME 697 - Advanced Scientific Machine Learning☆25Updated 8 months ago