alu042 / SDE-highamLinks
Some basic algorithms for stochastic differential equations in Python/NumPy
☆28Updated 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☆25Updated 3 years ago
- Numerical Gaussian Processes for Time-dependent and Non-linear Partial Differential Equations☆69Updated 5 years ago
- ☆29Updated 7 years ago
- Numerical integration of Ito or Stratonovich SDEs☆168Updated 2 years ago
- Python Active-subspaces Utility Library☆73Updated 4 years ago
- Sparsity-promoting Kernel Dynamic Mode Decomposition for Nonlinear Dynamical Systems☆29Updated 2 years ago
- Example code for paper: Automatic Differentiation to Simultaneously Identify Nonlinear Dynamics and Extract Noise Probability Distributio…☆55Updated 3 years ago
- ☆14Updated 3 years ago
- A variational method for fast, approximate inference for stochastic differential equations.☆44Updated 7 years ago
- SINDy (Sparse Identification of Nonlinear Dynamics) algorithms☆74Updated 2 years ago
- Python codes for Introduction to Computational Stochastic PDE☆43Updated 3 months ago
- Matlab codes accompanying Numerical Methods for Stochastic Partial Differential Equations with White Noise☆26Updated 7 years ago
- Two Dimensional Fokker-Planck Solver using Matlab☆19Updated 5 years ago
- Differentiable interface to FEniCS for JAX☆54Updated 4 years ago
- kramersmoyal: Kramers-Moyal coefficients for stochastic data of any dimension, to any desired order☆73Updated 5 months ago
- Dynamic Mode Decomposition☆59Updated 7 years ago
- PySpectral is a Python package for solving the partial differential equation (PDE) of Burgers' equation in its deterministic and stochast…☆14Updated 2 years ago
- Data-driven modeling of chaotic systems in the form of SDEs and nonlinear observation maps☆18Updated 4 years ago
- ☆30Updated 2 years ago
- Solving stochastic differential equations and Kolmogorov equations by means of deep learning and Multilevel Monte Carlo simulation☆12Updated 3 years ago
- Multi Fidelity Monte Carlo☆25Updated 5 years ago
- Python and MATLAB code for Stein Variational sampling methods☆25Updated 6 years ago
- Numerically solve the Fokker-Planck equation in N dimensions☆91Updated last year
- ☆29Updated 2 years ago
- ☆41Updated 7 years ago
- Operator Inference for data-driven, non-intrusive model reduction of dynamical systems.☆72Updated last month
- ☆21Updated 4 years ago
- Multistep Neural Networks for Data-driven Discovery of Nonlinear Dynamical Systems☆63Updated 5 years ago
- Summer 2020 reading group on uncertainty quantification☆22Updated 4 years ago
- PyTorch implementation of GMLS-Nets. Machine learning methods for scattered unstructured data sets. Methods for learning differential op…☆26Updated last year