horchler / SDEToolsLinks
Matlab Toolbox for the Numerical Solution of Stochastic Differential Equations
☆105Updated 5 years ago
Alternatives and similar repositories for SDETools
Users that are interested in SDETools are comparing it to the libraries listed below
Sorting:
- Chebfun examples collection☆72Updated 2 years ago
- Dynamic Mode Decomposition☆61Updated 8 years ago
- A library of tools for computing variants of Dynamic Mode Decomposition☆49Updated 8 years ago
- Numerical Gaussian Processes for Time-dependent and Non-linear Partial Differential Equations☆69Updated 5 years ago
- Tutorial on Gaussian Processes☆64Updated 5 years ago
- A Sensitivity and uncertainty analysis toolbox for Python based on the generalized polynomial chaos method☆85Updated last month
- Matlab codes accompanying Numerical Methods for Stochastic Partial Differential Equations with White Noise☆28Updated 8 years ago
- a collection of modern sparse (regularized) linear regression algorithms.☆65Updated 5 years ago
- Compressive dynamic mode decomposition with control for compressive system identification☆41Updated 8 years ago
- A MATLAB package for computing the optimized dynamic mode decomposition (DMD)☆19Updated 7 years ago
- Git Mirror of John Burkardt's great collection of MATLAB Software☆94Updated 7 years ago
- SINDy-PI: A Robust Algorithm for Parallel Implicit Sparse Identification of Nonlinear Dynamics☆160Updated 4 years ago
- Powell's Derivative-Free Optimization solvers.☆108Updated 8 months ago
- Forward-Backward Stochastic Neural Networks: Deep Learning of High-dimensional Partial Differential Equations☆156Updated 5 years ago
- MATLAB codes for "Computational Uncertainty Quantification for Inverse Problems," by Johnathan M. Bardsley☆34Updated 6 years ago
- Koopman Mode Decomposition☆74Updated 8 years ago
- Jupyter notebook class notes for Numerical Methods for PDEs☆148Updated 3 months ago
- ☆30Updated 7 years ago
- Fast linear algebra in MATLAB☆70Updated 2 years ago
- Code for "Nonlinear stochastic modeling with Langevin regression" J. L. Callaham, J.-C. Loiseau, G. Rigas, and S. L. Brunton☆27Updated 3 years ago
- Companion code for "Solving Nonlinear and High-Dimensional Partial Differential Equations via Deep Learning" by A. Al-Aradi, A. Correia, …☆122Updated 6 years ago
- Hidden physics models: Machine learning of nonlinear partial differential equations☆149Updated 5 years ago
- A pure Matlab implementation of L-BFGS-B (LBFGSB)☆62Updated last year
- GPstuff - Gaussian process models for Bayesian analysis☆175Updated 3 years ago
- Multi Fidelity Monte Carlo☆24Updated 5 years ago
- Polynomial Chaos Expansion Toolbox for MATLAB☆35Updated 5 months ago
- EigTool is open MATLAB software for analyzing eigenvalues, pseudospectra, and related spectral properties of matrices.☆58Updated 10 years ago
- Flexible Statistics and Data Analysis (FSDA) extends MATLAB for a robust analysis of data sets affected by different sources of heterogen…☆97Updated this week
- MATLAB codes for physics-informed dynamic mode decomposition (piDMD)☆162Updated last year
- A Matlab package for computing the optimal mode decomposition (OMD) or dynamic mode decomposition (DMD).☆15Updated 9 years ago