horchler / SDETools
Matlab Toolbox for the Numerical Solution of Stochastic Differential Equations
☆99Updated 4 years ago
Related projects ⓘ
Alternatives and complementary repositories for SDETools
- A Sensitivity and uncertainty analysis toolbox for Python based on the generalized polynomial chaos method☆76Updated last week
- Dynamic Mode Decomposition☆57Updated 7 years ago
- Chebfun examples collection☆67Updated last year
- Compressive dynamic mode decomposition with control for compressive system identification☆37Updated 6 years ago
- MATLAB codes for "Computational Uncertainty Quantification for Inverse Problems," by Johnathan M. Bardsley☆29Updated 5 years ago
- EigTool is open MATLAB software for analyzing eigenvalues, pseudospectra, and related spectral properties of matrices.☆48Updated 9 years ago
- Code for "Nonlinear stochastic modeling with Langevin regression" J. L. Callaham, J.-C. Loiseau, G. Rigas, and S. L. Brunton☆24Updated 2 years ago
- OpenCossan is an open and free toolbox for uncertainty quantification and management.☆50Updated last year
- Numerically solve the Fokker-Planck equation in N dimensions☆81Updated 11 months ago
- A MATLAB package for computing the optimized dynamic mode decomposition (DMD)☆17Updated 6 years ago
- Polynomial Chaos Expansion Toolbox for MATLAB☆31Updated 10 months ago
- a collection of modern sparse (regularized) linear regression algorithms.☆61Updated 4 years ago
- Open-source software for computing the basin stability of multi-stable dynamical systems☆12Updated last year
- Tutorial on Gaussian Processes☆60Updated 4 years ago
- ☆25Updated 6 years ago
- SINDy-PI: A Robust Algorithm for Parallel Implicit Sparse Identification of Nonlinear Dynamics☆130Updated 3 years ago
- ☆27Updated 4 years ago
- Numerical Gaussian Processes for Time-dependent and Non-linear Partial Differential Equations☆66Updated 4 years ago
- Example code for paper: Automatic Differentiation to Simultaneously Identify Nonlinear Dynamics and Extract Noise Probability Distributio…☆51Updated 2 years ago
- Companion code for "Solving Nonlinear and High-Dimensional Partial Differential Equations via Deep Learning" by A. Al-Aradi, A. Correia, …☆112Updated 5 years ago
- A library of tools for computing variants of Dynamic Mode Decomposition☆42Updated 7 years ago
- SDPT3: MATLAB/Octave software for semidefinite-quadratic-linear programming☆106Updated 6 months ago
- Computing the discrete spectrum of the Koopman operator using Dynamic Mode Decomposition☆10Updated 4 years ago
- sparse dynamic mode decomposition in python☆36Updated 8 years ago
- Sparsity-promoting Kernel Dynamic Mode Decomposition for Nonlinear Dynamical Systems☆28Updated 2 years ago
- Dynamic Mode Decomposition (DMD)☆30Updated 2 years ago
- MCMC toolbox for Matlab☆85Updated 3 years ago
- Flexible Statistics and Data Analysis (FSDA) extends MATLAB for a robust analysis of data sets affected by different sources of heterogen…☆84Updated this week
- A Matlab package for computing the optimal mode decomposition (OMD) or dynamic mode decomposition (DMD).☆15Updated 7 years ago