neurophysik / jitcsdeLinks
Just-in-time compilation for stochastic differential equations
☆14Updated 3 months ago
Alternatives and similar repositories for jitcsde
Users that are interested in jitcsde are comparing it to the libraries listed below
Sorting:
- Just-in-time compilation for delay differential equations☆60Updated 6 months ago
- kramersmoyal: Kramers-Moyal coefficients for stochastic data of any dimension, to any desired order☆75Updated last year
- Just-in-Time Compilation for Ordinary Differential Equations☆68Updated 6 months 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
- SINDy (Sparse Identification of Nonlinear Dynamics) algorithms☆79Updated 3 years ago
- A Sensitivity and uncertainty analysis toolbox for Python based on the generalized polynomial chaos method☆85Updated 2 months ago
- a python 3 library based on deap providing abstraction layers for symbolic regression problems.☆94Updated 4 years ago
- Python-based Derivative-Free Optimizer for Least-Squares☆45Updated 3 weeks ago
- Python-based Derivative-Free Optimization with Bound Constraints☆91Updated last month
- Optimal numerical differentiation of noisy time series data in python.☆67Updated 2 months ago
- Large scale simulation of ODEs or SDEs, analyze time series.☆25Updated 6 years ago
- Python module for uncertainty quantification using a parallel sequential Monte Carlo sampler☆124Updated 4 months ago
- Methods for numerical differentiation of noisy data in python☆130Updated last month
- Multi-dimensional B-splines☆35Updated 3 months ago
- PySensors is a Python package for sparse sensor placement☆110Updated last week
- Quasi-Monte Carlo point generators, automatic transformations, and adaptive stopping criteria☆79Updated this week
- SdePy: Numerical Integration of Ito Stochastic Differential Equations☆44Updated 4 years ago
- Dynamic Mode Decomposition☆61Updated 8 years ago
- Design of experiments for model discrimination using Gaussian process surrogate models☆36Updated 6 years ago
- Smooth data fitting in N dimensions.☆55Updated 2 years ago
- a collection of modern sparse (regularized) linear regression algorithms.☆65Updated 5 years ago
- Numerical integration of Ito or Stratonovich SDEs☆169Updated 2 years ago
- ☆77Updated 3 years ago
- Example code for paper: Automatic Differentiation to Simultaneously Identify Nonlinear Dynamics and Extract Noise Probability Distributio…☆61Updated 3 years ago
- Solve ODEs fast, with support for PyMC☆119Updated last year
- Numba-accelerated statistical distributions☆67Updated last month
- Drop-in replacements for PyTorch nn.Linear for stable learning and inductive priors in physics informed machine learning applications.☆18Updated 2 years ago
- Python trust-region subproblem solvers for nonlinear optimization☆30Updated 3 weeks ago
- ☆21Updated 7 years ago
- Simplicial Homology Global Optimization☆53Updated 10 months ago