oscarbenjamin / sode
Python library for solving Stochastic Ordinary Differential Equations (SODEs)
☆15Updated 12 years ago
Alternatives and similar repositories for sode
Users that are interested in sode are comparing it to the libraries listed below
Sorting:
- Parameter space dimension reduction toolbox☆13Updated 2 years ago
- A library of Krylov methods in pure Python☆62Updated 2 years ago
- ☆30Updated 2 years ago
- Material for 'Mathematics of Deep Learning Workshop' (Invited Talk)☆17Updated 2 years ago
- Estimate derivatives with finite differences☆17Updated 5 months ago
- Automatic differentiation with uarray/unumpy.☆16Updated 4 years ago
- Multi-dimensional B-splines☆32Updated 2 weeks ago
- Turning SymPy expressions into JAX functions☆45Updated 4 years ago
- Tutorials for doing scientific machine learning (SciML) and high-performance differential equation solving with open source software.☆22Updated last year
- AlgoPy is a Research Prototype for Algorithmic Differentation in Python☆84Updated 10 months ago
- Some basic algorithms for stochastic differential equations in Python/NumPy☆28Updated 12 years ago
- Python functions for orthogonal polynomials and (real, 2D, orthonormal) spherical harmonics☆9Updated last year
- Python trust-region subproblem solvers for nonlinear optimization☆27Updated 9 months ago
- Solving Optimization Problems with JAX, code and PDF☆15Updated 4 years ago
- Large scale simulation of ODEs or SDEs, analyze time series.☆25Updated 6 years ago
- Solving stochastic differential equations and Kolmogorov equations by means of deep learning and Multilevel Monte Carlo simulation☆12Updated 3 years ago
- SciML-Bench Benchmarks for Scientific Machine Learning (SciML), Physics-Informed Machine Learning (PIML), and Scientific AI Performance☆21Updated 2 weeks ago
- Probabilistic Response mOdel Fitting with Interactive Tools☆15Updated 3 months ago
- Slides/notes and Jupyter notebook demos for an introductory course of numerical methods for PDEs☆19Updated last year
- A Sparse Matrix Library for Python☆15Updated 8 years ago
- A lightweight computational physics framework, based on the organization of turboWAVE. Implements a "Simulation, PhysicsModule, ComputeTo…☆10Updated last year
- Convolutional Solvers for Partial Differential Equations☆28Updated 4 years ago
- Differentiable interface to FEniCS for PyMC3☆20Updated 2 years ago
- "Parameter origami" -- folding and unfolding collections of parameters for optimization and sensitivity analysis.☆14Updated last year
- ODE system solver using dG(q), time-discontinuous Galerkin with Lobatto basis.☆15Updated 8 years ago
- Python-based Derivative-Free Optimizer for Least-Squares☆42Updated 3 months ago
- A variational method for fast, approximate inference for stochastic differential equations.☆44Updated 6 years ago
- Differentiable interface to FEniCS for JAX☆53Updated 3 years ago
- Simplicial Homology Global Optimization☆51Updated last month
- Code for "Nonlinear stochastic modeling with Langevin regression" J. L. Callaham, J.-C. Loiseau, G. Rigas, and S. L. Brunton☆25Updated 3 years ago