springer-math / Numerical-Methods-for-Stochastic-Partial-Differential-Equations-with-White-Noise
Matlab codes accompanying Numerical Methods for Stochastic Partial Differential Equations with White Noise
☆26Updated 7 years ago
Alternatives and similar repositories for Numerical-Methods-for-Stochastic-Partial-Differential-Equations-with-White-Noise:
Users that are interested in Numerical-Methods-for-Stochastic-Partial-Differential-Equations-with-White-Noise are comparing it to the libraries listed below
- Numerical Gaussian Processes for Time-dependent and Non-linear Partial Differential Equations☆67Updated 4 years ago
- Operator Inference for data-driven, non-intrusive model reduction of dynamical systems.☆71Updated last month
- Machine learning of linear differential equations using Gaussian processes☆24Updated 6 years ago
- Sparsity-promoting Kernel Dynamic Mode Decomposition for Nonlinear Dynamical Systems☆28Updated 2 years ago
- combination of sparse identification of nonlinear dynamics with Akaike information criteria☆16Updated 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
- A library of tools for computing variants of Dynamic Mode Decomposition☆46Updated 7 years ago
- Multi Fidelity Monte Carlo☆25Updated 5 years ago
- ☆41Updated 4 years ago
- To address some of the failure modes in training of physics informed neural networks, a Lagrangian architecture is designed to conform to…☆46Updated 2 years ago
- Spectral Methods in Python☆52Updated last month
- Computation of invariant manifolds in high-dimensional mechanics problems☆23Updated last year
- Code for "Nonlinear stochastic modeling with Langevin regression" J. L. Callaham, J.-C. Loiseau, G. Rigas, and S. L. Brunton☆25Updated 3 years ago
- The Theory of Functional Connections: A functional interpolation method with applications in solving differential equations.☆37Updated last month
- Tutorial on Gaussian Processes☆62Updated 5 years ago
- Code for the paper: Solving and Learning Nonlinear PDEs with Gaussian Processes☆36Updated 4 months ago
- Tutorial on a number of topics in Deep Learning☆35Updated 5 years ago
- Two Dimensional Fokker-Planck Solver using Matlab☆19Updated 5 years ago
- A Deep Learning based Approach to Reduced Order Modeling for Turbulent Flow Control using LSTM Neural Networks. arXiv:1804.09269☆41Updated 6 years ago
- Solving High Dimensional Partial Differential Equations with Deep Neural Networks☆34Updated 3 years ago
- Matlab implementation of online and window dynamic mode decomposition algorithms☆12Updated 4 years ago
- Example code for paper: Automatic Differentiation to Simultaneously Identify Nonlinear Dynamics and Extract Noise Probability Distributio…☆54Updated 2 years ago
- AI4Science: Python/Matlab implementation of online and window dynamic mode decomposition (Online DMD and Window DMD)☆42Updated 2 years ago
- Companion code for "Solving Nonlinear and High-Dimensional Partial Differential Equations via Deep Learning" by A. Al-Aradi, A. Correia, …☆114Updated 5 years ago
- Different methods of solving partial differential equations with neural networks☆15Updated 3 years ago
- Methods and code for J. L. Callaham, J. N. Kutz, B. W. Brunton, and S. L. Brunton (2020)☆55Updated 4 years ago
- ☆24Updated 6 years ago
- A Physics-Informed Neural Network for solving Burgers' equation.☆30Updated 10 months ago
- Solving stochastic differential equations and Kolmogorov equations by means of deep learning and Multilevel Monte Carlo simulation☆12Updated 3 years ago
- Compressive dynamic mode decomposition with control for compressive system identification☆38Updated 7 years ago