Ecosyste.ms: Repos

An open API service providing repository metadata for many open source software ecosystems.

GitHub topics: stochastic-differential-equations

draeger-lab/SBSCL-demo

A demo repository with example code for using the Systems Biology Simulation Core Library (SBSCL).

Language: Java - Size: 22.5 KB - Last synced: 4 months ago - Pushed: over 1 year ago - Stars: 0 - Forks: 0

ap-browning/SDE-Identifiability

Supplementary material for the preprint "Identifiability analysis for stochastic differential equation models in systems biology" available on bioRxiv.

Language: Julia - Size: 8.44 MB - Last synced: about 1 year ago - Pushed: over 3 years ago - Stars: 4 - Forks: 1

juliusberner/robust_kolmogorov

Robust SDE-Based Variational Formulations for Solving Linear PDEs via Deep Learning (ICML 2022)

Language: Python - Size: 108 KB - Last synced: about 1 year ago - Pushed: almost 2 years ago - Stars: 2 - Forks: 1

kirillzx/Stochastic-Differential-Equations

📚SDE research and modelling in Finance📚

Language: Jupyter Notebook - Size: 33.7 MB - Last synced: about 1 year ago - Pushed: almost 2 years ago - Stars: 4 - Forks: 0

alanmatzumiya/pySpectralPDE

PySpectral is a Python package for solving the partial differential equation (PDE) of Burgers' equation in its deterministic and stochastic version.

Language: Python - Size: 1.41 GB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 8 - Forks: 2

d-dimos/thesis_ntua_sbim

[ECE NTUA] 🎓 Diploma Thesis - Compressed Sensing MRI using Score-based Implicit Model (2022)

Language: Python - Size: 15.4 MB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 0 - Forks: 0

zgbkdlm/ssdgp

State-space deep Gaussian processes in Python and Matlab

Language: Jupyter Notebook - Size: 1.77 MB - Last synced: about 1 year ago - Pushed: almost 2 years ago - Stars: 13 - Forks: 0

owlas/magpy

C++ accelerated python module for simulating magnetic nanostructures

Language: C++ - Size: 3.22 MB - Last synced: over 1 year ago - Pushed: over 6 years ago - Stars: 6 - Forks: 3

cristina-v-melnic/force-inference

Application to find parameters of inter-particle forces from stochastic trajectories using Bayesian inference.

Language: Jupyter Notebook - Size: 997 KB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 0 - Forks: 0

thk-cheng/Pricing-Auto-callable-Reverse-Convertible-with-Memory-Coupon

The main focus of this repository is to analysis the fair price and the risk of the Auto-callable Reverse Convertible issued by Credit Suisse AG on 24/10/2017

Language: C++ - Size: 27.8 MB - Last synced: about 1 year ago - Pushed: over 3 years ago - Stars: 1 - Forks: 0

LKohlhepp/Ito-Monte-Carlo

MC-Simulation of the Ito-SDE (Krülls 1994)

Language: Python - Size: 7.81 KB - Last synced: over 1 year ago - Pushed: over 2 years ago - Stars: 2 - Forks: 1

RonsenbergVI/MCMC-estimation-of-Stochastic-Differential-Equations-Papers

A list (quite disorganized for now) of papers tackling the Bayesian estimation of Ito processes (and their discrete time version)

Language: TeX - Size: 16.3 MB - Last synced: about 1 year ago - Pushed: almost 4 years ago - Stars: 13 - Forks: 3

EmmaMuhleman1/EmmaMuhleman.github.io

Basic github website, see https://EmmaMuhleman1.github.io. Will add some repositories from my working github account when I have time.

Language: Jupyter Notebook - Size: 194 KB - Last synced: about 1 year ago - Pushed: over 2 years ago - Stars: 1 - Forks: 0

bschieche/MATLAB-random-PDE

A MATLAB implementation of anisotropic adaptive stochastic collocation applied to a parabolic PDE

Language: Jupyter Notebook - Size: 464 KB - Last synced: over 1 year ago - Pushed: about 6 years ago - Stars: 3 - Forks: 1

madgal/Stochastic-Notch-Patterns

Here you'll find the code for generating and analyzing Notch-Delta mediated pattern formation. Our results can be found in "Stochastic fluctuations promote ordered pattern formation of cells in the Notch-Delta signaling pathway" https://journals.plos.org/ploscompbiol/article?id=10.1371/journal.pcbi.1010306

Language: Jupyter Notebook - Size: 6.13 MB - Last synced: about 1 year ago - Pushed: almost 2 years ago - Stars: 0 - Forks: 0

Mrktn/heston-pricing

Demonstrates how to price derivatives in a Heston framework, using successive approximations of the invariant distribution of a Markov ergodic diffusion with decreasing time discretization steps. The framework is that of G. Pagès & F. Panloup.

Language: C++ - Size: 342 KB - Last synced: about 1 year ago - Pushed: about 5 years ago - Stars: 4 - Forks: 1

zgbkdlm/tmefs

Taylor moment expansion Gaussian filter and smoother in Python (Jax)

Language: Python - Size: 83 KB - Last synced: about 1 year ago - Pushed: almost 2 years ago - Stars: 3 - Forks: 0

AshleySetter/optosim

Library containing functions for simulating levitated nanoparticles by solving the Stochastic Differential Equation describing their motion.

Language: Python - Size: 1.07 MB - Last synced: 3 days ago - Pushed: almost 5 years ago - Stars: 5 - Forks: 2

louissharrock/RML-ROSP

Code for joint online parameter estimation and optimal sensor placement.

Language: R - Size: 143 KB - Last synced: about 1 year ago - Pushed: over 3 years ago - Stars: 0 - Forks: 0

JabusVanDenBerg/SDE-SIS-Model

Solve an SIS model with SDEs

Language: Python - Size: 2.1 MB - Last synced: over 1 year ago - Pushed: about 3 years ago - Stars: 2 - Forks: 0

kirillzx/Math-projects

★Math researches and algorithms★

Language: Jupyter Notebook - Size: 32.4 MB - Last synced: about 1 year ago - Pushed: about 2 years ago - Stars: 3 - Forks: 0

FMagnani/MeanFieldKuramotoModel

Simple stochastic integrator for the mean field Kuramoto model.

Language: Jupyter Notebook - Size: 3.14 MB - Last synced: about 1 year ago - Pushed: over 2 years ago - Stars: 1 - Forks: 1

ap-browning/persisters

Supplementary code for "Persistence as an optimal hedging strategy"

Language: MATLAB - Size: 27.3 KB - Last synced: about 1 year ago - Pushed: almost 4 years ago - Stars: 2 - Forks: 0

instadeepai/scaling-resnets

⚡️ A framework that investigates the scaling limit of ResNets and compares it to Neural ODEs. Tested on synthetic and standardized datasets. 📈

Language: Python - Size: 66.4 KB - Last synced: about 1 year ago - Pushed: about 3 years ago - Stars: 5 - Forks: 0

horchler/SHCTools

Matlab Toolbox for Simulation, Analysis, and Design of Stable Heteroclinic Channel Networks

Language: Matlab - Size: 12.7 MB - Last synced: about 1 year ago - Pushed: about 7 years ago - Stars: 9 - Forks: 0

nklb/stochastic-smad

Simulation of the TGF-β/SMAD pathway in single cells

Language: MATLAB - Size: 10.4 MB - Last synced: about 1 year ago - Pushed: almost 2 years ago - Stars: 0 - Forks: 1

EricAgyemang/Stochastic-Processes-Repo

A stokhazesthai (stochastic) process, also called a random process, is one in which outcomes are uncertain (MAT 455, ISU).

Language: R - Size: 20.2 MB - Last synced: about 1 year ago - Pushed: over 2 years ago - Stars: 0 - Forks: 0

juliusberner/Deep-Multilevel-Kolmogorov-PDE-Solver

Solving stochastic differential equations and Kolmogorov equations by means of deep learning and Multilevel Monte Carlo simulation

Language: Jupyter Notebook - Size: 16.6 KB - Last synced: about 1 year ago - Pushed: almost 3 years ago - Stars: 7 - Forks: 0

ocramz/mwc-probability-transition

Language: Haskell - Size: 48.8 KB - Last synced: about 1 month ago - Pushed: about 6 years ago - Stars: 2 - Forks: 2

danieljsharpe/stochastic_de

C++ code to solve a general stochastic differential equation (SDE)

Language: C++ - Size: 10.7 KB - Last synced: 11 months ago - Pushed: about 6 years ago - Stars: 0 - Forks: 0

LucaPizzagalli/motion-microswimmers-simulation

Simulation of the motion of the eukariotic cell Chlamydomonas Reinhardtii

Language: C++ - Size: 33.3 MB - Last synced: about 1 year ago - Pushed: about 3 years ago - Stars: 3 - Forks: 0

CGRG-lab/Disorderness.jl

Language: Julia - Size: 88.9 KB - Last synced: about 1 year ago - Pushed: about 3 years ago - Stars: 1 - Forks: 0

ojeda-e/Langevin-dynamics

Langevin equation for organelle transport with and w/o molecular motors.

Language: Fortran - Size: 189 KB - Last synced: over 1 year ago - Pushed: about 3 years ago - Stars: 0 - Forks: 0

sovrasov/linear_sde_solver

Language: C++ - Size: 216 KB - Last synced: over 1 year ago - Pushed: almost 5 years ago - Stars: 0 - Forks: 0

melnyashka/statistics_for_neuromodels

Small collection of numerical experiments

Language: R - Size: 20.5 KB - Last synced: about 1 year ago - Pushed: about 6 years ago - Stars: 0 - Forks: 0

masterquiroga/stodes

stodes is a stochastic differential equation solver.

Language: R - Size: 370 KB - Last synced: over 1 year ago - Pushed: almost 7 years ago - Stars: 0 - Forks: 0

andreasakarlsson/principles-of-modelling-and-simulation-in-epidemiology

Suggested solutions to the course Principles of Modelling and Simulation in Epidemiology in R

Language: HTML - Size: 8.02 MB - Last synced: over 1 year ago - Pushed: about 7 years ago - Stars: 0 - Forks: 0

Related Keywords
stochastic-differential-equations 137 stochastic-processes 29 sde 25 differential-equations 16 deep-learning 15 ordinary-differential-equations 14 scientific-machine-learning 13 machine-learning 12 sciml 11 python 11 simulation 11 partial-differential-equations 11 ode 10 diffusion-models 10 dynamical-systems 10 differentialequations 10 black-scholes 10 numerical-methods 9 dae 9 pytorch 9 time-series 9 statistics 9 dde 9 julia 9 stochastic 9 bayesian-inference 8 neural-ode 8 neural-differential-equations 8 pde 7 quantitative-finance 7 neural-networks 7 monte-carlo-simulation 7 matlab 7 brownian-motion 7 monte-carlo 6 delay-differential-equations 6 gaussian-processes 6 differential-algebraic-equations 6 stochastic-volatility-models 6 diffusion 6 sdes 6 r 6 probability 5 kalman-filter 5 numerical-integration 5 financial-engineering 4 numerical-analysis 4 variational-inference 4 python3 4 stochastic-simulation-algorithm 4 jax 4 score-matching 4 option-pricing 4 physics-simulation 4 stochastic-process 4 parameter-estimation 4 score-based-generative-modeling 3 physics 3 pde-solver 3 drift 3 inverse-problems 3 neural-network 3 estimation 3 heston-model 3 mathematics 3 monte-carlo-methods 3 finance 3 mathematical-modelling 3 optimization 3 scientific-ai 3 statistical-methods 3 stochastic-calculus 3 hacktoberfest 3 risk-neutral-probability 3 probability-theory 2 fokker-planck-equations 2 stochastic-optimal-control 2 sampling-methods 2 tensorflow 2 mathematical-finance 2 complex-systems 2 score-based 2 maximum-likelihood-estimation 2 hedging 2 random-walk 2 scientific-computing 2 pricing-derivatives 2 collocation-method 2 uncertainty-quantification 2 score-based-models 2 probabilistic-programming 2 noise 2 wasserstein-distance 2 stock-market 2 signal-processing 2 wiener-process 2 random 2 quantitative-analysis 2 langevin-dynamics 2 inference 2