Topic: "numerical-methods"
google/tf-quant-finance
High-performance TensorFlow library for quantitative finance.
Language: Python - Size: 16.9 MB - Last synced at: 4 days ago - Pushed at: about 2 months ago - Stars: 4,850 - Forks: 618
gopherdata/gophernotes
The Go kernel for Jupyter notebooks and nteract.
Language: Go - Size: 20.6 MB - Last synced at: about 1 month ago - Pushed at: over 1 year ago - Stars: 3,915 - Forks: 261
SciML/SciMLBook
Parallel Computing and Scientific Machine Learning (SciML): Methods and Applications (MIT 18.337J/6.338J)
Language: HTML - Size: 117 MB - Last synced at: 3 days ago - Pushed at: about 2 months ago - Stars: 1,901 - Forks: 347
DiffEqML/torchdyn
A PyTorch library entirely dedicated to neural differential equations, implicit models and related numerical methods
Language: Jupyter Notebook - Size: 33.3 MB - Last synced at: 29 days ago - Pushed at: about 1 year ago - Stars: 1,465 - Forks: 132
fortran-lang/stdlib
Fortran Standard Library
Language: Fortran - Size: 33.6 MB - Last synced at: 1 day ago - Pushed at: 1 day ago - Stars: 1,168 - Forks: 187
KratosMultiphysics/Kratos
Kratos Multiphysics (A.K.A Kratos) is a framework for building parallel multi-disciplinary simulation software. Modularity, extensibility and HPC are the main objectives. Kratos has BSD license and is written in C++ with extensive Python interface.
Language: C++ - Size: 2.01 GB - Last synced at: 6 days ago - Pushed at: 6 days ago - Stars: 1,097 - Forks: 258
mpmath/mpmath
Python library for arbitrary-precision floating-point arithmetic
Language: Python - Size: 17.8 MB - Last synced at: 2 days ago - Pushed at: 2 days ago - Stars: 1,022 - Forks: 190
herbie-fp/herbie
Optimize floating-point expressions for accuracy
Language: HTML - Size: 81.4 MB - Last synced at: 5 days ago - Pushed at: 5 days ago - Stars: 798 - Forks: 38
gridap/Gridap.jl
Grid-based approximation of partial differential equations in Julia
Language: Julia - Size: 23.4 MB - Last synced at: about 11 hours ago - Pushed at: about 12 hours ago - Stars: 767 - Forks: 102
dingran/quant-notes
Quantitative Interview Preparation Guide, updated version here ==>
Language: Jupyter Notebook - Size: 155 KB - Last synced at: about 1 year ago - Pushed at: about 6 years ago - Stars: 660 - Forks: 126
kthohr/stats
A C++ header-only library of statistical distribution functions.
Language: C++ - Size: 1.62 MB - Last synced at: about 1 month ago - Pushed at: almost 2 years ago - Stars: 542 - Forks: 74
Proektsoftbg/Calcpad
Free and open source software for mathematical and engineering calculations.
Language: HTML - Size: 12.1 GB - Last synced at: 27 days ago - Pushed at: 27 days ago - Stars: 473 - Forks: 63
maroba/findiff
Python package for numerical derivatives and partial differential equations in any number of dimensions.
Language: Python - Size: 2.35 MB - Last synced at: 30 days ago - Pushed at: 4 months ago - Stars: 472 - Forks: 64
probabilistic-numerics/probnum
Probabilistic Numerics in Python.
Language: Python - Size: 154 MB - Last synced at: 10 days ago - Pushed at: about 1 year ago - Stars: 448 - Forks: 57
ergenekonyigit/Numerical-Analysis-Examples
Numerical Analysis Implementations in Various Languages
Language: C++ - Size: 1.17 MB - Last synced at: about 1 month ago - Pushed at: over 2 years ago - Stars: 384 - Forks: 76
Beliavsky/Fortran-code-on-GitHub
Directory of Fortran codes on GitHub, arranged by topic
Size: 8.5 MB - Last synced at: about 24 hours ago - Pushed at: about 24 hours ago - Stars: 346 - Forks: 64
analysiscenter/pydens
PyDEns is a framework for solving Ordinary and Partial Differential Equations (ODEs & PDEs) using neural networks
Language: Jupyter Notebook - Size: 23.8 MB - Last synced at: about 1 month ago - Pushed at: about 1 year ago - Stars: 307 - Forks: 67
ZichaoLong/PDE-Net
PDE-Net: Learning PDEs from Data
Size: 240 KB - Last synced at: over 1 year ago - Pushed at: almost 4 years ago - Stars: 292 - Forks: 104
luping-liu/PNDM
The official implementation for Pseudo Numerical Methods for Diffusion Models on Manifolds (PNDM, PLMS | ICLR2022)
Language: Python - Size: 97.7 KB - Last synced at: over 1 year ago - Pushed at: about 2 years ago - Stars: 286 - Forks: 30
czekster/markov
Materials for book: "Markov Chains for programmers"
Language: C - Size: 21 MB - Last synced at: 10 days ago - Pushed at: almost 3 years ago - Stars: 280 - Forks: 20
clawpack/riemann_book
An interactive book about the Riemann problem for hyperbolic PDEs, using Jupyter notebooks.
Language: HTML - Size: 61.3 MB - Last synced at: about 1 year ago - Pushed at: over 2 years ago - Stars: 244 - Forks: 93
lecopivo/SciLean
Scientific computing in Lean 4
Language: Lean - Size: 9.19 MB - Last synced at: 12 months ago - Pushed at: 12 months ago - Stars: 226 - Forks: 16
iheartla/iheartla
compilable markdown for linear algebra
Language: Python - Size: 185 MB - Last synced at: 3 months ago - Pushed at: over 1 year ago - Stars: 217 - Forks: 16
ShiqinHuo/Numerical-Optimization-Books
Collected study materials in Numerical Optimization ANU@MATH3514(HPC)
Size: 113 MB - Last synced at: over 1 year ago - Pushed at: about 6 years ago - Stars: 200 - Forks: 71
chfenger/goNum
开源Go语言数值算法库(An open numerical library purely based on Go programming language)
Language: Go - Size: 225 KB - Last synced at: over 1 year ago - Pushed at: almost 3 years ago - Stars: 172 - Forks: 42
PolyMathOrg/PolyMath
Scientific Computing with Pharo
Language: Smalltalk - Size: 4.9 MB - Last synced at: about 1 month ago - Pushed at: 11 months ago - Stars: 170 - Forks: 40
stephenhky/PyTDA
Topological Data Analysis in Python
Language: Python - Size: 18.6 KB - Last synced at: 4 days ago - Pushed at: about 6 years ago - Stars: 170 - Forks: 34
jialuechen/torchquant
PyTorch for Quantitative Finance : Payoffs are Activations
Language: Python - Size: 2.73 MB - Last synced at: 25 days ago - Pushed at: 25 days ago - Stars: 158 - Forks: 22
PetrKryslUCSD/FinEtools.jl
Finite Element tools in Julia
Language: Julia - Size: 15.3 MB - Last synced at: 2 days ago - Pushed at: 29 days ago - Stars: 156 - Forks: 21
MatMechLab/AsFem
Advanced Simulation kit based on Finite Element Method (AsFem)
Language: C++ - Size: 52.5 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 154 - Forks: 46
hpddm/hpddm
A framework for high-performance domain decomposition methods.
Language: C++ - Size: 8.56 MB - Last synced at: 19 days ago - Pushed at: 19 days ago - Stars: 147 - Forks: 36
reamat/CalculoNumerico
Escrita colaborativa de recursos educacionais abertos sobre cálculo numérico.
Language: TeX - Size: 213 MB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 142 - Forks: 77
DataHaskell/dh-core
Functional data science
Language: Haskell - Size: 1.18 MB - Last synced at: 6 months ago - Pushed at: over 3 years ago - Stars: 138 - Forks: 23
narimiran/double_pendulum
Animations of random double pendulums
Language: Python - Size: 58.6 KB - Last synced at: 5 days ago - Pushed at: over 2 years ago - Stars: 133 - Forks: 17
phelps-sg/python-bigdata
Data science and Big Data with Python
Language: Jupyter Notebook - Size: 1.44 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 129 - Forks: 197
Fortran-FOSS-Programmers/FOODIE
Fortran Object-Oriented Differential-equations Integration Environment, FOODIE
Language: Fortran - Size: 76.3 MB - Last synced at: over 1 year ago - Pushed at: about 2 years ago - Stars: 126 - Forks: 30
jambo6/neuralRDEs
Code for: "Neural Rough Differential Equations for Long Time Series", (ICML 2021)
Language: Jupyter Notebook - Size: 2.97 MB - Last synced at: 4 months ago - Pushed at: almost 4 years ago - Stars: 115 - Forks: 14
ashvardanian/less_slow.rs
Playing around "Less Slow" coding practices in Rust, from numerical micro-kernels to coroutines, ranges, and polymorphic state machines
Language: Rust - Size: 37.1 KB - Last synced at: 4 days ago - Pushed at: 18 days ago - Stars: 109 - Forks: 5
mtantaoui/Integrate
a small, lightweight crate for numerical integration written in Rust.
Language: Rust - Size: 1.5 MB - Last synced at: 1 day ago - Pushed at: about 2 months ago - Stars: 106 - Forks: 5
gagolews/deepr
Deep R Programming (Open-Access Textbook)
Size: 119 MB - Last synced at: 29 days ago - Pushed at: 3 months ago - Stars: 106 - Forks: 3
sigma-py/accupy
:dart: Accurate sums and dot products for Python.
Language: Python - Size: 1.07 MB - Last synced at: 2 days ago - Pushed at: over 3 years ago - Stars: 105 - Forks: 15
cfgnunes/numerical-methods-python
Numerical methods implementation in Python.
Language: Python - Size: 115 KB - Last synced at: 6 days ago - Pushed at: 3 months ago - Stars: 102 - Forks: 39
control-toolbox/OptimalControl.jl
Model and solve optimal control problems in Julia
Language: Julia - Size: 97.7 MB - Last synced at: 4 days ago - Pushed at: 4 days ago - Stars: 95 - Forks: 9
ocramz/sparse-linear-algebra
Numerical computation in native Haskell
Language: Haskell - Size: 866 KB - Last synced at: 5 days ago - Pushed at: over 4 years ago - Stars: 91 - Forks: 10
DiffEqML/diffeqml-research
This repository contains code released by DiffEqML Research
Language: Jupyter Notebook - Size: 54.8 MB - Last synced at: 30 days ago - Pushed at: about 3 years ago - Stars: 89 - Forks: 9
SciNim/numericalnim
A collection of numerical methods written in Nim
Language: Nim - Size: 729 KB - Last synced at: about 1 month ago - Pushed at: 8 months ago - Stars: 88 - Forks: 9
patrick-kidger/FasterNeuralDiffEq
Code for "'Hey, that's not an ODE:' Faster ODE Adjoints via Seminorms" (ICML 2021)
Language: Python - Size: 635 KB - Last synced at: 26 days ago - Pushed at: over 2 years ago - Stars: 87 - Forks: 9
planelles20/numerical-methods-fortran
Solving linear, nonlinear equations, ordinary differential equations, ... using numerical methods in fortran
Language: Fortran - Size: 189 KB - Last synced at: over 1 year ago - Pushed at: about 4 years ago - Stars: 87 - Forks: 18
skoohy/GPT-PINN
Generative Pre-Trained Physics-Informed Neural Networks Implementation
Language: Python - Size: 3.1 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 85 - Forks: 18
seamplex/feenox
Cloud-first free no-fee no-X uniX-like finite-element(ish) computational engineering tool
Language: C - Size: 36.1 MB - Last synced at: about 23 hours ago - Pushed at: about 24 hours ago - Stars: 82 - Forks: 17
SciFracX/FractionalDiffEq.jl
Solve Fractional Differential Equations using high performance numerical methods
Language: Julia - Size: 12.3 MB - Last synced at: 7 days ago - Pushed at: about 2 months ago - Stars: 79 - Forks: 12
parsiad/mlinterp
Fast arbitrary dimension linear interpolation in C++
Language: C++ - Size: 208 KB - Last synced at: over 1 year ago - Pushed at: about 2 years ago - Stars: 79 - Forks: 29
arturbac/fixed_math
FixedMath: A High-Performance C++23, C++17 Library for Fixed-Point 48.16 Arithmetic
Language: C++ - Size: 368 KB - Last synced at: 5 days ago - Pushed at: 5 days ago - Stars: 78 - Forks: 6
numericalalgorithmsgroup/pybobyqa
Python-based Derivative-Free Optimization with Bound Constraints
Language: Python - Size: 8.96 MB - Last synced at: 8 months ago - Pushed at: 8 months ago - Stars: 78 - Forks: 18
sthavishtha/turbulence-codes
Curated list of some open-source codes for turbulent flow simulations, including turbulent multiphase, turbulent reacting flows, turbulent convection and turbulent atmospheric physics.
Size: 9.77 KB - Last synced at: over 1 year ago - Pushed at: over 4 years ago - Stars: 78 - Forks: 21
vlvovch/PHYS6350-ComputationalPhysics
Lecture notes and code for the course PHYS6350 Computational Physics at the University of Houston
Language: Jupyter Notebook - Size: 626 MB - Last synced at: about 2 hours ago - Pushed at: about 3 hours ago - Stars: 74 - Forks: 25
angelsolaorbaiceta/Mechanics
Learn how to solve complex engineering mechanics problems using Python 3 and the industry's best practices.
Language: Python - Size: 911 KB - Last synced at: 10 days ago - Pushed at: 10 days ago - Stars: 74 - Forks: 22
mind-inria/mri-nufft
Doing non-Cartesian MR Imaging has never been so easy.
Language: Python - Size: 1.25 GB - Last synced at: 4 days ago - Pushed at: 4 days ago - Stars: 71 - Forks: 14
Beliavsky/Fortran-related-books
Books with Fortran code, other than textbooks, listed by subject
Size: 1.03 MB - Last synced at: about 2 months ago - Pushed at: 2 months ago - Stars: 71 - Forks: 14
gonum/lapack 📦
A LAPACK implementation for Go [DEPRECATED]
Language: Go - Size: 4.34 MB - Last synced at: 11 months ago - Pushed at: over 6 years ago - Stars: 69 - Forks: 11
kaleidicassociates/lubeck
High level linear algebra library for Dlang
Language: D - Size: 157 KB - Last synced at: 28 days ago - Pushed at: 12 months ago - Stars: 68 - Forks: 13
NJdevPro/Numerical-Recipes
Numerical Recipes in C++, that actually compiles
Language: C++ - Size: 9.08 MB - Last synced at: 19 days ago - Pushed at: over 2 years ago - Stars: 68 - Forks: 20
hugary1995/raccoon
Massively parallel FEM code for phase-field for fracture by Dolbow Lab at Duke University
Language: C++ - Size: 887 MB - Last synced at: 9 days ago - Pushed at: 9 days ago - Stars: 67 - Forks: 45
jacobwilliams/NumDiff
Modern Fortran Numerical Differentiation Library
Language: Fortran - Size: 1.48 MB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 67 - Forks: 7
itt-ustutt/num-dual
Generalized (hyper-) dual numbers in rust
Language: Rust - Size: 6.84 MB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 65 - Forks: 9
rwpenney/spfpm
Package for performing fixed-point, arbitrary-precision arithmetic in Python.
Language: Python - Size: 229 KB - Last synced at: 1 day ago - Pushed at: about 1 year ago - Stars: 65 - Forks: 14
numericalalgorithmsgroup/NAGPythonExamples
Examples and demos showing how to call functions from the nAG Library for Python
Language: Jupyter Notebook - Size: 21.8 MB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 61 - Forks: 23
nagataaaas/Kanjize
Kanjize(カンジャイズ): Easy converter between Kanji-Number and Integer
Language: Python - Size: 149 KB - Last synced at: 28 days ago - Pushed at: 3 months ago - Stars: 60 - Forks: 4
SciCompMod/memilio
Modular spatio-temporal models for epidemic and pandemic simulations
Language: C++ - Size: 57 MB - Last synced at: 2 days ago - Pushed at: 2 days ago - Stars: 59 - Forks: 16
RobinSchmidt/RS-MET
Codebase for RS-MET products (Robin Schmidt's Music Engineering Tools)
Language: C++ - Size: 55.4 MB - Last synced at: 2 days ago - Pushed at: 2 days ago - Stars: 59 - Forks: 6
ITMO-NSS-team/torch_DE_solver
Combines power of torch, numerical methods to conquer and solve ALL {O,P}DEs
Language: Python - Size: 293 MB - Last synced at: 4 days ago - Pushed at: 4 days ago - Stars: 59 - Forks: 10
parsiad/QuantPDE
A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.
Language: C++ - Size: 889 KB - Last synced at: 28 days ago - Pushed at: about 2 years ago - Stars: 58 - Forks: 15
zfergus/fenics-topopt
Topology optimization with finite element analysis in FEniCS. Final project for CSCI-GA.2420: Numerical Methods II at New York University.
Language: Python - Size: 89.9 MB - Last synced at: over 1 year ago - Pushed at: about 5 years ago - Stars: 57 - Forks: 24
JuliaQuantumControl/QuantumControl.jl
Julia Framework for Quantum Dynamics and Control
Language: Julia - Size: 3.15 MB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 56 - Forks: 9
pmttavara/pt_math
public domain fast scalar math routines
Language: C - Size: 35.2 KB - Last synced at: 22 days ago - Pushed at: about 6 years ago - Stars: 56 - Forks: 2
nosnoc/nosnoc
nosnoc is an open source software package for NOnSmooth Numerical Optimal Control.
Language: MATLAB - Size: 88 MB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 54 - Forks: 11
yixuan/RcppNumerical
Rcpp Integration for Numerical Computing Libraries
Language: C++ - Size: 228 KB - Last synced at: about 8 hours ago - Pushed at: over 1 year ago - Stars: 54 - Forks: 15
c-ohle/RationalNumerics
.NET library for rational arithmetic based on a stack machine.
Language: C# - Size: 6.24 MB - Last synced at: about 1 month ago - Pushed at: about 2 years ago - Stars: 53 - Forks: 3
krichelj/PyDiffGame
PyDiffGame is a Python implementation of a Nash Equilibrium solution to Differential Games, based on a reduction of Game Hamilton-Bellman-Jacobi (GHJB) equations to Game Algebraic and Differential Riccati equations, associated with Multi-Objective Dynamical Control Systems
Language: Python - Size: 7.41 MB - Last synced at: about 1 month ago - Pushed at: 3 months ago - Stars: 52 - Forks: 10
justachetan/DiffGeoOps
Python implementation of the paper "Discrete Differential-Geometry Operators for Triangulated 2-Manifolds" by Meyer et. al. VisMath 2002
Language: Python - Size: 2.03 MB - Last synced at: about 2 months ago - Pushed at: over 1 year ago - Stars: 52 - Forks: 7
inducer/numerics-notes
Slides/notes and Jupyter notebook demos for an introductory course of numerical analysis/scientific computing
Language: Jupyter Notebook - Size: 7.44 MB - Last synced at: 3 days ago - Pushed at: 2 months ago - Stars: 51 - Forks: 16
datamole-ai/gomez
Framework and implementation for mathematical optimization and solving non-linear systems of equations.
Language: Rust - Size: 195 KB - Last synced at: 10 days ago - Pushed at: over 1 year ago - Stars: 49 - Forks: 5
nikola-m/freeCappuccino
A three-dimensional unstructured finite volume code for fluid flow simulations.
Language: Fortran - Size: 27.5 MB - Last synced at: over 1 year ago - Pushed at: about 3 years ago - Stars: 49 - Forks: 25
zaman13/Poisson-solver-2D
Finite difference solution of 2D Poisson equation. Can handle Dirichlet, Neumann and mixed boundary conditions.
Language: Python - Size: 831 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 47 - Forks: 14
psu-efd/Computing-in-CEE
Computing in Civil and Environmental Engineering
Language: Jupyter Notebook - Size: 133 MB - Last synced at: about 2 years ago - Pushed at: over 4 years ago - Stars: 47 - Forks: 20
Beliavsky/Burkardt-Fortran-90
Classification of John Burkardt's many Fortran 90 codes
Size: 29.9 MB - Last synced at: about 2 months ago - Pushed at: 3 months ago - Stars: 46 - Forks: 10
iveevi/zhetapi
A C++ ML and numerical analysis API, with an accompanying scripting language.
Language: C++ - Size: 40.8 MB - Last synced at: about 1 month ago - Pushed at: about 2 years ago - Stars: 46 - Forks: 3
emhayki/CFD-Fundamental
Implementation of the 12 steps approach to the Navier-Stokes equations, essential for simulating fluid dynamics.
Language: C++ - Size: 404 KB - Last synced at: 11 months ago - Pushed at: 11 months ago - Stars: 45 - Forks: 13
qntlb/numerical-methods-lecture
Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.
Language: Java - Size: 7.44 MB - Last synced at: 17 days ago - Pushed at: 17 days ago - Stars: 44 - Forks: 11
duetosymmetry/qnm
Python package for computing Kerr quasinormal mode frequencies, separation constants, and spherical-spheroidal mixing coefficients
Language: Python - Size: 7.97 MB - Last synced at: 8 days ago - Pushed at: about 1 month ago - Stars: 43 - Forks: 22
mrtkp9993/Cpp-Examples
Numerical C++ examples.
Language: C++ - Size: 10.2 MB - Last synced at: 4 days ago - Pushed at: almost 3 years ago - Stars: 43 - Forks: 1
numericalalgorithmsgroup/dfols
Python-based Derivative-Free Optimizer for Least-Squares
Language: Python - Size: 11.8 MB - Last synced at: 25 days ago - Pushed at: 3 months ago - Stars: 42 - Forks: 16
markmbaum/libode
Easy-to-compile, high-order ODE solvers as C++ classes
Language: C++ - Size: 14.6 MB - Last synced at: about 1 month ago - Pushed at: 11 months ago - Stars: 40 - Forks: 7
p-sto/ConjugateGradients
Implementation of ConjugateGradients method using C and Nvidia CUDA
Language: Python - Size: 846 KB - Last synced at: about 2 years ago - Pushed at: almost 3 years ago - Stars: 40 - Forks: 9
comp-physics/awesome-numerics
Resources for learning about numerical methods.
Language: Makefile - Size: 689 KB - Last synced at: 12 minutes ago - Pushed at: over 1 year ago - Stars: 39 - Forks: 3
dacelib/dace
Differential Algebra Computational Toolbox
Language: C - Size: 4.28 MB - Last synced at: 25 days ago - Pushed at: 25 days ago - Stars: 38 - Forks: 16
meiyulee/MathAI
免費數字驅動的數學模型人工智能 | 為你的數字規律建立數學模型 | C語言免安裝軟體
Language: Batchfile - Size: 44.5 MB - Last synced at: 12 days ago - Pushed at: 12 months ago - Stars: 38 - Forks: 1
ettersi/ComputationalMathematics
Lecture slides and homework assignments for MA5233 Computational Mathematics at the National University of Singapore.
Language: Julia - Size: 17.9 MB - Last synced at: 19 days ago - Pushed at: over 4 years ago - Stars: 38 - Forks: 14
IgorSusmelj/rustynum
RustyNum: A NumPy Alternative powered by Rust’s Portable SIMD
Language: Rust - Size: 924 KB - Last synced at: 28 days ago - Pushed at: about 1 month ago - Stars: 37 - Forks: 1
cfgnunes/numerical-methods-matlab
Numerical methods implementation in MATLAB.
Language: MATLAB - Size: 52.7 KB - Last synced at: 6 days ago - Pushed at: about 1 year ago - Stars: 37 - Forks: 17