Search Results - RepositoryStats

Financial-Models-Numerical-Methods cantaro86

1.1k

5.8k

agpl-3.0

146

Collection of notebooks about quantitative finance, with interactive python code.

python econometrics heston-model kalman-filter levy-processes option-pricing brownian-motion american-options fourier-inversion jupyter-notebooks linear-regression monte-carlo-methods quantitative-finance stochastic-processes financial-engineering financial-mathematics linear-systems-equations jump-diffusion-mertons-model partial-differential-equations stochastic-differential-equations

Created 2019-09-10

75 commits to master branch, last one 6 months ago

neuraloperator neuraloperator

657

2.6k

mit

39

Learning in infinite dimension with neural operators.

fno pde uno pytorch tensorly tensorization tensor-methods neural-operator neural-operators fourier-neural-operator partial-differential-equations

Created 2020-10-13

705 commits to main branch, last one 5 days ago

NeuralPDE.jl SciML

218

1.1k

other

35

Physics-Informed Neural Networks (PINN) Solvers of (Partial) Differential Equations for Scientific Machine Learning (SciML) accelerated simulation

ode pde pinn sciml scientific-ai scientific-ml neural-network neural-networks machine-learning differentialequations differential-equations scientific-machine-learning neural-differential-equations partial-differential-equations ordinary-differential-equations

Created 2017-03-14

2,805 commits to master branch, last one 23 days ago

DiffEqFlux.jl SciML

156

889

mit

29

Pre-built implicit layer architectures with O(1) backprop, GPUs, and stiff+non-stiff DE solvers, demonstrating scientific machine learning (SciML) and physics-informed machine learning methods

pinn stiff-ode neural-dde neural-ode neural-pde neural-sde neural-sdes scientific-ai scientific-ml neural-networks differentialequations differential-equations neural-jump-diffusions physics-informed-learning scientific-machine-learning delay-differential-equations neural-differential-equations partial-differential-equations ordinary-differential-equations stochastic-differential-equations

Created 2018-12-26

1,960 commits to master branch, last one 9 days ago

dolfinx FEniCS

196

884

lgpl-3.0

44

Next generation FEniCS problem solving environment

fenicsx parallel-computing finite-element-methods partial-differential-equations

Created 2018-04-05

28,119 commits to main branch, last one a day ago

PDEBench pdebench

103

881

other

17

PDEBench: An Extensive Benchmark for Scientific Machine Learning

ai jax sciml pytorch benchmark scientific simulation deep-learning fluid-dynamics neural-networks machine-learning neural-operators scientific-computing autoregressive-models navier-stokes-equations partial-differential-equations physics-informed-neural-networks

Created 2022-06-02

151 commits to main branch, last one 3 months ago

FreeFem-sources FreeFem

198

822

other

43

FreeFEM source code

freefem finite-elements freefem-sources simulation-framework finite-element-methods finite-element-analysis partial-differential-equations

Created 2018-02-15

7,731 commits to master branch, last one 4 months ago

Gridap.jl gridap

101

760

mit

19

Grid-based approximation of partial differential equations in Julia

pdes julia gridap finite-elements numerical-methods partial-differential-equations

Created 2019-03-15

5,346 commits to master branch, last one 22 hours ago

SciMLTutorials.jl SciML

126

732

other

23

Tutorials for doing scientific machine learning (SciML) and high-performance differential equation solving with open source software.

r dae dde ode pde sde julia sciml python neural-ode hacktoberfest differentialequations differential-equations scientific-machine-learning neural-differential-equations partial-differential-equations ordinary-differential-equations stochastic-differential-equations

Created 2016-10-31

1,297 commits to master branch, last one about a year ago

ApproxFun.jl JuliaApproximation

70

551

other

19

Julia package for function approximation

julia approximation partial-differential-equations

Created 2013-07-01

4,180 commits to master branch, last one a day ago

fipy usnistgov

164

549

other

29

FiPy is a Finite Volume PDE solver written in Python

modeling simulation phase-field materials-science scientific-computing shared-memory-parallel partial-differential-equations scientific-computing-with-python

Created 2014-08-25

5,620 commits to master branch, last one 2 months ago

simpeg simpeg

273

546

mit

51

Simulation and Parameter Estimation in Geophysics - A python package for simulation and gradient based parameter estimation in the context of geophysical applications.

Created 2013-11-26

9,537 commits to main branch, last one 20 hours ago

findiff maroba

64

474

mit

11

Python package for numerical derivatives and partial differential equations in any number of dimensions.

pde derivative finite-difference numerical-methods finite-differences scientific-computing finite-difference-coefficients partial-differential-equations

Created 2018-03-17

477 commits to master branch, last one 3 months ago

py-pde zwicker-group

58

434

mit

10

Python package for solving partial differential equations using finite differences.

pdes python dynamical-systems scientific-computing finite-difference-method partial-differential-equations

Created 2020-02-21

1,338 commits to master branch, last one 14 days ago

Ferrite.jl Ferrite-FEM

97

369

other

14

Finite element toolbox for Julia

julia julialang hacktoberfest finite-elements partial-differential-equations

Created 2015-09-02

943 commits to master branch, last one a day ago

graph-neural-pde twitter-research

56

331

apache-2.0

11

Graph Neural PDEs

pytorch deep-learning graph-neural-networks graph-convolutional-networks partial-differential-equations

Created 2021-01-06

166 commits to main branch, last one 3 years ago

DiffEqBase.jl SciML

117

328

other

17

The lightweight Base library for shared types and functionality for defining differential equation and scientific machine learning (SciML) problems

dae dde ode pde sde sciml neural-ode hacktoberfest differentialequations differential-equations scientific-machine-learning delay-differential-equations neural-differential-equations partial-differential-equations ordinary-differential-equations differential-algebraic-equations stochastic-differential-equations

Created 2016-10-20

3,584 commits to master branch, last one 10 hours ago

SciMLBenchmarks.jl SciML

91

328

mit

14

Scientific machine learning (SciML) benchmarks, AI for science, and (differential) equation solvers. Covers Julia, Python (PyTorch, Jax), MATLAB, R

ai dae jax ode pde sde julia sciml matlab python pytorch benchmark neural-ode ai-for-science differentialequations differential-equations scientific-machine-learning nerual-differential-equations partial-differential-equations

Created 2016-10-31

3,238 commits to master branch, last one 2 days ago

PDE-Net ZichaoLong

104

313

unknown

13

PDE-Net: Learning PDEs from Data

inverse-problems machine-learning data-assimilation data-driven-model numerical-methods applied-mathematics system-identification partial-differential-equations

Created 2018-05-24

2 commits to master branch, last one 5 years ago

18S096SciML mitmath

49

312

unknown

24

18.S096 - Applications of Scientific Machine Learning

sciml neural-ode lecture-notes neural-networks differential-equations scientific-machine-learning partial-differential-equations

Created 2020-01-05

21 commits to master branch, last one 2 years ago

pydens analysiscenter

67

307

apache-2.0

15

PyDEns is a framework for solving Ordinary and Partial Differential Equations (ODEs & PDEs) using neural networks

ode ode-solver pde-solver solving-pdes deep-learning neural-networks numerical-methods differential-equations partial-differential-equations

Created 2019-07-16

179 commits to master branch, last one about a year ago

DiffEqOperators.jl SciML

73

282

other

16

Linear operators for discretizations of differential equations and scientific machine learning (SciML)

fdm pde sde julia sciml neural-ode matrix-free differentialequations differential-equations finite-difference-method scientific-machine-learning neural-differential-equations partial-differential-equations stochastic-differential-equations

This repository has been archived (exclude archived)

Created 2017-05-16

1,482 commits to master branch, last one about a year ago

FluxNeuralOperators.jl SciML

41

275

mit

12

DeepONets, (Fourier) Neural Operators, Physics-Informed Neural Operators, and more in Julia

gnn pde julia deeponet operator deep-learning fourier-transform differential-equations fourier-neural-operator automatic-differentiation scientific-machine-learning partial-differential-equations

This repository has been archived (exclude archived)

Created 2021-05-19

440 commits to main branch, last one 6 months ago

riemann_book clawpack

102

275

bsd-3-clause

14

An interactive book about the Riemann problem for hyperbolic PDEs, using Jupyter notebooks.

book python mathematics riemann-solver jupyter-notebook numerical-methods hyperbolic-equations partial-differential-equations

Created 2015-03-19

936 commits to master branch, last one 2 years ago

DeepBSDE frankhan91

132

270

mit

16

Deep BSDE solver in TensorFlow

deep-learning partial-differential-equations

Created 2017-09-05

12 commits to master branch, last one 6 days ago

PINNs-TF2.0 pierremtb

87

259

mit

12

TensorFlow 2.0 implementation of Maziar Raissi's Physics Informed Neural Networks (PINNs).

tf2 physics-informed deep-neural-networks mechanical-engineering partial-differential-equations

Created 2019-07-04

67 commits to master branch, last one 5 years ago

VoronoiFVM.jl WIAS-PDELib

39

245

mit

11

Solution of nonlinear multiphysics partial differential equation systems using the Voronoi finite volume method

julia multiphysics finite-volumes partial-differential-equations

Created 2019-04-09

1,081 commits to master branch, last one 7 days ago

galerkin-transformer scaomath

28

240

mit

4

[NeurIPS 2021] Galerkin Transformer: a linear attention without softmax for Partial Differential Equations

neurips pytorch attention transformer deep-learning attention-mechanism partial-differential-equations

Created 2021-05-04

105 commits to main branch, last one 2 years ago

FourierFlows.jl FourierFlows

30

206

mit

9

Tools for building fast, hackable, pseudospectral partial differential equation solvers on periodic domains

cfd julia fourier fluid-dy periodic-domains spectral-methods pseudospectral-methods partial-differential-equations

Created 2017-07-01

2,003 commits to main branch, last one 2 months ago

p4pdes bueler

72

198

mit

20

C and Python examples from my book on using PETSc and Firedrake to solve PDEs

c petsc krylov python advection firedrake multigrid newtons-method supercomputing fluid-mechanics preconditioning finite-difference parallel-computing scientific-computing finite-element-methods variational-inequality partial-differential-equations ordinary-differential-equations

Created 2014-09-21

2,471 commits to master branch, last one 11 days ago