Search Results - RepositoryStats

Financial-Models-Numerical-Methods cantaro86

1.0k

5.7k

agpl-3.0

143

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 2 months ago

neuraloperator neuraloperator

600

2.3k

mit

37

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

667 commits to main branch, last one 2 days ago

NeuralPDE.jl SciML

204

1.0k

other

36

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

2,727 commits to master branch, last one 20 days ago

DiffEqFlux.jl SciML

153

874

mit

31

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

1,927 commits to master branch, last one 20 days ago

dolfinx FEniCS

186

818

lgpl-3.0

47

Next generation FEniCS problem solving environment

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

Created 2018-04-05

28,039 commits to main branch, last one 8 days ago

FreeFem-sources FreeFem

193

808

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 24 days ago

PDEBench pdebench

92

797

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 7 days ago

Gridap.jl gridap

99

730

mit

21

Grid-based approximation of partial differential equations in Julia

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

Created 2019-03-15

5,247 commits to master branch, last one 19 days ago

SciMLTutorials.jl SciML

127

723

other

24

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

542

other

20

Julia package for function approximation

julia approximation partial-differential-equations

Created 2013-07-01

4,176 commits to master branch, last one about a month ago

simpeg simpeg

268

523

mit

52

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

9,510 commits to main branch, last one 15 days ago

fipy usnistgov

152

521

other

30

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

5,619 commits to master branch, last one about a month ago

findiff maroba

65

453

mit

10

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 5 days ago

py-pde zwicker-group

55

422

mit

12

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

1,271 commits to master branch, last one 11 days ago

Ferrite.jl Ferrite-FEM

93

361

other

14

Finite element toolbox for Julia

julia julialang hacktoberfest finite-elements partial-differential-equations

Created 2015-09-02

914 commits to master branch, last one a day ago

graph-neural-pde twitter-research

52

322

apache-2.0

12

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 2 years ago

DiffEqBase.jl SciML

117

321

other

19

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

3,472 commits to master branch, last one 2 days ago

SciMLBenchmarks.jl SciML

86

319

mit

17

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

3,136 commits to master branch, last one 8 days ago

PDE-Net ZichaoLong

104

311

unknown

14

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

48

307

unknown

25

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

68

298

apache-2.0

16

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

74

282

other

17

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

269

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 3 months ago

riemann_book clawpack

99

269

bsd-3-clause

15

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 about a year ago

DeepBSDE frankhan91

131

261

mit

16

Deep BSDE solver in TensorFlow

deep-learning partial-differential-equations

Created 2017-09-05

9 commits to master branch, last one 3 months ago

PINNs-TF2.0 pierremtb

87

255

mit

13

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

galerkin-transformer scaomath

28

226

mit

6

[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

VoronoiFVM.jl WIAS-PDELib

36

224

mit

12

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

999 commits to master branch, last one 12 days ago

FourierFlows.jl FourierFlows

29

206

mit

10

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

2,002 commits to main branch, last one 29 days ago

p4pdes bueler

71

189

mit

21

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

2,460 commits to master branch, last one 3 months ago