62 results found Sort:

cantaro86
Financial-Models-Numerical-Methods cantaro86
969
5.3k
agpl-3.0
136
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
71 commits to master branch, last one 3 months ago
neuraloperator
neuraloperator neuraloperator
490
1.8k
mit
38
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
535 commits to main branch, last one 8 days ago
SciML
NeuralPDE.jl SciML
194
916
other
37
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
2,453 commits to master branch, last one 14 days ago
SciML
DiffEqFlux.jl SciML
151
843
mit
32
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
1,858 commits to master branch, last one 11 days ago
FreeFem
FreeFem-sources FreeFem
187
716
other
42
FreeFEM source code
freefem finite-elements freefem-sources simulation-framework finite-element-methods finite-element-analysis partial-differential-equations
Created 2018-02-15
7,586 commits to master branch, last one 3 months ago
SciML
SciMLTutorials.jl SciML
128
709
other
25
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 9 months ago
FEniCS
dolfinx FEniCS
175
678
lgpl-3.0
47
Next generation FEniCS problem solving environment
fenicsx parallel-computing finite-element-methods partial-differential-equations
Created 2018-04-05
27,832 commits to main branch, last one 19 hours ago
gridap
Gridap.jl gridap
94
651
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
4,960 commits to master branch, last one 16 days ago
pdebench
PDEBench pdebench
78
643
other
16
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
120 commits to main branch, last one 17 days ago
JuliaApproximation
ApproxFun.jl JuliaApproximation
70
525
other
20
Julia package for function approximation
julia approximation partial-differential-equations
Created 2013-07-01
4,173 commits to master branch, last one 2 months ago
usnistgov
fipy usnistgov
145
482
other
31
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
5,605 commits to master branch, last one 3 months ago
simpeg
simpeg simpeg
256
476
mit
54
Simulation and Parameter Estimation in Geophysics - A python package for simulation and gradient based parameter estimation in the context of geophysical applications.
python modeling inversion modelling geophysics geoscience simulation multiphysics open-science optimization finite-volume linear-algebra electromagnetics inverse-problems magnetotellurics richards-equation induced-polarization scientific-computing direct-current-resistivity partial-differential-equations
Created 2013-11-26
9,419 commits to main branch, last one 15 hours ago
maroba
findiff maroba
59
401
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
405 commits to master branch, last one 5 months ago
zwicker-group
py-pde zwicker-group
50
392
mit
11
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
1,219 commits to master branch, last one 9 days ago
Ferrite-FEM
Ferrite.jl Ferrite-FEM
82
319
other
15
Finite element toolbox for Julia
julia julialang hacktoberfest finite-elements partial-differential-equations
Created 2015-09-02
819 commits to master branch, last one a day ago
twitter-research
graph-neural-pde twitter-research
50
308
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
mitmath
18S096SciML mitmath
48
304
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
SciML
DiffEqBase.jl SciML
106
299
other
20
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
3,282 commits to master branch, last one 6 days ago
ZichaoLong
PDE-Net ZichaoLong
105
297
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 4 years ago
SciML
SciMLBenchmarks.jl SciML
73
297
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
2,611 commits to master branch, last one 14 days ago
SciML
DiffEqOperators.jl SciML
74
284
other
18
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 11 months ago
analysiscenter
pydens analysiscenter
65
281
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 11 months ago
clawpack
riemann_book clawpack
94
251
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
frankhan91
DeepBSDE frankhan91
130
251
mit
16
Deep BSDE solver in TensorFlow
deep-learning partial-differential-equations
Created 2017-09-05
8 commits to master branch, last one 2 years ago
pierremtb
PINNs-TF2.0 pierremtb
87
241
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 4 years ago
SciML
NeuralOperators.jl SciML
37
238
mit
11
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
Created 2021-05-19
439 commits to main branch, last one 14 days ago
scaomath
galerkin-transformer scaomath
27
208
mit
6
[NeurIPS 2021] Galerkin Transformer: a linear attention without softmax
pytorch attention transformer neurips-2021 deep-learning attention-mechanism partial-differential-equations
Created 2021-05-04
105 commits to main branch, last one about a year ago
FourierFlows
FourierFlows.jl FourierFlows
29
201
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
1,978 commits to main branch, last one 4 months ago
j-fu
VoronoiFVM.jl j-fu
32
181
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
739 commits to master branch, last one about a month ago
bueler
p4pdes bueler
67
178
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
2,456 commits to master branch, last one 28 days ago