#
numerical-integration
Here are 144 public repositories matching this topic...
Python library for arbitrary-precision floating-point arithmetic
python
special-functions
arbitrary-precision
complex-numbers
plotting
multiprecision
ordinary-differential-equations
numerical-methods
floating-point
numerical-optimization
numerical-integration
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Updated
Sep 6, 2020 - Python
Error propagation calculator and library for physical measurements. It supports real and complex numbers with uncertainty, arbitrary precision calculations, operations with arrays, and numerical integration.
julia
physics
linear-algebra
arbitrary-precision
complex-numbers
multiprecision
physical-quantities
uncertainty-propagation
error-propagation
numerical-integration
uncertainties
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Updated
Sep 9, 2020 - Julia
Samplin' Safari is a research tool to visualize and interactively inspect high-dimensional (quasi) Monte Carlo samplers.
integration
monte-carlo
computer-graphics
mc
sampling
numerical-integration
graphics-rendering
monte-carlo-ray-tracing
monte-carlo-sampling
qmc
orthogonal-arrays
quasi-monte-carlo
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Updated
Aug 21, 2019 - C++
adaptive 1d numerical Gauss–Kronrod integration in Julia
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Updated
Aug 24, 2020 - Julia
Header only framework for data analysis in massively parallel platforms.
openmp
parallel-computing
cuda
parallelization
hydra
header-only
data-analysis
monte-carlo-simulation
parallel-algorithm
high-energy-physics
particle-physics
tbb
numerical-integration
hpc-applications
thrust
omp
data-fitting
multithread
parallel-framework
parallel-data-analysis
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Updated
Sep 10, 2020 - C++
One- and multi-dimensional adaptive integration routines for the Julia language
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Updated
May 20, 2020 - Julia
pure-Julia multidimensional h-adaptive integration
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Updated
Jul 2, 2020 - Julia
Code for the paper "Learning Differential Equations that are Easy to Solve"
machine-learning
deep-neural-networks
deep-learning
ode
dynamical-systems
differential-equations
numerical-integration
ode-solver
jax
neural-ode
neural-differential-equations
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Updated
Jul 18, 2020 - Python
Matlab Toolbox for the Numerical Solution of Stochastic Differential Equations
simulation
matlab
random
stochastic
noise
dynamical-systems
sde
stochastic-differential-equations
numerical-integration
stochastic-processes
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Updated
Apr 10, 2017 - MATLAB
Meta.Numerics is library for advanced numerical computing on the .NET platform. It offers an object-oriented API for statistical analysis, advanced functions, Fourier transforms, numerical integration and optimization, and matrix algebra.
statistics
math
dotnet
optimization
matrix
matrix-factorization
statistical-analysis
special-functions
scientific-computing
matrix-multiplication
data-analysis
statistical-tests
math-library
numerics
numerical-optimization
numerical-integration
numerical-analysis
matrix-library
csharp-library
matrix-algebra
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Updated
Sep 7, 2020 - C#
Automatic Differentiation via Contour Integration
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Updated
Feb 28, 2020 - Jupyter Notebook
Library for multidimensional numerical integration with four independent algorithms: Vegas, Suave, Divonne, and Cuhre.
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Updated
Sep 9, 2020 - Julia
A collection of numerical methods written in Nim
science
nim
integration
interpolation
ode
scientific-computing
scientific
integral
vectors
numerical-methods
optimization-methods
numerical-integration
nim-lang
numerical-computation
ode-solver
simpson-rule
ode-integrators
discrete-points
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Updated
Sep 6, 2020 - Nim
A high fidelity 6DOF flight simulation that the user can fly themselves or run to analyze an aircraft's flight dynamics
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Updated
Sep 12, 2020 - Java
A general-purpose numerical integro-differential equation solver
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Updated
Aug 10, 2020 - Python
Numerical experiments with stochastic differential equations in Haskell
time-series
dynamical-systems
stochastic-process
numerical-methods
sde
stochastic-differential-equations
numerical-integration
stochastic-processes
stochastic-volatility-models
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Updated
Dec 21, 2018 - Haskell
Numerical Methods (NM) for BE Electrical II Year / II Part, Email: nm.khwopa@gmail.com
interpolation
partial-differential-equations
ordinary-differential-equations
linear-equations
numerical-methods
numerical-integration
numerical-differentiation
algebraic-equations
non-linear-equation
eigen-value
eigen-vector
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Updated
Sep 1, 2018
multiplicatively convolutional fast integral transforms
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Updated
Aug 8, 2020 - Python
Fortran Library for numerical INTegration of differential equations
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Updated
Sep 1, 2020 - Fortran
library of numerical methods using Armadillo
data-science
machine-learning
linear-algebra
cross-validation
regression
root-finding
classification
fourier
armadillo
splines
partial-differential-equations
differential-equations
finite-difference
numerical-methods
optimization-methods
numerical-integration
numerical-analysis
interpolation-methods
boundary-value-problem
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Updated
Sep 10, 2020 - C++
Julia package to easily calculate multidimensional integrals on discrete domains, brings MATLAB&Numpy trapz function to Julia
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Updated
Apr 1, 2020 - Julia
A lightweight, parallel python wrapper for the GSL integration library
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Updated
Jul 9, 2020 - C
Numerical integration methods as discussed on thoughts-on-cpp.com
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Updated
Sep 9, 2019 - C++
Matlab Toolbox for Simulation, Analysis, and Design of Stable Heteroclinic Channel Networks
simulation
matlab
computational-neuroscience
neural-networks
stochastic
dynamical-systems
sde
stochastic-differential-equations
numerical-integration
lotka-volterra
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Updated
Apr 13, 2017 - MATLAB
A Finite Difference Method Engine in C++
numerical-calculations
partial-differential-equations
finite-difference
heat-equation
heat-transfer
fdm
numerical-methods
finite-differences
numerical-integration
numerical
numerical-computation
diffusion-equation
finite-difference-method
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Updated
Oct 22, 2019 - C++
Numerical analysis methods implemented in Python.
regression
numerical-methods
jacobi
lagrange
numerical-integration
numerical-analysis
newton-raphson
gauss-seidel
simpson
least-square-regression
regula-falsi
trapezoidal
numerical-differentiation
fixed-point-iteration
bisection-method
gauss-jordan-elimination
secant-method
euler-methods
graph-method
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Updated
Apr 15, 2020 - Python
Numerical Methods in SciPy
python
tutorial
jupyter-notebook
pandas
root-finding
ordinary-differential-equations
numerical-methods
pylab
numerical-integration
scipy-stack
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Updated
Aug 31, 2020 - Jupyter Notebook
This is a C++ quadrature library reengineered from GSL and with new things added such as double exponential methods.
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Jun 17, 2020 - C++
An export of my digital library (Mathematics, Logic, Physics, Numerical Analysis, Machine Learning, Computer Science)
computer-science
science
machine-learning
robotics
physics
lambda-calculus
logic
mathematics
differential-geometry
bookshelf
physics-simulation
rotation
numerical-optimization
numerical-integration
differential-forms
numerical-analysis
probability-theory
typed-lambda-calculus
rigid-body-dynamics
real-analysis
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Updated
Sep 18, 2017
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Heston model has accurate density approximations for European option prices, which are of interest.
The module implementing this method should live under tf_quant_finance/volatility/heston_approximation.py. It should support both European option puts and calls approximations. Tests should be in heston_approximation_test.py in the same folder.