#
numerical-integration
Here are 189 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
-
Updated
Jun 23, 2021 - 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
-
Updated
Jun 12, 2021 - 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
-
Updated
Dec 15, 2020 - Python
adaptive 1d numerical Gauss–Kronrod integration in Julia
-
Updated
Dec 24, 2020 - Julia
A general platform for computational neuroscience and brain-inspired computation
biological-simulations
neuroscience
ode
computational-neuroscience
dde
spiking-neural-networks
differential-equations
ordinary-differential-equations
sde
stochastic-differential-equations
delay-differential-equations
numerical-integration
brain-inspired-computation
-
Updated
Aug 26, 2021 - Python
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
-
Updated
Aug 21, 2019 - C++
One- and multi-dimensional adaptive integration routines for the Julia language
-
Updated
Dec 24, 2020 - Julia
pure-Julia multidimensional h-adaptive integration
-
Updated
Dec 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
-
Updated
Apr 25, 2021 - C++
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
-
Updated
Sep 30, 2020 - 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
-
Updated
Sep 7, 2020 - C#
Library for multidimensional numerical integration with four independent algorithms: Vegas, Suave, Divonne, and Cuhre.
-
Updated
Jun 12, 2021 - 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
-
Updated
Aug 2, 2021 - Nim
Automatic Differentiation via Contour Integration
-
Updated
Feb 28, 2020 - Jupyter Notebook
A high fidelity 6DOF flight simulation that the user can fly themselves or run to analyze an aircraft's flight dynamics
-
Updated
Oct 31, 2020 - Java
A general-purpose numerical integro-differential equation solver
-
Updated
Aug 2, 2021 - Python
hankl is a lightweight Python implementation of the FFTLog algorithm for Cosmology
-
Updated
Jul 21, 2020 - Python
multiplicatively convolutional fast integral transforms
-
Updated
Aug 8, 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
-
Updated
Dec 21, 2018 - Haskell
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
-
Updated
Dec 21, 2020 - C++
Julia package to easily calculate multidimensional integrals on discrete domains, brings MATLAB&Numpy trapz function to Julia
-
Updated
Aug 16, 2021 - Julia
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
-
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
-
Updated
Mar 1, 2021 - Python
Numerical Methods (NM) for BE Electrical II Year / II Part, Email: [email protected]
interpolation
partial-differential-equations
ordinary-differential-equations
linear-equations
numerical-methods
numerical-integration
numerical-differentiation
algebraic-equations
non-linear-equation
eigen-value
eigen-vector
-
Updated
Sep 1, 2018
Fortran Library for numerical INTegration of differential equations
-
Updated
Sep 1, 2020 - Fortran
A lightweight, parallel python wrapper for the GSL integration library
-
Updated
Mar 3, 2021 - C
gomezzz
commented
Aug 20, 2021
Feature
Desired Behavior / Functionality
Until now we have used cprofile to investigate performance of torchquad. However, especially for GPUs it may be interesting to start investigating with the new PyTorch profiler. Especially, as it has recently received some upgrades.
What Needs to Be Done
- Set up things so that pr
[DEPRECATED] Statistics & Numerical algorithms implemented in Julia.
statistics
algorithms
simulation
julia
monte-carlo
julia-language
mathematics
scientific-computing
applied-mathematics
numerical-methods
numerical-optimization
mathematical-modelling
numerical-integration
numerical-analysis
julialang
numerical-computation
-
Updated
May 4, 2021 - Julia
A package for multi-dimensional integration using monte carlo methods
-
Updated
Dec 10, 2020 - Julia
Improve this page
Add a description, image, and links to the numerical-integration topic page so that developers can more easily learn about it.
Add this topic to your repo
To associate your repository with the numerical-integration topic, visit your repo's landing page and select "manage topics."
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.