numerical-integration

High-performance TensorFlow library for quantitative finance.

Python library for arbitrary-precision floating-point arithmetic

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.

Brain Dynamics Programming in Python

Code for the paper "Learning Differential Equations that are Easy to Solve"

adaptive 1d numerical Gauss–Kronrod integration in Julia

A common interface for quadrature and numerical integration for the SciML scientific machine learning organization

pure-Julia multidimensional h-adaptive integration

Samplin' Safari is a research tool to visualize and interactively inspect high-dimensional (quasi) Monte Carlo samplers.

One- and multi-dimensional adaptive integration routines for the Julia language

Header only framework for data analysis in massively parallel platforms.

Matlab Toolbox for the Numerical Solution of Stochastic Differential Equations

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.

Numerical integration in arbitrary dimensions on the GPU using PyTorch / TF / JAX

A collection of numerical methods written in Nim

Library for multidimensional numerical integration with four independent algorithms: Vegas, Suave, Divonne, and Cuhre.

Automatic Differentiation via Contour Integration

Fortran Library for numerical INTegration of differential equations

A high fidelity 6DOF flight simulation that the user can fly themselves or run to analyze an aircraft's flight dynamics

A package for multi-dimensional integration using monte carlo methods