numerical-integration topic
tf-quant-finance
High-performance TensorFlow library for quantitative finance.
SamplinSafari
Samplin' Safari is a research tool to visualize and interactively inspect high-dimensional (quasi) Monte Carlo samplers.
BrainPy
Brain Dynamics Programming in Python
QuadGK.jl
adaptive 1d numerical Gauss–Kronrod integration in Julia
easy-neural-ode
Code for the paper "Learning Differential Equations that are Easy to Solve"
mpmath
Python library for arbitrary-precision floating-point arithmetic
Measurements.jl
Error propagation calculator and library for physical measurements. It supports real and complex numbers with uncertainty, arbitrary precision calculations, operations with arrays, and numerical inte...
Cubature.jl
One- and multi-dimensional adaptive integration routines for the Julia language
HCubature.jl
pure-Julia multidimensional h-adaptive integration
torchquad
Numerical integration in arbitrary dimensions on the GPU using PyTorch / TF / JAX