numerical-integration topic
Cuba.jl
Library for multidimensional numerical integration with four independent algorithms: Vegas, Suave, Divonne, and Cuhre.
SDETools
Matlab Toolbox for the Numerical Solution of Stochastic Differential Equations
Hydra
Header only framework for data analysis in massively parallel platforms.
metanumerics
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...
numericalnim
A collection of numerical methods written in Nim
Trapz.jl
Julia package to easily calculate multidimensional integrals on discrete domains, brings MATLAB&Numpy trapz function to Julia
mcfit
multiplicatively convolutional fast integral transforms implementing FFTLog
AutoDiff
Automatic Differentiation via Contour Integration
nn-benchmark
An extensible benchmark suite to evaluate data-driven physical simulation
viltrum-mitsuba
This repository contains the source code of the paper Primary-Space Adaptive Control Variates using Piecewise-Polynomial Approximations by Miguel Crespo, Adrian Jarabo, and Adolfo Muñoz from ACM Trans...