stochastic-differential-equations topic

A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.

mschauer

Solving linear, nonlinear equations, ordinary differential equations, ... using numerical methods in fortran

planelles20

Multi-language suite for high-performance solvers of differential equations and scientific machine learning (SciML) components. Ordinary differential equations (ODEs), stochastic differential equation...

SciML

An acausal modeling framework for automatically parallelized scientific machine learning (SciML) in Julia. A computer algebra system for integrated symbolics for physics-informed machine learning and...

SciML

Collection of notebooks about quantitative finance, with interactive python code.

cantaro86

Solving differential equations in Python using DifferentialEquations.jl and the SciML Scientific Machine Learning organization

SciML

Official code for Score-Based Generative Modeling through Stochastic Differential Equations (ICLR 2021, Oral)

yang-song

Solvers for stochastic differential equations which connect with the scientific machine learning (SciML) ecosystem

SciML

Differentiable SDE solvers with GPU support and efficient sensitivity analysis.

google-research

Pre-built implicit layer architectures with O(1) backprop, GPUs, and stiff+non-stiff DE solvers, demonstrating scientific machine learning (SciML) and physics-informed machine learning methods

SciML