stochastic-differential-equations topic

Tutorials for doing scientific machine learning (SciML) and high-performance differential equation solving with open source software.

SciML

Linear operators for discretizations of differential equations and scientific machine learning (SciML)

SciML

The lightweight Base library for shared types and functionality for defining differential equation and scientific machine learning (SciML) problems

SciML

Solving differential equations in R using DifferentialEquations.jl and the SciML Scientific Machine Learning ecosystem

SciML

Extension functionality which uses Stan.jl, DynamicHMC.jl, and Turing.jl to estimate the parameters to differential equations and perform Bayesian probabilistic scientific machine learning

SciML

Generate realizations of stochastic processes in python.

crflynn

Code for "Infinitely Deep Bayesian Neural Networks with Stochastic Differential Equations"

xwinxu

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

yang-song

Example codes for the book Applied Stochastic Differential Equations

AaltoML

Matlab Toolbox for the Numerical Solution of Stochastic Differential Equations

horchler