Top 72 numerical-methods open source projects

High-performance TensorFlow library for quantitative finance.

Grid-based approximation of partial differential equations in Julia

Python package for numerical derivatives and partial differential equations in any number of dimensions.

PDE-Net: Learning PDEs from Data

Quantitative Interview Preparation Guide, updated version here ==>

An interactive book about the Riemann problem for hyperbolic PDEs, using Jupyter notebooks. Work in progress.

Topological Data Analysis in Python

Scientific Computing with Pharo

开源Go语言数值算法库(An open numerical library purely based on Go programming language)

Probabilistic Numerics in Python.

Data science and Big Data with Python

Escrita colaborativa de recursos educacionais abertos sobre cálculo numérico.

Animations of random double pendulums

Collected study materials in Numerical Optimization [email protected](HPC)

Accurate sums and dot products for Python.

Fast arbitrary dimension linear interpolation in C++

WENO interpolation Object Oriented Fortran library

Python implementation of some numerical (optimization) methods

18.337 - Parallel Computing and Scientific Machine Learning

Kratos Multiphysics (A.K.A Kratos) is a framework for building parallel multi-disciplinary simulation software. Modularity, extensibility and HPC are the main objectives. Kratos has BSD license and is written in C++ with extensive Python interface.

Python library for arbitrary-precision floating-point arithmetic

Optimize floating-point expressions for accuracy

Numerical Analysis Implementations in Various Languages

A C++ header-only library of statistical distribution functions.

The Go kernel for Jupyter notebooks and nteract.

Computing in Civil and Environmental Engineering

Python package for computing Kerr quasinormal mode frequencies, separation constants, and spherical-spheroidal mixing coefficients

Numerical Methods (NM) for BE Electrical II Year / II Part, Email: [email protected]

DFO-GN: Derivative-Free Optimization using Gauss-Newton

Differential Algebra Computational Toolbox

Numerical C++ examples.

course on the basics of scientific computing for economists

First-order optimization tools

This is a replication of "CFD Python: 12 steps to Navier-Stokes" in Julia

Discretizations of Exterior Calculus for Analysis, Geometry and Topology

This a JavaScript Library for the Numerical Javascript and Machine Learning

Codebase for RS-MET products (Robin Schmidt's Music Engineering Tools)

Fortran Object-Oriented Differential-equations Integration Environment, FOODIE

Modern Fortran Numerical Differentiation Library

2D solver for Euler equations in quadrilateral grid, using kinetic flux vector splitting scheme, written in OOP F2003

A Finite Difference Method Engine in C++

Rcpp Integration for Numerical Computing Libraries

Gridap drivers for geoscience applications

numericalgo is a set of numerical methods implemented in Golang.

Solve large instance of semi-discrete optimal transport problems and other Monge-Ampere equations

Massively parallel FEM code for phase-field for fracture by Dolbow Lab at Duke University

C++ special math functions

PyDEns is a framework for solving Ordinary and Partial Differential Equations (ODEs & PDEs) using neural networks

Mimetic Operators Library Enhanced

Wolfram Language interface to the Gurobi numerical optimization library

The C++ ELEMENTS library contains a suite of sub-libraries to support mathematical functions (elements), data representations (MATAR), and novel mesh classes (geometry and SWAGE) to support a very broad range of element types, numerical methods, and mesh connectivity data structures useful for computational physics and engineering.

Miscellaneous methods for: astronomy, dealing with arrays, statistical distributions, computing goodness-of-fit, numerical simulations and much more

High level linear algebra library for Dlang

Scientific computing in Lean 4

Numerical methods implementation in Python.

Quantum Entanglement in Python

A mini-course offered to Undergrad chemistry students

Functional data science

🎨 Web-based implementation of the poisson image blending in HTML5 Canvas / JavaScript

Package for performing fixed-point, arbitrary-precision arithmetic in Python.