numerical-integration
There are 430 repositories under numerical-integration topic.
google/tf-quant-finance
High-performance TensorFlow library for quantitative finance.
mpmath/mpmath
Python library for arbitrary-precision floating-point arithmetic
benruijl/symbolica
A modern computer algebra library for Python and Rust.
Axect/Peroxide
Rust numeric library with high performance and friendly syntax
JuliaPhysics/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 integration.
Beliavsky/Fortran-code-on-GitHub
Directory of Fortran codes on GitHub, arranged by topic
JuliaApproximation/FastGaussQuadrature.jl
Julia package for Gaussian quadrature
JuliaMath/QuadGK.jl
adaptive 1d numerical Gauss–Kronrod integration in Julia
cdslaborg/paramonte
ParaMonte: Parallel Monte Carlo and Machine Learning Library for Python, MATLAB, Fortran, C++, C.
jacobjinkelly/easy-neural-ode
Code for the paper "Learning Differential Equations that are Easy to Solve"
SciML/Integrals.jl
A common interface for quadrature and numerical integration for the SciML scientific machine learning organization
esa/torchquad
Numerical integration in arbitrary dimensions on the GPU using PyTorch / TF / JAX
wkjarosz/SamplinSafari
Samplin' Safari is a research tool to visualize and interactively inspect high-dimensional (quasi) Monte Carlo samplers.
JuliaMath/HCubature.jl
pure-Julia multidimensional h-adaptive integration
JuliaMath/Cubature.jl
One- and multi-dimensional adaptive integration routines for the Julia language
cpmech/russell
Rust Scientific Libary. ODE and DAE (Runge-Kutta) solvers. Special functions (Bessel, Elliptic, Beta, Gamma, Erf). Linear algebra. Sparse solvers (MUMPS, UMFPACK). Probability distributions. Tensor calculus.
MultithreadCorner/Hydra
Header only framework for data analysis in massively parallel platforms.
dcwuser/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 and optimization, and matrix algebra.
horchler/SDETools
Matlab Toolbox for the Numerical Solution of Stochastic Differential Equations
SciNim/numericalnim
A collection of numerical methods written in Nim
giordano/Cuba.jl
Library for multidimensional numerical integration with four independent algorithms: Vegas, Suave, Divonne, and Cuhre.
jacobwilliams/quadpack
Modern Fortran QUADPACK Library for 1D numerical quadrature
NJdevPro/Numerical-Recipes
Numerical Recipes in C++, that actually compiles
emhayki/CFD-Fundamental
Implementation of the 12 steps approach to the Navier-Stokes equations, essential for simulating fluid dynamics.
AidanRocke/AutoDiff
Automatic Differentiation via Contour Integration
chris-ali/j6dof-flight-sim
A high fidelity 6DOF flight simulation that the user can fly themselves or run to analyze an aircraft's flight dynamics
theochem/grid
Python library for numerical integration, interpolation, and differentiation on (molecular) grids.
kmolan/multicalc-rust
Multivariable calculus in pure rust
princemahajan/FLINT
Fortran Library for numerical INTegration of differential equations
Beliavsky/Burkardt-Fortran-90
Classification of John Burkardt's many Fortran 90 codes
ranjanan/MonteCarloIntegration.jl
A package for multi-dimensional integration using monte carlo methods
jacobwilliams/quadrature-fortran
1D-6D Adaptive Gaussian Quadrature with Modern Fortran
francescoalemanno/Trapz.jl
Julia package to easily calculate multidimensional integrals on discrete domains, brings MATLAB&Numpy trapz function to Julia
MathWorks-Teaching-Resources/Numerical-Methods-with-Applications
Teach numerical methods for interpolation, differentiation, integration, and solving ODEs and PDEs with MATLAB.
gyanantaran/fourier-series
Fourier series of drawings
JoshKarpel/idesolver
A general-purpose numerical integro-differential equation solver