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The Top 23 Stochastic Differential Equations Open Source Projects

Open source projects categorized as Stochastic Differential Equations
Categories > Stochastic Differential Equations
Financial Models Numerical Methods ⭐ 5,086
Collection of notebooks about quantitative finance, with interactive python code.
most recent commit 3 months ago
Differentialequations.jl ⭐ 2,689
Multi-language suite for high-performance solvers of differential equations and scientific machine learning (SciML) components. Ordinary differential equations (ODEs), stochastic differential equations (SDEs), delay differential equations (DDEs), differential-algebraic equations (DAEs), and more in Julia.
most recent commit 3 months ago
Torchsde ⭐ 1,357
Differentiable SDE solvers with GPU support and efficient sensitivity analysis.
dependent packages 10total releases 2most recent commit 7 months agopypi torchsde} Downloads
Modelingtoolkit.jl ⭐ 1,292
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 automated transformations of differential equations
most recent commit 3 months ago
Diffeqflux.jl ⭐ 810
Universal neural differential equations with O(1) backprop, GPUs, and stiff+non-stiff DE solvers, demonstrating scientific machine learning (SciML) and physics-informed machine learning methods
most recent commit 3 months ago
Score_sde ⭐ 782
Official code for Score-Based Generative Modeling through Stochastic Differential Equations (ICLR 2021, Oral)
most recent commit a year ago
Scimltutorials.jl ⭐ 698
Tutorials for doing scientific machine learning (SciML) and high-performance differential equation solving with open source software.
most recent commit 7 months ago
Score_sde_pytorch ⭐ 679
PyTorch implementation for Score-Based Generative Modeling through Stochastic Differential Equations (ICLR 2021, Oral)
most recent commit a year ago
Diffeqpy ⭐ 456
Solving differential equations in Python using DifferentialEquations.jl and the SciML Scientific Machine Learning organization
dependent packages 2total releases 12most recent commit 4 months agopypi diffeqpy} Downloads
Stochastic ⭐ 317
Generate realizations of stochastic processes in python.
dependent packages 10total releases 7most recent commit a year agopypi stochastic} Downloads
Image Restoration Sde ⭐ 299
Image Restoration with Mean-Reverting Stochastic Differential Equations, ICML 2023. Winning solution of the NTIRE 2023 Image Shadow Removal Challenge.
most recent commit 7 months ago
Diffeqbase.jl ⭐ 282
The lightweight Base library for shared types and functionality for defining differential equation and scientific machine learning (SciML) problems
most recent commit 3 months ago
Diffeqoperators.jl ⭐ 279
Linear operators for discretizations of differential equations and scientific machine learning (SciML)
most recent commit 10 months ago
Stochasticdiffeq.jl ⭐ 229
Solvers for stochastic differential equations which connect with the scientific machine learning (SciML) ecosystem
most recent commit 3 months ago
Diffeqr ⭐ 127
Solving differential equations in R using DifferentialEquations.jl and the SciML Scientific Machine Learning ecosystem
total releases 9most recent commit 6 months ago
Diffeqbayes.jl ⭐ 119
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
most recent commit 3 months ago
Bayesde ⭐ 101
Code for "Infinitely Deep Bayesian Neural Networks with Stochastic Differential Equations"
most recent commit 2 years ago
Gdss ⭐ 99
Official Code Repository for the paper "Score-based Generative Modeling of Graphs via the System of Stochastic Differential Equations" (ICML 2022)
most recent commit 5 months ago
Sde ⭐ 90
Example codes for the book Applied Stochastic Differential Equations
most recent commit 3 years ago
Aleatory ⭐ 83
📦 Python library for Stochastic Processes Simulation and Visualisation
total releases 5most recent commit 3 months ago
Pydaddy ⭐ 82
Python package to discover stochastic differential equations from time series data
total releases 2most recent commit 7 months ago
Bridge.jl ⭐ 77
A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.
most recent commit 3 years ago
Diffeqparamestim.jl ⭐ 60
Easy scientific machine learning (SciML) parameter estimation with pre-built loss functions
most recent commit 3 months ago
The 5 Most Depended On Stochastic Differential Equations Open Source Projects
Stochastic ⭐ 317
Generate realizations of stochastic processes in python.
dependent packages 10total releases 7latest release July 12, 2022most recent commit a year agopypi stochastic} Downloads
Torchsde ⭐ 1,357
Differentiable SDE solvers with GPU support and efficient sensitivity analysis.
dependent packages 10total releases 2latest release September 26, 2023most recent commit 7 months agopypi torchsde} Downloads
Ctsem ⭐ 36
Hierarchical continuous time state space modelling
dependent packages 2total releases 49latest release October 30, 2023most recent commit 4 months ago
Diffeqpy ⭐ 456
Solving differential equations in Python using DifferentialEquations.jl and the SciML Scientific Machine Learning organization
dependent packages 2total releases 12latest release December 10, 2023most recent commit 4 months agopypi diffeqpy} Downloads
The 10 Latest Releases In Stochastic Differential Equations Open Source Projects
Diffeqpy ⭐ 456
Solving differential equations in Python using DifferentialEquations.jl and the SciML Scientific Machine Learning organization
dependent packages 2total releases 12latest release December 10, 2023most recent commit 4 months agopypi diffeqpy} Downloads
Aleatory ⭐ 83
📦 Python library for Stochastic Processes Simulation and Visualisation
total releases 5latest release November 19, 2023most recent commit 3 months ago
Cmtj ⭐ 33
A Python library for spin magnetics in Magnetic Tunnel Junctions and multilayer magnetic structures.
total releases 10latest release November 17, 2023most recent commit 3 months ago
Ctsem ⭐ 36
Hierarchical continuous time state space modelling
dependent packages 2total releases 49latest release October 30, 2023most recent commit 4 months ago
Pymle ⭐ 29
Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)
total releases 7latest release October 29, 2023most recent commit a year ago
Torchsde ⭐ 1,357
Differentiable SDE solvers with GPU support and efficient sensitivity analysis.
dependent packages 10total releases 2latest release September 26, 2023most recent commit 7 months agopypi torchsde} Downloads
Pydaddy ⭐ 82
Python package to discover stochastic differential equations from time series data
total releases 2latest release September 21, 2022most recent commit 7 months ago
Stochastic ⭐ 317
Generate realizations of stochastic processes in python.
dependent packages 10total releases 7latest release July 12, 2022most recent commit a year agopypi stochastic} Downloads
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