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Search results for julia stochastic differential equations
julia
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stochastic-differential-equations
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17 search results found
Differentialequations.jl
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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.
Modelingtoolkit.jl
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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
Diffeqflux.jl
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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
Scimltutorials.jl
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698
Tutorials for doing scientific machine learning (SciML) and high-performance differential equation solving with open source software.
Diffeqpy
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456
Solving differential equations in Python using DifferentialEquations.jl and the SciML Scientific Machine Learning organization
Diffeqbase.jl
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282
The lightweight Base library for shared types and functionality for defining differential equation and scientific machine learning (SciML) problems
Diffeqoperators.jl
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279
Linear operators for discretizations of differential equations and scientific machine learning (SciML)
Stochasticdiffeq.jl
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229
Solvers for stochastic differential equations which connect with the scientific machine learning (SciML) ecosystem
Diffeqr
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127
Solving differential equations in R using DifferentialEquations.jl and the SciML Scientific Machine Learning ecosystem
Diffeqbayes.jl
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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
Bridge.jl
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77
A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.
Diffeqparamestim.jl
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60
Easy scientific machine learning (SciML) parameter estimation with pre-built loss functions
Diffeqproblemlibrary.jl
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51
A library of premade problems for examples and testing differential equation solvers and other SciML scientific machine learning tools
Geometricintegrators.jl
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46
Geometric Numerical Integration in Julia
Diffeqfinancial.jl
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23
Differential equation problem specifications and scientific machine learning for common financial models
Criticaltransitions.jl
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14
A Julia package for critical transitions in dynamical systems with time-dependent forcing
Markovbounds.jl
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14
A Julia package for the computation of hard, theoretically guaranteed bounds on the moments of jump-diffusion processes with polynomial data
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