C++ partial-differential-equations

Open-source C++ projects categorized as partial-differential-equations

Top 4 C++ partial-differential-equation Projects

  • FreeFem-sources

    FreeFEM source code

  • dolfinx

    Next generation FEniCS problem solving environment

  • WorkOS

    The modern identity platform for B2B SaaS. The APIs are flexible and easy-to-use, supporting authentication, user identity, and complex enterprise features like SSO and SCIM provisioning.

    WorkOS logo
  • QuantPDE

    A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.

  • Project mention: Python Package for Exotic Derivatives | /r/quant | 2023-06-12

    I wrote a library called QuantPDE when I was a graduate student that might have what you need. There is a tutorial on the GitHub page for how to implement a Bermudan option with discrete dividends.

  • rodin

    Modern C++17 finite element method and shape optimization framework.

NOTE: The open source projects on this list are ordered by number of github stars. The number of mentions indicates repo mentiontions in the last 12 Months or since we started tracking (Dec 2020).

C++ partial-differential-equations related posts

Index

What are some of the best open-source partial-differential-equation projects in C++? This list will help you:

Project Stars
1 FreeFem-sources 702
2 dolfinx 656
3 QuantPDE 54
4 rodin 34

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