Top 5 Julia stochastic-differential-equation Projects
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DifferentialEquations.jl
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.
Another up-and-coming solution is Julia's simulation ecosystem [1]. It is powered by the commercial organization behind the Julia programming language, which has received DARPA funding [2] to build out these tools. This ecosystem unifies researchers in numerical methods [3], scalable compute, and domain experts in modeling engineering systems (electrical, mechanical, etc.) I believe this is where simulation is headed.
[1] https://juliahub.com/products/juliasim
[2] https://news.ycombinator.com/item?id=26425659
[3] https://docs.sciml.ai/DiffEqDocs/stable/
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SaaSHub
SaaSHub - Software Alternatives and Reviews. SaaSHub helps you find the best software and product alternatives
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ModelingToolkit.jl
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
JuliaSim looks interesting! From my understanding, it's 100% proprietary/commercial, but built on top of the open source https://github.com/SciML/ModelingToolkit.jl?
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DiffEqFlux.jl
Pre-built implicit layer architectures with O(1) backprop, GPUs, and stiff+non-stiff DE solvers, demonstrating scientific machine learning (SciML) and physics-informed machine learning methods
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DiffEqBase.jl
The lightweight Base library for shared types and functionality for defining differential equation and scientific machine learning (SciML) problems
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StochasticDiffEq.jl
Solvers for stochastic differential equations which connect with the scientific machine learning (SciML) ecosystem
Julia stochastic-differential-equations discussion
Julia stochastic-differential-equations related posts
Index
What are some of the best open-source stochastic-differential-equation projects in Julia? This list will help you:
| # | Project | Stars |
|---|---|---|
| 1 | DifferentialEquations.jl | 2,891 |
| 2 | ModelingToolkit.jl | 1,451 |
| 3 | DiffEqFlux.jl | 875 |
| 4 | DiffEqBase.jl | 320 |
| 5 | StochasticDiffEq.jl | 264 |
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