Top 14 stochastic-differential-equation Open-Source Projects

• Financial-Models-Numerical-Methods

  3 5,274 6.2 Jupyter Notebook

  Collection of notebooks about quantitative finance, with interactive python code.

• DifferentialEquations.jl

  6 2,769 7.2 Julia

  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.

  

• InfluxDB

  www.influxdata.com featured

  Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.

  

• torchsde

  5 1,481 4.8 Python

  Differentiable SDE solvers with GPU support and efficient sensitivity analysis.

  

• score_sde_pytorch

  4 1,401 0.0 Jupyter Notebook

  PyTorch implementation for Score-Based Generative Modeling through Stochastic Differential Equations (ICLR 2021, Oral)

• ModelingToolkit.jl

  15 1,363 9.8 Julia

  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

  

• score_sde

  6 1,242 0.0 Jupyter Notebook

  Official code for Score-Based Generative Modeling through Stochastic Differential Equations (ICLR 2021, Oral)

• DiffEqFlux.jl

  2 839 8.9 Julia

  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

  

• SaaSHub

  www.saashub.com featured

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• SciMLTutorials.jl

  1 709 1.5 CSS

  Tutorials for doing scientific machine learning (SciML) and high-performance differential equation solving with open source software.

  

• diffeqpy

  4 498 7.7 Python

  Solving differential equations in Python using DifferentialEquations.jl and the SciML Scientific Machine Learning organization

  

• DiffEqBase.jl

  1 298 9.3 Julia

  The lightweight Base library for shared types and functionality for defining differential equation and scientific machine learning (SciML) problems

  

• StochasticDiffEq.jl

  1 235 7.8 Julia

  Solvers for stochastic differential equations which connect with the scientific machine learning (SciML) ecosystem

  

• SDE

  1 153 0.0 MATLAB

  Example codes for the book Applied Stochastic Differential Equations

  

• PyDaddy

  1 88 7.5 Python

  Python package to discover stochastic differential equations from time series data

  

• stochastica

  1 4 0.0 HTML

  StochasticA is a textbook / website for an “Introduction to Stochastic Signal Processing”. Materials for this website can be found here. Be sure to read the README.md document if you want to know more about the implementation.

  

• SaaSHub

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  SaaSHub - Software Alternatives and Reviews. SaaSHub helps you find the best software and product alternatives

  

stochastic-differential-equations related posts

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• [D] Variance of sampling in diffusion models

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• [D] Why is the diffution model so powerful? but the math behind it is so simple.

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• [D] Are DDPMs a variation on Score Based Generative Modeling? Or is there a fundemental difference between the two?

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• Diffusion Models Beat GANs on Image Synthesis

  2 projects | news.ycombinator.com | 11 May 2021
• A note from our sponsor - SaaSHub
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