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

Multi-language suite for high-performance solvers of differential equations and scientific machine learning (SciML) components

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

Julia package for function approximation

FreeFEM source code

Simulation and Parameter Estimation in Geophysics - A python package for simulation and gradient based parameter estimation in the context of geophysical applications.

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

PDE-Net: Learning PDEs from Data

18.S096 - Applications of Scientific Machine Learning

An interactive book about the Riemann problem for hyperbolic PDEs, using Jupyter notebooks. Work in progress.

Python package for finite difference numerical derivatives and partial differential equations in any number of dimensions.

Next generation FEniCS problem solving environment

Physics-Informed Neural Networks (PINN) and Deep BSDE Solvers of Differential Equations for Scientific Machine Learning (SciML) accelerated simulation

Deep BSDE solver in TensorFlow

Discretization tools for finite volume and inverse problems.

Linear operators for discretizations of differential equations and scientific machine learning (SciML)

Grid-based approximation of partial differential equations in Julia

PyDEns is a framework for solving Ordinary and Partial Differential Equations (ODEs & PDEs) using neural networks

Benchmarks for scientific machine learning (SciML) software and differential equation solvers

Finite Element tools in Julia

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

A multiphysics framework with robust mesh generation capabilities

Tools for building fast, hackable, pseudospectral partial differential equation solvers on periodic domains

codes from my book on using PETSc (http://www.mcs.anl.gov/petsc/) for PDEs

Python model solving the shallow water equations (linear momentum, nonlinear continuity)

Next generation FEniCS Form Compiler

Method of Manufactured Solutions Repository

A high-performance, open-source, C++ library for pricing derivatives.

A scientific machine learning (SciML) wrapper for the FEniCS Finite Element library in the Julia programming language

TensorFlow 2.0 implementation of Maziar Raissi's Physics Informed Neural Networks (PINNs).