numerical-methods
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High-performance TensorFlow library for quantitative finance.
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Mar 21, 2025 - Python
The Go kernel for Jupyter notebooks and nteract.
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Nov 3, 2023 - Go
Parallel Computing and Scientific Machine Learning (SciML): Methods and Applications (MIT 18.337J/6.338J)
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Sep 21, 2025 - HTML
A PyTorch library entirely dedicated to neural differential equations, implicit models and related numerical methods
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May 2, 2024 - Jupyter Notebook
Fortran Standard Library
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Dec 17, 2025 - Fortran
Kratos Multiphysics (A.K.A Kratos) is a framework for building parallel multi-disciplinary simulation software. Modularity, extensibility and HPC are the main objectives. Kratos has BSD license and is written in C++ with extensive Python interface.
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Dec 17, 2025 - C++
Python library for arbitrary-precision floating-point arithmetic
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Dec 2, 2025 - Python
Quantitative Interview Preparation Guide, updated version here ==>
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Mar 23, 2019 - Jupyter Notebook
Grid-based approximation of partial differential equations in Julia
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Dec 17, 2025 - Julia
Optimize floating-point expressions for accuracy
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Dec 15, 2025 - HTML
Free and open source software for mathematical and engineering calculations.
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Dec 16, 2025 - HTML
A C++ header-only library of statistical distribution functions.
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May 14, 2023 - C++
Python package for numerical derivatives and partial differential equations in any number of dimensions.
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Dec 3, 2025 - Python
Probabilistic Numerics in Python.
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Jul 3, 2025 - Python
Scientific computing in Lean 4
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Jun 9, 2025 - Lean
Numerical Analysis Implementations in Various Languages
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Dec 10, 2022 - C++
Collected study materials in Numerical Optimization ANU@MATH3514(HPC)
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May 6, 2019
Directory of Fortran codes on GitHub, arranged by topic
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Dec 16, 2025
The official implementation for Pseudo Numerical Methods for Diffusion Models on Manifolds (PNDM, PLMS | ICLR2022)
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Apr 25, 2023 - Python
PDE-Net: Learning PDEs from Data
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Jun 26, 2021
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