pySDC is a Python implementation of the spectral deferred correction (SDC) approach and its flavors, esp. the multilevel extension MLSDC and PFASST.
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Updated
Oct 2, 2024 - Jupyter Notebook
pySDC is a Python implementation of the spectral deferred correction (SDC) approach and its flavors, esp. the multilevel extension MLSDC and PFASST.
Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included for comparison.
Collocation methods for trajectory optimization for second or higher order systems.
Code for the Paper "Physics-Informed Gaussian Process Regression Generalizes Linear PDE Solvers"
Classic problems in chemical engineering solved with matlab
Matlab Code for Boundary Value Problems in (singular/regular) nonlinear ODEs
Multivariate (generalized) scattered data interpolation with symmetric (conditionally) positive definite kernel functions in arbitrary dimension
Implement of 1D Orthogonal Spline Collocation (OSC) Method.
[NeurIPS 23] Official Code for "Learning Efficient Surrogate Dynamic Models with Graph Spline Networks"
A MATLAB implementation of anisotropic adaptive stochastic collocation applied to a parabolic PDE
Probabilistic space module for stochastic galerkin and stochastic collocation computations
Numerical Analysis Problems and Solutions
Прямая задача об установившихся продольных колебаниях стержня
Using spectral methods to simulate the dynamic of a quantum particle in an EM field
The project aims to research and develop a python package to solve PDEs using the Collocation Method with Radial Basis Functions (RBF). This a project done for the Centro de Investigación en Computación of the Instituto Politénico Nacional under the supervision of Dr. Juan Carlos Chimal Eguía.
This repository describes the application of numerical Collocation method in Machine Learning as a Supervised learning algorithm
COCO constructors for delay-differential-algebraic equations
COCO wrapper for fmincon in MATLAB
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