We present a user-friendly open-source Matlab package for stochastic data analysis that enables to perform a standard analysis of given turbulent data and extracts the stochastic equations describing the scale-dependent cascade process in turbulent flows through Fokker-Planck equations and concepts of non-equilibrium stochastic thermodynamics.

Solver in the low-rank tensor train format with cross approximation approach for the multidimensional Fokker-Planck equation

This is the companion software for the paper "Anisotropic osmosis filtering for shadow removal in images".

A generic Chang and Cooper solver for Fokker-Planck style equations

A numerical solver for the two-dimensional Fokker Planck equation.

Repository for inference method for stochastic processes through geometric path augmentation

Langevin equation for organelle transport with and w/o molecular motors.

FBSDE neural network for committor learning

Numerical framework for analysis of large-scale noisy experimental concentration profiles.

Numerical solution of the Fokker-Planck equation in large times using CUDA/C.