Schramm-Loewner Evolution Library
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Updated
Sep 3, 2018 - Python
Schramm-Loewner Evolution Library
Optimization of Stochastic Differential Equation Solver for Particle Data Set Generation using Fast Point Cloud Diffusion (FPCD) model.
My unofficial implementation of Grad-TTS (ICML 2021)
PSM - Population Stochastic Modelling
Derivatives Pricing
Taylor moment expansion in Python (JaX and SymPy) and Matlab
The numerical calculation method for stochastic differential equation by Gillespie
Langevin equation for organelle transport with and w/o molecular motors.
Codes for numerically solving stochastic inflationary dynamics in slow-roll and beyond.
Fit Time-Series Data to Neural Differential Equations in Julia
A Julia package for the computation of hard, theoretically guaranteed bounds on the moments of jump-diffusion processes with polynomial data
★Math researches and algorithms★
Code of numerical experiments in Master's thesis [TBD]
Computes the boundary crossing probability for a general diffusion process and time-dependent boundary.
Small collection of numerical experiments
We modeled groundwater particles trajectories as a random-motion and computed their probability of polluting a well. We compared different Montecarlo techniques with a deterministic approach based on PDEs
Supplementary code for "Persistence as an optimal hedging strategy"
1st semester project at Bioinformatics institute, Fall 2020
IESPN workshop "Scientific programming with Julia" 2022
Efficient SDE samplers including Gaussian-based probabilistic solvers. Written in JAX.
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