High-performance TensorFlow library for quantitative finance.

The Go kernel for Jupyter notebooks and nteract.

Parallel Computing and Scientific Machine Learning (SciML): Methods and Applications (MIT 18.337J/6.338J)

A PyTorch library entirely dedicated to neural differential equations, implicit models and related numerical methods

Fortran Standard Library

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.

Python library for arbitrary-precision floating-point arithmetic

Optimize floating-point expressions for accuracy

Quantitative Interview Preparation Guide, updated version here ==>

Grid-based approximation of partial differential equations in Julia

A C++ header-only library of statistical distribution functions.

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

Probabilistic Numerics in Python.

Free and open source software for mathematical and engineering calculations.

Numerical Analysis Implementations in Various Languages

Scientific computing in Lean 4

The official implementation for Pseudo Numerical Methods for Diffusion Models on Manifolds (PNDM, PLMS | ICLR2022)

Collected study materials in Numerical Optimization ANU@MATH3514(HPC)

PDE-Net: Learning PDEs from Data

Directory of Fortran codes on GitHub, arranged by topic