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We present a family of Python modules for the numerical integration of ordinary, delay, or stochastic differential equations. The key features are that the user enters the derivative symbolically and it is just-in-time-compiled, allowing…

Mathematical Software · Computer Science 2018-04-25 Gerrit Ansmann

In many applications, a combinatorial problem must be repeatedly solved with similar, but distinct parameters. Yet, the parameters $w$ are not directly observed; only contextual data $d$ that correlates with $w$ is available. It is tempting…

Machine Learning · Computer Science 2024-07-23 Daniel McKenzie , Samy Wu Fung , Howard Heaton

While implicit Runge--Kutta methods possess high order accuracy and important stability properties, implementation difficulties and the high expense of solving the coupled algebraic system at each time step are frequently cited as…

Numerical Analysis · Mathematics 2020-07-01 Patrick E. Farrell , Robert C. Kirby , Jorge Marchena-Menendez

PyKOALA is an innovative Python-based library designed to provide a robust and flexible framework for Integral Field Spectroscopy (IFS) data reduction. By addressing the complexities of transforming raw measurements into scientifically…

This paper presents the HiPart package, an open-source native python library that provides efficient and interpret-able implementations of divisive hierarchical clustering algorithms. HiPart supports interactive visualizations for the…

Machine Learning · Statistics 2023-05-02 Panagiotis Anagnostou , Sotiris Tasoulis , Vassilis Plagianakos , Dimitris Tasoulis

We introduce dro, an open-source Python library for distributionally robust optimization (DRO) for regression and classification problems. The library implements 14 DRO formulations and 9 backbone models, enabling 79 distinct DRO methods.…

Machine Learning · Computer Science 2025-05-30 Jiashuo Liu , Tianyu Wang , Henry Lam , Hongseok Namkoong , Jose Blanchet

We present a novel numerical routine (oscode) with a C++ and Python interface for the efficient solution of one-dimensional, second-order, ordinary differential equations with rapidly oscillating solutions. The method is based on a…

Computational Physics · Physics 2020-01-10 F. J. Agocs , W. J. Handley , A. N. Lasenby , M. P. Hobson

We describe here a library aimed at automating the solution of partial differential equations using the finite element method. By employing novel techniques for automated code generation, the library combines a high level of expressiveness…

Mathematical Software · Computer Science 2012-05-15 Anders Logg , Garth N. Wells

This paper introduces an efficient tensor-vector product technique for the rapid and accurate approximation of integral operators within physics-informed deep learning frameworks. Our approach leverages neural network architectures to…

Machine Learning · Computer Science 2024-09-04 Alireza Afzal Aghaei , Mahdi Movahedian Moghaddam , Kourosh Parand

High-quality ordinary differential equation (ODE) solver libraries have a long history, going back to the 1970s. Over the past several years we have implemented, on top of the PETSc linear and nonlinear solver package, a new…

Numerical Analysis · Mathematics 2018-06-06 Shrirang Abhyankar , Jed Brown , Emil M. Constantinescu , Debojyoti Ghosh , Barry F. Smith , Hong Zhang

In this work, we consider the coupled systems of linear unsteady partial differential equations, which arise in the modeling of poroelasticity processes. Stability estimates of weighted difference schemes for the coupled system of equations…

Numerical Analysis · Computer Science 2013-11-18 A. E. Kolesov , P. N. Vabishchevich , M. V. Vasilyeva

This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…

Methodology · Statistics 2017-07-12 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

We present a hybrid a-priori/a-posteriori goal oriented error estimator for a combination of dynamic iteration-based solution of ordinary differential equations discretized by finite elements. Our novel error estimator combines estimates…

Numerical Analysis · Mathematics 2026-02-13 Erik Weyl , Andreas Bartel , Manuel Schaller

This work develops a class of probabilistic algorithms for the numerical solution of nonlinear, time-dependent partial differential equations (PDEs). Current state-of-the-art PDE solvers treat the space- and time-dimensions separately,…

Numerical Analysis · Mathematics 2022-03-10 Nicholas Krämer , Jonathan Schmidt , Philipp Hennig

Manapy is a parallel, unstructured, finite-volume based solver for the solution of partial differential equations (PDE). The framework is written using Python, it is object-oriented, and is organized in such a way that it is easy to…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-12-10 Imad Kissami , Ahmed Ratnani

Pyrit is a field simulation software based on the finite element method written in Python to solve coupled systems of partial differential equations. It is designed as a modular software that is easily modifiable and extendable. The…

Computational Engineering, Finance, and Science · Computer Science 2023-10-02 Jonas Bundschuh , M. Greta Ruppert , Yvonne Späck-Leigsnering

We describe a general operational method that can be used in the analysis of fractional initial and boundary value problems with additional analytic conditions. As an example, we derive analytic solutions of some fractional generalisation…

Analysis of PDEs · Mathematics 2013-04-04 Roberto Garra , Federico Polito

Parameter estimation for ordinary differential equations (ODEs) plays a fundamental role in the analysis of dynamical systems. Generally lacking closed-form solutions, ODEs are traditionally approximated using deterministic solvers.…

Computation · Statistics 2025-06-30 Mohan Wu , Martin Lysy

The DD-CPM software library provides a set of tools for the discretization and solution of problems arising from the closest point method (CPM) for partial differential equations on surfaces. The solvers are built on top of the well-known…

Numerical Analysis · Mathematics 2022-09-28 Ian C. T. May , Ronald D. Haynes , Steven J. Ruuth

The take-home message of this paper is that solving optimal control problems can be computationally straightforward, provided that differentiable partial differential equation (PDE) solvers are available. Although this might seem to be a…

Optimization and Control · Mathematics 2024-08-23 Denis Khimin , Julian Roth , Alexander Henkes , Thomas Wick