Differentiable numerical solvers and scientific machine learning on one JAX substrate; you write the math, it stays differentiable end to end.
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Updated
Sep 2, 2026 - Python
Differentiable numerical solvers and scientific machine learning on one JAX substrate; you write the math, it stays differentiable end to end.
Probabilistic numerical finite differences. Compute finite difference weights and differentiation matrices on scattered data sites and with out-of-the-box uncertainty quantification.
A Numerical Analysis Package in Python
Computes finite difference matrices for the first and second derivative up to sixth order, including compact schemes
For Lapace equation - Finite difference methods: 1D, 2D, 3D. Dirichlet boundary, Neumann boundary, Periodic boundary, and their Mixed boundary.
Independent numerical study of Kolmogorov PDEs using SDE simulation, Monte Carlo, finite differences, and neural Feynman–Kac regression.
SSRN working paper and reproducibility package for barrier option pricing with structurally constrained PINNs and FDM benchmarks.
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