Numerical Integration Python Packages

mpmath

Python library for arbitrary-precision floating-point arithmetic

tff-nightly

High-performance TensorFlow library for quantitative finance.

sde-sim-rs

Powerful and flexible SDE simulation library with Rust-accelerated Monte-Carlo

scikit-sundae

Python bindings to SUNDIALS differential algebraic equation solvers

pympdata

Numba-accelerated Pythonic implementation of MPDATA with examples in Python, Julia, Rust and Matlab

symbolica

A modern computer algebra library for Python and Rust.

pyquad

A lightweight, parallel python wrapper for the GSL integration library

pympdata-examples

Numba-accelerated Pythonic implementation of MPDATA with examples in Python, Julia, Rust and Matlab

paramonte

ParaMonte: Parallel Monte Carlo and Machine Learning Library for Python, MATLAB, Fortran, C++, C.

mcfit

multiplicatively convolutional fast integral transforms, implementing FFTLog

torchquad

Numerical integration in arbitrary dimensions on the GPU using PyTorch / TF / JAX

tf-quant-finance

High-performance TensorFlow library for quantitative finance.

qc-grid

Python library for numerical integration, interpolation, and differentiation on (molecular) grids.

numericals

Numerical methods in pure python

idesolver

A general-purpose numerical integro-differential equation solver

cleanode

Сustomized collection of ODE solvers

numerica

Numerical Analysis methods with Python (experimental)

tsquad

numeric integration using tanh-sinh variable transformation

cupyint

A CuPy-based numerical integration library

nanalysis

Numerical analysis algorithms

flashquad

A user-friendly Python numerical integration library with GPU acceleration

quadplots

Package to visualize quadrature methods

hankl

Lightweight FFTLog for Cosmology

nbdev-intgrt

a project that implements numeric integration