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Stochastic Differential Equations Python Packages

Python packages with the GitHub topic stochastic-differential-equations. Sorted by relevance, with stars and monthly downloads.
google-research
torchsde

Differentiable SDE solvers with GPU support and efficient sensitivity analysis.

2.5M 2K 222
crflynn
stochastic

Generate realizations of stochastic processes in python.

25K 504 91
Aschii85
sde-sim-rs

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

11K 2 0
LemurPwned
cmtj

Simulate multilayer magnetic structures in Python and C++

8K 47 5
zgbkdlm
tme

Taylor moment expansion in Python (JaX and SymPy) and Matlab

2K 11 0
SciML
diffeqpy

Solving differential equations in Python using DifferentialEquations.jl and the SciML Scientific Machine Learning organization

1K 604 52
sdepy
sdepy

SdePy: Numerical Integration of Ito Stochastic Differential Equations

1K 44 8
cstarkjp
langevin

Tools to integrate Langevin equations for directed-percolation and absorbing phase transition models

979 5 4
quantgirluk
aleatory

Stochastic Processes Simulation and Visualisation

847 364 38
jkirkby3
pymle-diffusion

Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)

791 58 13
tttc3
mccube

Markov chain cubature via JAX.

259 4 0
LRydin
kramersmoyal

kramersmoyal: Kramers-Moyal coefficients for stochastic data of any dimension, to any desired order

254 76 13
jung235
pydiffuser

A simulation framework for nonequilibrium statistical physics

170 10 0
tee-lab
pydaddy

Package to analyse stochastic time series data

158 99 12
Techtonique
esgtoolkit

Diffusion models for finance, insurance, economics, physics

138 0 1
AshleySetter
optosim

Library containing functions for simulating levitated nanoparticles by solving the Stochastic Differential Equation describing their motion.

116 5 2
dimitra-maoutsa
deterministicparticleflowcontrol

Repository for Deterministic Particle Flow Control framework

109 10 1
SalmanFarizN
pybdynamics

Python package for simulation and data analysis of interacting colloidal particle systems.

102 0 0
dsagolla
nssvie

Numerical solution of stochastic Volterra integral equations via a stochastic operational matrix based on block pulse functions.

71 0 0
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