Stochastic Differential Equations Python Packages

torchsde

Differentiable SDE solvers with GPU support and efficient sensitivity analysis.

stochastic

Generate realizations of stochastic processes in python.

sde-sim-rs

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

cmtj

Simulate multilayer magnetic structures in Python and C++

tme

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

diffeqpy

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

sdepy

SdePy: Numerical Integration of Ito Stochastic Differential Equations

langevin

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

aleatory

Stochastic Processes Simulation and Visualisation

pymle-diffusion

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

mccube

Markov chain cubature via JAX.

kramersmoyal

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

pydiffuser

A simulation framework for nonequilibrium statistical physics

pydaddy

Package to analyse stochastic time series data

esgtoolkit

Diffusion models for finance, insurance, economics, physics

optosim

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

deterministicparticleflowcontrol

Repository for Deterministic Particle Flow Control framework

pybdynamics

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

nssvie

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