Julia Sde

Open-source Julia projects categorized as Sde

Top 9 Julia Sde Projects

  • DifferentialEquations.jl

    Multi-language suite for high-performance solvers of differential equations and scientific machine learning (SciML) components. Ordinary differential equations (ODEs), stochastic differential equations (SDEs), delay differential equations (DDEs), differential-algebraic equations (DAEs), and more in Julia.

  • ModelingToolkit.jl

    An acausal modeling framework for automatically parallelized scientific machine learning (SciML) in Julia. A computer algebra system for integrated symbolics for physics-informed machine learning and automated transformations of differential equations

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  • Catalyst.jl

    Chemical reaction network and systems biology interface for scientific machine learning (SciML). High performance, GPU-parallelized, and O(1) solvers in open source software.

  • SciMLSensitivity.jl

    A component of the DiffEq ecosystem for enabling sensitivity analysis for scientific machine learning (SciML). Optimize-then-discretize, discretize-then-optimize, adjoint methods, and more for ODEs, SDEs, DDEs, DAEs, etc.

  • DiffEqBase.jl

    The lightweight Base library for shared types and functionality for defining differential equation and scientific machine learning (SciML) problems

  • DiffEqGPU.jl

    GPU-acceleration routines for DifferentialEquations.jl and the broader SciML scientific machine learning ecosystem

  • Project mention: 2023 was the year that GPUs stood still | news.ycombinator.com | 2023-12-29

    Indeed, and this year we created a system for compiling ODE code not just optimized CUDA kernels but also OneAPI kernels, AMD GPU kernels, and Metal. Peer reviewed version is here (https://www.sciencedirect.com/science/article/abs/pii/S00457...), open access is here (https://arxiv.org/abs/2304.06835), and the open source code is at https://github.com/SciML/DiffEqGPU.jl. The key that the paper describes is that in this case kernel generation is about 20x-100x faster than PyTorch and Jax (see the Jax compilation in multiple ways in this notebook https://colab.research.google.com/drive/1d7G-O5JX31lHbg7jTzz..., extra overhead though from calling Julia from Python but still shows a 10x).

    The point really is that while deep learning libraries are amazing, at the end of the day they are DSL and really pull towards one specific way of computing and parallelization. It turns out that way of parallelizing is good for deep learning, but not for all things you may want to accelerate. Sometimes (i.e. cases that aren't dominated by large linear algebra) building problem-specific kernels is a major win, and it's over-extrapolating to see ML frameworks do well with GPUs and think that's the only thing that's required. There are many ways to parallelize a code, ML libraries hardcode a very specific way, and it's good for what they are used for but not every problem that can arise.

  • StochasticDiffEq.jl

    Solvers for stochastic differential equations which connect with the scientific machine learning (SciML) ecosystem

  • SaaSHub

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  • ModelingToolkitStandardLibrary.jl

    A standard library of components to model the world and beyond

  • DiffEqDevTools.jl

    Benchmarking, testing, and development tools for differential equations and scientific machine learning (SciML)

NOTE: The open source projects on this list are ordered by number of github stars. The number of mentions indicates repo mentiontions in the last 12 Months or since we started tracking (Dec 2020).

Julia Sde related posts

  • How much useful are Runge-Kutta methods of order 9 and higher within double-precision arithmetic/floating point accuracy?

    2 projects | /r/Julia | 2 Sep 2022
  • Interpolant Coefficients for the BS5 Runge-Kutta method

    1 project | /r/Julia | 11 Aug 2022
  • Simulating a simple circuit with the ModelingToolkit

    2 projects | /r/Julia | 29 Jun 2022
  • ‘Machine Scientists’ Distill the Laws of Physics from Raw Data

    8 projects | news.ycombinator.com | 10 May 2022
  • Tutorials for Learning Runge-Kutta Methods with Julia?

    5 projects | /r/Julia | 27 Dec 2021
  • Julia 1.7 has been released

    15 projects | news.ycombinator.com | 30 Nov 2021
  • Why are NonlinearSolve.jl and DiffEqOperators.jl incompatible with the latest versions of ModelingToolkit and Symbolics!!!? Symbolics and ModelingToolkit are heavily downgraded when those packages are added.

    1 project | /r/Julia | 20 Aug 2021
  • A note from our sponsor - InfluxDB
    www.influxdata.com | 24 May 2024
    Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality. Learn more →

Index

What are some of the best open-source Sde projects in Julia? This list will help you:

Project Stars
1 DifferentialEquations.jl 2,773
2 ModelingToolkit.jl 1,365
3 Catalyst.jl 425
4 SciMLSensitivity.jl 316
5 DiffEqBase.jl 300
6 DiffEqGPU.jl 268
7 StochasticDiffEq.jl 235
8 ModelingToolkitStandardLibrary.jl 99
9 DiffEqDevTools.jl 46

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