https://github.com/Universite-Gustave-Eiffel/I-Simpa

An Open Source software for 3D sound propagation modelling

acoustic gui modelisation numerical-codes room-acoustics sound

Last synced: 27 Sep 2025

https://github.com/bjodah/pyodesys

∫ Straightforward numerical integration of systems of ordinary differential equations

code-generation initial-value-problem numerical-codes ordinary-differential-equations symbolic-manipulation sympy

Last synced: 07 Apr 2025

https://github.com/daleroberts/black-scholes

Black Scholes formula and greeks

finance numerical-codes option-pricing r

Last synced: 07 Mar 2026

https://github.com/daleroberts/poisson

Solve Poisson equation on arbitrary 2D domain using the finite element method.

numerical-codes partial-differential-equations python

Last synced: 13 Apr 2025

https://github.com/daleroberts/heston

Implementations of the Heston stochastic volatility model

finance numerical-codes option-pricing r

Last synced: 13 Apr 2025

https://github.com/daleroberts/heat

Example solvers for the heat equation

mathematics numerical-codes partial-differential-equations

Last synced: 06 Oct 2025

https://github.com/combustiontoolbox/combustion_pytoolbox

A Python based open-source tool for solving gaseous combustion problems

chemical-equilibrium chemical-equilibrium-calculations combustion numerical-codes python thermochemical-code thermochemistry

Last synced: 13 Apr 2025

https://github.com/daleroberts/vgfd

Finite difference solver for the 'Variance Gamma' partial-integro differential equation (PIDE)

finance numerical-codes option-pricing partial-differential-equations

Last synced: 18 Mar 2026

https://github.com/daleroberts/inteq-laplace

Boundary integral equation solver for 2D Laplace equation

mathematics numerical-codes python

Last synced: 24 Mar 2025

https://github.com/daleroberts/heston-qmc

Exact simulation and Quasi Monte Carlo for the Heston stochastic volatility model

c-plus-plus finance mathematics monte-carlo-simulation numerical-codes

Last synced: 03 Jul 2025

https://github.com/krvajal/libnumerica

Numeric library in C++ with basic methods

algebra-solver c-plus-plus numeric-library numerical-codes numerical-methods numerical-methods-implementation

Last synced: 12 Oct 2025

https://github.com/krvajal/solids_dft

fortran numerical-codes numerical-simulations physics

Last synced: 07 Jan 2026