collocation-method

Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included for comparison.

pySDC is a Python implementation of the spectral deferred correction (SDC) approach and its flavors, esp. the multilevel extension MLSDC and PFASST.

Code for the Paper "Physics-Informed Gaussian Process Regression Generalizes Linear PDE Solvers"

Classic problems in chemical engineering solved with matlab

Collocation methods for trajectory optimization for second or higher order systems.

Multivariate (generalized) scattered data interpolation with symmetric (conditionally) positive definite kernel functions in arbitrary dimension

[NeurIPS 23] Official Code for "Learning Efficient Surrogate Dynamic Models with Graph Spline Networks"

Implement of 1D Orthogonal Spline Collocation (OSC) Method.

Numerical Analysis Problems and Solutions

The project aims to research and develop a python package to solve PDEs using the Collocation Method with Radial Basis Functions (RBF). This a project done for the Centro de Investigación en Computación of the Instituto Politénico Nacional under the supervision of Dr. Juan Carlos Chimal Eguía.

COCO wrapper for fmincon in MATLAB

Matlab Code for Boundary Value Problems in (singular/regular) nonlinear ODEs

Using spectral methods to simulate the dynamic of a quantum particle in an EM field

Probabilistic space module for stochastic galerkin and stochastic collocation computations

Прямая задача об установившихся продольных колебаниях стержня

A MATLAB implementation of anisotropic adaptive stochastic collocation applied to a parabolic PDE

This repository describes the application of numerical Collocation method in Machine Learning as a Supervised learning algorithm

COCO constructors for delay-differential-algebraic equations

Research project on collocation-based numerical methods for Volterra delay differential equations, convergence analysis, and computational modeling in Mathematica.