algorithmic-differentiation

Local, global, and beyond optimization for scientific machine learning (SciML)

A differentiable simulator for scientific machine learning (SciML) with N-body problems, including astrophysical and molecular dynamics

A common interface for quadrature and numerical integration for the SciML scientific machine learning organization

DRIP Fixed Income is a collection of Java libraries for Instrument/Trading Conventions, Treasury Futures/Options, Funding/Forward/Overnight Curves, Multi-Curve Construction/Valuation, Collateral Valuation and XVA Metric Generation, Calibration and Hedge Attributions, Statistical Curve Construction, Bond RV Metrics, Stochastic Evolution and Option Pricing, Interest Rate Dynamics and Option Pricing, LMM Extensions/Calibrations/Greeks, Algorithmic Differentiation, and Asset Backed Models and Analytics.

Various developer materials, like PDFs, notes, derivations, etc. for differential equations and scientific machine learning (SciML)

A library for high-level algorithmic differentiation, primarily for use with FEniCS or Firedrake

mirror of Infergo repository

Algorithmic differentiation with hyper-dual numbers in C++ and Python

A simple, pure python algorithmic differentiation package

Material Definition with Automatic Differentiation

Automatic differentiation (a.k.a algorithmic differentiation) in reverse mode for elm

Mirror of bitbucket infergo-studies repository