Grid-based approximation of partial differential equations in Julia

Fast, continuous interpolation of discrete datasets in Julia

Forward and reverse mode automatic differentiation primitives for Julia Base + StdLibs

A Julia package for defining and working with linear maps, also known as linear transformations or linear operators acting on vectors. The only requirement for a LinearMap is that it can act on a vector (by multiplication) efficiently.

Julia package for Gaussian quadrature

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.

A Julia package to perform Bifurcation Analysis

High accuracy derivatives, estimated via numerical finite differences (formerly FDM.jl)

High accuracy derivatives, estimated via numerical finite differences (formerly FDM.jl)

:rocket: Julia package for orthogonal polynomial transforms :snowboarder:

Adaptive 1d numerical Gauss–Kronrod integration in Julia

Financial market technical analysis & indicators in Julia

Fast non-allocating calculations of gradients, Jacobians, and Hessians with sparsity support

Fast jacobian computation through sparsity exploitation and matrix coloring

LinearSolve.jl: High-Performance Unified Interface for Linear Solvers in Julia. Easily switch between factorization and Krylov methods, add preconditioners, and all in one interface.

CEED Library: Code for Efficient Extensible Discretizations

Pure-Julia multidimensional h-adaptive integration

Find all roots of a function in a guaranteed way with Julia

High-performance and differentiation-enabled nonlinear solvers (Newton methods), bracketed rootfinding (bisection, Falsi), with sparsity and Newton-Krylov support.

A Julia package to construct orthogonal polynomials, their quadrature rules, and use it with polynomial chaos expansions.

Roll a window over data; apply a function over the window.

The Base interface of the SciML ecosystem

Fast low-rank matrix approximation in Julia

A scientific machine learning (SciML) wrapper for the FEniCS Finite Element library in the Julia programming language

This is a Julia package for a book project.

Automatic dualization feature for MathOptInterface.jl

Package implementing common state-space routines.

Random matrices package for Julia

Lightweight and easy generation of quasi-Monte Carlo sequences with a ton of different methods on one API for easy parameter exploration in scientific machine learning (SciML)

Generation of Sobol low-discrepancy sequence (LDS) for the Julia language

A Julia package to solve, simulate, and analyze nonlinear DSGE models.

Julia interface to the Artelys Knitro solver

Calculate rigorously the feasible region for a set of real-valued inequalities with Julia

Core functions for the Julia (2nd) edition of the text Fundamentals of Numerical Computation, by Driscoll and Braun.

Julia Wrappers for the arpack-ng Fortran library

Fast uncertainty quantification for scientific machine learning (SciML) and differential equations

Basic numerical integration routines for presampled data.

Convenient macros for in-place matrix operations in Julia

Fast extended-precision floating-point arithmetic for Julia

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