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  1. AffineInvariantSamplers AffineInvariantSamplers Public

    New and effective affine invariant ensemble samplers! For high dimensions, curved geometry, and multiscale geometry

    Python 2 3

  2. GP-PDEs-SparseCholesky GP-PDEs-SparseCholesky Public

    Sparse Cholesky Factorization for Solving Nonlinear PDEs via Gaussian Processes: Scalable solvers and complicated geometry demonstrations

    Python 11 1

  3. NonLinPDEs-GPsolver NonLinPDEs-GPsolver Public

    Code for the paper: Solving and Learning Nonlinear PDEs with Gaussian Processes

    Jupyter Notebook 43 7

  4. GenerativeDynamics-NumericalDesign GenerativeDynamics-NumericalDesign Public

    Design of noise, interpolation schedules, and sources in generative dynamics, with enhanced numerical performance

    Jupyter Notebook 8 3

  5. ExponentialMsFEM ExponentialMsFEM Public

    Code for Exponentially convergent multiscale finite element methods (ExpMsFEM) for Multiscale elliptic, Helmholtz, and Schrodinger equations

    Python 1 2

  6. interpolants/forecasting interpolants/forecasting Public

    Code for the paper: Probabilistic Forecasting with Stochastic Interpolants and Follmer Processes (generative AI for forecasting)

    Jupyter Notebook 20 9