Highlights
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AffineInvariantSamplers
AffineInvariantSamplers PublicNew and effective affine invariant ensemble samplers! For high dimensions, curved geometry, and multiscale geometry
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GP-PDEs-SparseCholesky
GP-PDEs-SparseCholesky PublicSparse Cholesky Factorization for Solving Nonlinear PDEs via Gaussian Processes: Scalable solvers and complicated geometry demonstrations
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NonLinPDEs-GPsolver
NonLinPDEs-GPsolver PublicCode for the paper: Solving and Learning Nonlinear PDEs with Gaussian Processes
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GenerativeDynamics-NumericalDesign
GenerativeDynamics-NumericalDesign PublicDesign of noise, interpolation schedules, and sources in generative dynamics, with enhanced numerical performance
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ExponentialMsFEM
ExponentialMsFEM PublicCode for Exponentially convergent multiscale finite element methods (ExpMsFEM) for Multiscale elliptic, Helmholtz, and Schrodinger equations
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interpolants/forecasting
interpolants/forecasting PublicCode for the paper: Probabilistic Forecasting with Stochastic Interpolants and Follmer Processes (generative AI for forecasting)
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