Differentiable SDE solvers with GPU support and efficient sensitivity analysis.

Image Restoration with Mean-Reverting Stochastic Differential Equations, ICML 2023. Winning solution of the NTIRE 2023 Image Shadow Removal Challenge.

Solving differential equations in Python using DifferentialEquations.jl and the SciML Scientific Machine Learning organization

Generate realizations of stochastic processes in python.

Rectified Flow Inversion (RF-Inversion) - ICLR 2025

📦 Python library for Stochastic Processes Simulation and Visualisation

Official Code Repository for the paper "Score-based Generative Modeling of Graphs via the System of Stochastic Differential Equations" (ICML 2022)

Code for "Infinitely Deep Bayesian Neural Networks with Stochastic Differential Equations"

Python package to discover stochastic differential equations from time series data

kramersmoyal: Kramers-Moyal coefficients for stochastic data of any dimension, to any desired order

Improved sampling via learned diffusions (ICLR2024) and an optimal control perspective on diffusion-based generative modeling (TMLR2024)

Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)

A variational method for fast, approximate inference for stochastic differential equations.

SdePy: Numerical Integration of Ito Stochastic Differential Equations

Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method

Simulate multilayer magnetic structures in Python and C++

Forward-only Diffusion Probabilistic Models

Deep multistep methods to solve BSDEs of first and second order for the approximation of PDE solutions

PySpectral is a Python package for solving the partial differential equation (PDE) of Burgers' equation in its deterministic and stochastic version.

Chirp instantaneous frequency estimation using stochastic differential equation Gaussian processes