Finite Difference Python Packages

findiff

Python package for numerical derivatives and partial differential equations in any number of dimensions.

discretize

Discretization tools for finite volume and inverse problems.

kiyosi

Modern C++23 derivatives pricing with Python bindings: vanilla and exotic options, structured products, Greeks, and CUDA-accelerated Monte Carlo.

devito

DSL and compiler framework for automated finite-differences and stencil computation

fdm

Estimate derivatives with finite differences

psyclone

PSyclone is a source-to-source Fortran compiler designed to programmatically optimise, parallelise and instrument HPC applications via user-provided transformation scripts.

sweep-solver

Scalable GPU seismic imaging toolkit for wave simulation, RTM, and FWI.

fdfdpy

Pure Python implementation of the finite difference frequency domain (FDFD) method for electromagnetics

pyvista-gridder

Mesh generation using PyVista

nsfds2

Navier-stokes solver for acoustics

splitfxm

1D Finite-Difference/Volume with AMR and steady-state solver using Newton and Split-Newton with sparse Jacobian

splitfdm

1D Finite-Difference with AMR and steady-state solver using Newton and Split-Newton

pdepy

Finite-difference methods for solving initial and boundary value problems of some linear partial differential equations.

psvwave

Forward code for the P-SV wave equation on a staggered grid, with full waveform inversion interfaces. Finite difference approach according to stress-velocity formulation.

fastfd

A library for building finite difference simulations

quantrs

A small Rust library for quantitative finance.

taylor

Generic derivative objects (gradients, Jacobians, Hessians, and more) by finite differences

findi-descent

FinDi: Finite Difference Gradient Descent can optimize any function, including the ones without analytic form, by employing finite difference numerical differentiation within a gradient descent algorithm