Numerical Integration Python Packages

mpmath

Python library for arbitrary-precision floating-point arithmetic

tff-nightly

High-performance TensorFlow library for quantitative finance.

pympdata

Numba-accelerated Pythonic implementation of MPDATA with examples in Python, Julia, Rust and Matlab

sde-sim-rs

Powerful and flexible stochastic differential equation (quasi) Monte-Carlo simulation library written in Rust with Python bindings

scikit-sundae

Python bindings to SUNDIALS differential algebraic equation solvers

mcfit

multiplicatively convolutional fast integral transforms, implementing FFTLog

symbolica

A modern computer algebra library for Python and Rust.

pyquad

A lightweight, parallel python wrapper for the GSL integration library

pympdata-examples

Numba-accelerated Pythonic implementation of MPDATA with examples in Python, Julia, Rust and Matlab

torchquad

Numerical integration in arbitrary dimensions on the GPU using PyTorch / TF / JAX

tf-quant-finance

High-performance TensorFlow library for quantitative finance.

paramonte

ParaMonte: Parallel Monte Carlo and Machine Learning Library for Python, MATLAB, Fortran, C++, C.

cleanode

Example using an embedded solver

tsquad

numeric integration using tanh-sinh variable transformation

numericals

Numerical methods in pure Python

numerica

Numerical analysis methods implemented in Python.

cupyint

A CuPy-based numerical integration library

idesolver

A general-purpose numerical integro-differential equation solver

qc-grid

Python library for numerical integration, interpolation, and differentiation on (molecular) grids.

nanalysis

Numerical analysis algorithms

hankl

hankl is a lightweight Python implementation of the FFTLog algorithm for Cosmology

quadplots

Create animations of simple numerical integration methods.

flashquad

FlashQuad is a user-friendly Python library for numerical integration with GPU acceleration

nbdev-intgrt

a project that implements numeric integration