Numerical Integration Python Packages

mpmath

Python library for arbitrary-precision floating-point arithmetic

cognitive-discovery-platform

Cognitive Discovery System — pure Python scientific computing. 18 modules: quantum, ML, NLP, graph theory, Monte Carlo, ODE solvers, FFT & signal filters, optimization, probability, statistics & time-series, symbolic math, numerical integration (1-D/2-D), knowledge graph. 1438 tests, 100% coverage, v1.2.3.

tff-nightly

High-performance TensorFlow library for quantitative finance.

scikit-sundae

Python bindings to SUNDIALS differential algebraic equation solvers

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

cognitive-discovery-system

Cognitive Discovery System — pure Python scientific computing. 18 modules: quantum, ML, NLP, graph theory, Monte Carlo, ODE solvers, FFT & signal filters, optimization, probability, statistics & time-series, symbolic math, numerical integration (1-D/2-D), knowledge graph. 1438 tests, 100% coverage, v1.2.3.

pympdata-examples

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

mcfit

multiplicatively convolutional fast integral transforms, implementing FFTLog

pyquad

A lightweight, parallel python wrapper for the GSL integration library

symbolica

Symbolica is a high-performance computer algebra library for Python and Rust. Manipulate large expressions, match patterns, and generate optimized numerical code — at unprecedented speed.

paramonte

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

torchquad

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

tf-quant-finance

High-performance TensorFlow library for quantitative finance.

libsymtorch

SymPy-to-Torch conversion and numerical integration helpers.

numericals

Numerical methods in pure Python

qc-grid

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

tsquad

numeric quadrature using the Tanh-Sinh variable transformation

cleanode

Example using an embedded solver

idesolver

A general purpose iterative numeric integro-differential equation (IDE) solver

cupyint

A CuPy-based numerical integration library

numerica

Numerical analysis methods implemented in Python.

hankl

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

quadplots

Package to visualize quadrature methods