torchquad
torchquad: Numerical Integration in Arbitrary Dimensions with PyTorch - Published in JOSS (2021)
ParaMonte
ParaMonte: A high-performance serial/parallel Monte Carlo simulation library for C, C++, Fortran - Published in JOSS (2021)
polyCub
polyCub: An R package for Integration over Polygons - Published in JOSS (2019)
IDESolver
IDESolver: a general purpose integro-differential equation solver - Published in JOSS (2018)
GORILLA
GORILLA: Guiding-center ORbit Integration with Local Linearization Approach - Published in JOSS (2023)
Measurements
Error propagation calculator and library for physical measurements. It supports real and complex numbers with uncertainty, arbitrary precision calculations, operations with arrays, and numerical integration.
PyMPDATA v1
PyMPDATA v1: Numba-accelerated implementation of MPDATA with examples in Python, Julia and Matlab - Published in JOSS (2022)
Integrals
A common interface for quadrature and numerical integration for the SciML scientific machine learning organization
Cubature
One- and multi-dimensional adaptive integration routines for the Julia language
Adapode
Adaptive P/ODE numerics with Grassmann element TensorField assembly
https://github.com/cpmech/russell
Rust Scientific Libary. ODE and DAE (Runge-Kutta) solvers. Special functions (Bessel, Elliptic, Beta, Gamma, Erf). Linear algebra. Sparse solvers (MUMPS, UMFPACK). Probability distributions. Tensor calculus.
https://github.com/google/tf-quant-finance
High-performance TensorFlow library for quantitative finance.
gaussjacobiquad
A permissively licensed set of Fortran routines for the Gauss Jacobi Quadrature
https://github.com/a-herzog/numericalintegration
Numerical integration is a web service for calculating integrals using numerical methods.
viltrum-mitsuba
This repository contains the source code of the paper Primary-Space Adaptive Control Variates using Piecewise-Polynomial Approximations by Miguel Crespo, Adrian Jarabo, and Adolfo Muñoz from ACM Transactions on Graphics.
viltrum
VILTRUM: Varied Integration Layouts for arbiTRary integrals in a Unified Manner - A C++17 header-only library that provides a set of numerical integration routines