The official implementation for ICLR23 spotlight paper "DIFFormer: Scalable (Graph) Transformers Induced by Energy Constrained Diffusion"

High Performance Computing Strategies for Boundary Value Problems

A Finite Difference Method Engine in C++

Author's implementation of SIGGRAPH 2024 paper, "Velocity-Based Monte Carlo Fluids"

Resources for Quantitative Finance

Modeling light transport in turbid media

Python package for solving implicit heat conduction

Nonlinear diffusion problems in Julia

Climate Modeling with Neural Diffusion Equation, ICDM'21

Crank-Nicolson method for the heat equation in 2D

This project is a part of my thesis focusing on researching and applying the general-purpose graphics processing unit (GPGPU) in high performance computing. In this project, I applied GPU Computing and the parallel programming model CUDA to solve the diffusion equation.

A collection of my own Quantitative Finance guides covering various topics.

Solving the 1d diffusion equation using the FTCS and Crank-Nicolson methods

Image-Denoising-Using-Directed-Diffusion-Equation

Solving the 2D diffusion equation using the FTCS explicit and Crank-Nicolson implicit scheme with Alternate Direction Implicit method on uniform square grid

small examples of solving simple pde

Numerical library for nonlinear diffusion problems in semi-infinite domains

FEM for parabolic and mixed problems

偏微分方程式の数値計算サンプル．バグがまだ埋まってると思う．

Ice Growth simulation with DLA and heat diffusion