software

Open source software from the CSML Lab

ODE Test Problems

ODE Test Problems
`ODE Test Problems` is an object-oriented Octave/Matlab package offering a broad range of initial value problems in the form of ordinary and differential-algebraic equations that can be used to test numerical methods such as time integration or data assimilation methods. It includes problems that are linear and nonlinear, homogeneous and nonhomogeneous, autonomous and nonautonomous, scalar and high-dimensional, stiff and nonstiff, and chaotic and nonchaotic. Many are real-world problems from fields such as chemistry, astrophysics, meteorology, and electrical engineering.

Markov Chain Monte Carlo Demo

MCMC Demo
This is an interactive demonstration of the Metropolis-Hastings algorithm for a nonlinear curve fitting problem. It uses MCMC to find parameters of a model that best fits the data (without using any gradients). Great for teaching Bayesian inference concepts!

Darts

Darts
`Darts` is a simple python program that simulates an **imperfect** dart throw event. Use it as an entry example to learn the basics of inverse problems. The goal is to correct the angles of the throw such that darts land close to the bulls eye.