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

Crank-Nicolson method for the heat equation in 2D

Climate Modeling with Neural Diffusion Equation, ICDM'21

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