Samplin' Safari is a research tool to visualize and interactively inspect high-dimensional (quasi) Monte Carlo samplers.

Header only framework for data analysis in massively parallel platforms.

Numerical Recipes in C++, that actually compiles

Implementation of the 12 steps approach to the Navier-Stokes equations, essential for simulating fluid dynamics.

A Finite Difference Method Engine in C++

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.

library of numerical methods using Armadillo

mpm_solver

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

This is a C++ quadrature library reengineered from GSL and with new things added such as double exponential methods.

Numerical integration methods as discussed on thoughts-on-cpp.com

C++ Sample Code for demonstrating the accuracy of different integration schemes. This code is the sample code used in the following article:

oomph-lib is an object-oriented, open-source finite-element library for the simulation of multi-physics problems. It is developed and maintained by Matthias Heil and Andrew Hazel of the School of Mathematics at The University of Manchester, along with many other contributors.

C++11 implementation of numerical algorithms described in Numerical Analysis by Richard L. Burden and J. Douglas Faires

Modeling and simulation of LTI state-space and nonlinear systems.

Gravitational n body simulation by hermite integration

Port of the multi-dimensional adaptive integration library cubature to C++.

Simple header-only C++ ODE solver library for Runge-Kutta 4th order method with events.

N-body space simulator that uses the Runge-Kutta 4 numerical integration method to solve two first order differential equations derived from the second order differential equation that governs the motion of an orbiting celestial. Also has preset demos for two-body and three-body circular orbits which use parametric equations. Uses the SFML (Simp…