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

High Performance Computing Strategies for Boundary Value Problems

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

A Finite Difference Method Engine in C++

Resources for Quantitative Finance

A python package for physics-informed machine learning for solving partial differential equations

Modeling light transport in turbid media

Python package for solving implicit heat conduction

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

⚛️ Nonlinear diffusion problems in Julia

Crank-Nicolson method for the heat equation in 2D

Climate Modeling with Neural Diffusion Equation, ICDM'21

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

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.

Image-Denoising-Using-Directed-Diffusion-Equation

FEM for parabolic and mixed problems

Undergraduate research project completed at Penn State University on "The Application of PDEs to Finance: Black-Scholes model for Options Pricing"

small examples of solving simple pde

Sensor nonlinear channel modeling

Classical Finite Differences Schemes for numerically solve different Partial Differential Equations.