numerical simulation with path integral

Code used for "A Diffusion-Based Approach for Simulating Forward-in-Time State-Dependent Speciation and Extinction Dynamics" paper

Code for Cascade Virality

Discontinuous Galerkin Fast Spectral (DGFS) in one dimension

A fast, accurate, and modularized dimensionality reduction approach based on diffusion harmonics and graph layouts. Escalates to millions of samples on a personal laptop. Adds high-dimensional big data intrinsic structure to your clustering and data visualization workflow.

Parameter estimation for a bidimensional partially observed Ornstein-Uhlenbeck process with biological application

(Paper) On the Diffusion Process in Photoplethysmography Imaging

Efficient Diffusion on Region Manifolds: Recovering Small Objects with Compact CNN Representations

Merton Jump Diffusion CPP

This is the storage folder of code files for my Masters Thesis named "Corporate Bond Defaults: Models and Simulations".