FICHA · AUR

python-torchsde

Differentiable SDE solvers with GPU support and efficient sensitivity analysis

  • PyTorch SDE solver
  • LIBRARY
  • Dependency only
official+codex · reviewed · Jun 3, 2026 description in en

Description

Stochastic differential equations can be solved inside differentiable PyTorch workflows. Researchers can train models with SDE dynamics, GPU acceleration, and sensitivity analysis for scientific machine learning. It is a numerical research library for scripts and notebooks.

Permissions

Permissions not analysed for this source yet.