Nicholas Krämer

tueplots. Figure sizes, font sizes, fonts, and more configurations at minimal overhead. Fix your journal papers, conference proceedings, and other scientific publications.

matfree. Matrix-free linear algebra in JAX.

probdiffeq. Probabilistic solvers for differential equations in JAX. Adaptive ODE solvers with calibration, state-space model factorisations, and custom information operators. Compatible with the broader JAX scientific computing ecosystem.

tornadox. Probabilistic ODE solvers are fun, but are they fast? See also: https://github.com/pnkraemer/probdiffeq for JAX code or https://github.com/nathanaelbosch/ProbNumDiffEq.jl for Julia code.

diffeqzoo. A zoo of implementations of differential equation problems in NumPy and JAX. Oscillators, chemical reactions, n-body problems, epidemiological models, IVPs, BVPs, and more.

probfindiff. Probabilistic numerical finite differences. Compute finite difference weights and differentiation matrices on scattered data sites and with out-of-the-box uncertainty quantification.

million-dimension-prob-ode-solver-experiments. Python

experiments-lanczos-adjoints. Python

differentiable_likelihoods. Differentiable likelihoods for fast inversion of likelihood-free dynamical systems

probabilistic-bvp-solver. Python

mini-stochastic-interpolants. Python

rbf-tools. A small collection of functions associated with radial basis function interpolation and collocation

probdiffeq-demo-probnum2025. Python

gp-emulators. A small collection of python-scripts associated with Gaussian process emulators in Bayesian inverse problems

code-adaptive-prob-ode-solvers. Experiments for: "Adaptive probabilistic ODE solvers without adaptive memory requirements"