numerical-methods

Scientific computing that fits on a microcontroller. Estimation, control, kinematics, Lie groups, calculus, autodiff and linear algebra in stable no_std Rust with no heap, no panics and no unsafe. Run the same code on your laptop and your Cortex-M0.

Playing around "Less Slow" coding practices in Rust, from numerical micro-kernels to coroutines, ranges, and polymorphic state machines

a small, lightweight crate for numerical integration written in Rust.

Generalized (hyper-) dual numbers in rust

RustyNum: A NumPy Alternative powered by Rust’s Portable SIMD

Framework and implementation for mathematical optimization and solving non-linear systems of equations.

A bioinformatics-focused library for numerical modeling, optimisation, and simulation written in Rust

Clean-room Rust reimplementation of SciPy with Condition-Aware Solver Portfolio (CASP) — runtime algorithm selection driven by conditioning diagnostics, stability certificates, and decision-theoretic policy controllers

Low-latency options pricing engine in Rust. BSM, Black-76, Heston, Bates (jumps), Local Vol (Dupire), Monte Carlo (Euler/Andersen QE). Adaptive Gauss-Kronrod CF pricers, full analytic Greeks, forward-mode AD (incl. jump sensitivities), Halley IV solver, LM/DE global calibration, no-arbitrage repair, Rayon parallelism. CI + clippy, 0 warnings.

Composable numerical methods for Rust — differential equations, optimization, linear algebra, and more in one coherent workspace.

A high-performance automatic differentiation library for Rust

Root finding in Rust.

Outfit is a Rust library for orbit determination and propagation of small Solar System bodies, with support for MPC, ADES, Parquet, Gauss IOD, and JPL ephemerides.

Domain-agnostic Rust solver for nonlinear equations and least-squares, with 2D/3D sketch and rigid-body assembly constraint modules

A zero-dependency Rust library for physics, mathematics and engineering computation — 6,365 public functions across 71 modules, 4,193 unit and 577 property tests at 97.9% line coverage, with 20 Kani proof harnesses.

Efficient numerics for bit-space a.k.a GF(2): The Rust version.

Black-Oil Simulator with Analytical Comparison. Runs entirely in browser, powered by Rust compiled to WASM.

Quadratic Quasi-Newton optimizer — a novel method with formal convergence proofs and a 72.6% benchmark win rate. Rust benchmarking framework + production-grade JAX/Optax port (DOI: 10.13140/RG.2.2.15200.19206).

Fast no_std Rust library for evolution equations and PDEs via Chernoff approximation of operator semigroups — heat, Schrödinger, diffusion, graph & manifold operators. Bindings for C, Python, and WebAssembly.

Rust-native CFD software in development for high-performance, scalable multiphysics simulation across CPUs and GPUs.