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1. mc-option-pricing-efficiency mc-option-pricing-efficiency Public

   Benchmarking Monte Carlo methods for European and Asian option pricing, comparing variance reduction techniques, Sobol quasi-Monte Carlo, MLMC, and C++ implementations.

   Python

2. heat-equation-numerical-study heat-equation-numerical-study Public

   Exploration of numerical and learned solvers for the 1D heat equation, comparing Forward Euler, Backward Euler, and neural time-stepping operators, with emphasis on stability, spectral behaviour, J…

   Python

3. muon-lifetime-estimator muon-lifetime-estimator Public

   Likelihood-based estimation of the muon lifetime from experimental detector data, incorporating truncated event distributions, background contamination, and non-Gaussian uncertainty quantification …

   Jupyter Notebook

4. fusion-integrator-comparison fusion-integrator-comparison Public

   Computational study of numerical integration schemes for nonlinear dynamical systems, comparing Euler, RK4, and Velocity Verlet methods with respect to stability, convergence order, and long-term c…

   Jupyter Notebook