Software

hIPPYlib
Inverse Problem PYthon library (https://hippylib.github.io/)

hIPPYlib implements state-of-the-art scalable adjoint-based algorithms for PDE-based deterministic and Bayesian inverse problems. It builds on FEniCS for the discretization of the PDE and on PETSc for scalable and efficient linear algebra operations and solvers.

hIPPYlib
Operator Inference model reduction
https://github.com/Willcox-Research-Group/rom-operator-inference-Python3

Operator Inference learns projection-based reduced-order models non-intrusively from simulation snapshot data. The package includes tutorial examples.

Operator Inference model reduction
Python code for Kuramoto model OED (optimal experimental design) simulations in GitHub
https://github.com/yhong2/Sync
Matlab code for robust filtering and OED with stochastic differential equations (SDEs):
https://github.com/QianLab/SDE-MOCU
MUQ: MIT Uncertainty Quantification Library
http://muq.mit.edu
MIT TransportMaps library
http://transportmaps.mit.edu/