A curated collection of open-source software tools for nuclear science and engineering, including Monte Carlo transport codes, reactor simulators, nuclear data processing utilities, and multiphysics frameworks used for neutron/photon transport, fuel cycle analysis, and reactor design.
QuantSupport is a Rust-based quantitative finance library with Python bindings that provides instrument construction, pricing, automatic differentiation, Monte Carlo simulation, and XVA calculations. The toolkit integrates market-data bootstrapping and payoff scripting, with a complete example demonstrating USD swap valuation against a flat SOFR curve.
This paper extends grid-free Monte Carlo methods like walk on spheres and walk on stars to solve time-dependent diffusion problems with initial and boundary conditions, eliminating the need for volumetric meshing and sequential time stepping. The method uses random walks with finite time budgets and kernel sampling techniques to directly estimate solutions at any requested time while maintaining parallel and progressive evaluation properties.