I tagged a new release for ApproxFun
(https://github.com/dlfivefifty/ApproxFun) with major new features that
might interest people. Below are ODE solving and random number sampling
examples, find more in ApproxFun/examples. The code is meant as alpha
quality, so don't expect too much beyond the examples. There is
rudimentary support for PDE solving (e.g. Helmholtz in a square), but it's
reliability is limited without a better Lyapanov solver
(https://github.com/JuliaLang/julia/issues/5814).
Cheers,
Sheehan
Pkg.add("ApproxFun")
using ApproxFun
*ODE Solving: solve the Airy equation on [-1000,10]*
x=Fun(identity,[-2000.,10.])
d=x.domain
D=diff(d)
ai=[dirichlet(d),D^2 - x]\[airyai(-2000.),0.]
plot(ai)
*Random number sampling: Sample a 2D Cauchy distribution on (-∞,∞)^2*
f = Fun2D((x,y)->1./(2π.*(x.^2 .+ y.^2 .+ 1).^(3/2)),Line(),Line())
r = sample(f,100)