probnum.diffeq

Differential Equations.

This package implements probabilistic solvers for differential equations.

Functions

probsolve_ivp(f, t0, tmax, y0[, df, method, …])

Solve an initial value problem with a filtering-based probabilistic ODE solver.

perturbsolve_ivp(f, t0, tmax, y0, rng[, …])

Solve an initial value problem with a perturbation-based probabilistic ODE solver.

Classes

ODESolver(order, steprule)

Interface for ODE solvers in ProbNum.

ODESolution(locations, states[, derivatives])

Interface for ODE solutions in ProbNum.

Class Inheritance Diagram

Inheritance diagram of probnum.diffeq.ODESolver, probnum.diffeq.ODESolution