Differential Equations.

This package implements probabilistic solvers for differential equations.


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.


ODESolver(steprule, order)

Interface for ODE solvers in ProbNum.

ODESolution(locations, states[, derivatives])

Interface for ODE solutions in ProbNum.

ODESolverState(ivp, t, rv[, error_estimate, …])

ODE solver states.

Class Inheritance Diagram

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