AdaptiveSteps¶
-
class
probnum.diffeq.
AdaptiveSteps
(tol_per_step, localconvrate, limitchange=(0.1, 5.0), safetyscale=0.95, **kwargs)[source]¶ Bases:
probnum.diffeq.StepRule
Adaptive step size selection based on tolerance per step.
By default, there is no being “too small” for a step. However, a Warning is printed if the suggested step is smaller than roughly machine precision: 1e-15.
Parameters: - tol_per_step (float) – Tolerance per step (absolute)
- localconvrate (float) – (Estimated) convergence rate of the solver.
- limitchange (list with 2 elements, optional) – Lower and upper bounds for computed change of step.
- safetyscale (float, optional) – Safety factor for proposal of distributions, 0 << safetyscale < 1
Methods Summary
is_accepted
(proposedstep, errorest, **kwargs)Check if the proposed step should be accepted or not. suggest
(laststep, errorest, **kwargs)Suggest a new step h_{n+1} given error estimate e_n at step h_n. Methods Documentation