ODE (timespan, rhs[, jac, hess, sol]) |
Ordinary differential equations. |
IVP (timespan, initrv, rhs[, jac, hess, sol]) |
Initial value problems (IVP). |
GaussianIVPFilter (ivp, gaussfilt, with_smoothing) |
ODE solver that behaves like a Gaussian filter. |
ODEPrior (driftmat, dispmat, ordint, …) |
Prior dynamic model for ODE filtering and smoothing. |
IBM (ordint, spatialdim, diffconst, precond_step) |
Integrated Brownian motion of order \(q\) prior. |
IOUP (ordint, spatialdim, driftspeed, …) |
IOUP(q) prior: |
Matern (ordint, spatialdim, lengthscale, …) |
Matern(q) prior –> Matern process with reg. |
StepRule |
(Adaptive) step size rules for ODE solvers. |
ConstantSteps (stepsize) |
Constant step size rule for ODE solvers. |
AdaptiveSteps (tol_per_step, localconvrate[, …]) |
Adaptive step size selection based on tolerance per step. |
ODESolution (times, rvs, solver) |
Gaussian IVP filtering solution of an ODE problem |