Differential Equations

The behaviour of complex systems which evolve over time is often described via the use of differential equations. ProbNum provides a set of methods to solve ordinary differential equations based on filtering approaches which quantify the uncertainty introduced by discretization.

See the notebooks below to learn more about how to use ProbNum’s functionality for differential equations.

Ordinary Differential Equations

• How meaningful are Gaussian ODE filter uncertainties?
• Adaptive step size ODE filters
  • IBM(1) with KF

If you want to try out these tutorials for yourself you can download the notebooks from the GitHub repository.