InitializationRoutine¶
- class probnum.diffeq.odefilter.initialization_routines.InitializationRoutine(is_exact, requires_jax)¶
Bases:
abc.ABC
Interface for initialization routines for a filtering-based ODE solver.
One crucial factor for stable implementation of probabilistic ODE solvers is starting with a good approximation of the derivatives of the initial condition 1. (This is common in all Nordsieck-like ODE solvers.) For this reason, efficient methods of initialization need to be devised. All initialization routines in ProbNum implement the interface
InitializationRoutine
.References
- 1
Krämer, N. and Hennig, P., Stable implementation of probabilistic ODE solvers, arXiv:2012.10106, 2020.
Attributes Summary
Exactness of the computed initial values.
Whether the implementation of the routine relies on JAX.
Methods Summary
__call__
(ivp, prior_process)Call self as a function.
Attributes Documentation
- is_exact¶
Exactness of the computed initial values.
Some initialization routines yield the exact initial derivatives, some others only yield approximations.
- Return type
Methods Documentation