perturb_lognormal¶
- probnum.diffeq.perturbed.step.perturb_lognormal(rng, step, solver_order, noise_scale, size=())[source]¶
Perturb the step with log-normally distributed noise.
Proposed by Abdulle and Garegnani (2020) 1.
- Parameters
rng (
Generator
) – Random number generatorstep (
Real
) – Unperturbed step propesed by the steprulesolver_order (
Integral
) – Order of the solvernoise_scale (
Real
) – Scales the perturbationsize (
Union
[Integral
,Iterable
[Integral
],None
]) – Number of perturbation samples to be drawn. Optional. Default issize=()
.
References
- 1
Abdulle, A. and Garegnani, G. Random time step probabilistic methods for uncertainty quantification in chaotic and geometric numerical integration. Statistics and Computing. 2020.