"""Interface for ODE filter initialization."""
import abc
from probnum import problems, randprocs, randvars
class InitializationRoutine(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 :class:`InitializationRoutine`.
References
----------
.. [1] Krämer, N. and Hennig, P., Stable implementation of probabilistic ODE solvers,
*arXiv:2012.10106*, 2020.
"""
def __init__(self, is_exact: bool, requires_jax: bool):
self._is_exact = is_exact
self._requires_jax = requires_jax
[docs] @abc.abstractmethod
def __call__(
self,
ivp: problems.InitialValueProblem,
prior_process: randprocs.markov.MarkovProcess,
) -> randvars.RandomVariable:
raise NotImplementedError
@property
def is_exact(self) -> bool:
"""Exactness of the computed initial values.
Some initialization routines yield the exact initial derivatives, some others
only yield approximations.
"""
return self._is_exact
@property
def requires_jax(self) -> bool:
"""Whether the implementation of the routine relies on JAX."""
return self._requires_jax