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

is_exact

Exactness of the computed initial values.

requires_jax

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

bool

requires_jax

Whether the implementation of the routine relies on JAX.

Return type

bool

Methods Documentation

abstract __call__(ivp, prior_process)[source]

Call self as a function.

Return type

RandomVariable