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

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.

Return type

Union[float, ndarray]