probnum.diffeq.odefilter.initialization_routines

Initialisation procedures for ODE filters.

Classes

InitializationRoutine(is_exact, requires_jax)

Interface for initialization routines for a filtering-based ODE solver.

RungeKuttaInitialization([dt, method])

Initialize a probabilistic ODE solver by fitting the prior process to a few steps of an approximate ODE solution computed with Scipy's Runge-Kutta methods.

TaylorModeInitialization()

Initialize a probabilistic ODE solver with Taylor-mode automatic differentiation.

Class Inheritance Diagram

Inheritance diagram of probnum.diffeq.odefilter.initialization_routines.InitializationRoutine, probnum.diffeq.odefilter.initialization_routines.RungeKuttaInitialization, probnum.diffeq.odefilter.initialization_routines.TaylorModeInitialization