probnum.diffeq¶
Differential Equations.
This package defines common dynamical models and probabilistic solvers for differential equations.
Functions¶
|
Initial value problem (IVP) based on the logistic ODE. |
|
Initial value problem (IVP) based on the FitzHugh-Nagumo model. |
|
Initial value problem (IVP) based on the Lotka-Volterra model. |
|
Solve initial value problem with Gaussian filtering and smoothing. |
|
Computes measurement model and initial distribution for KF based on IVP and prior. |
|
Computes measurement model and initial distribution for EKF based on IVP and prior. |
|
Computes measurement model and initial distribution for EKF based on IVP and prior. |
Classes¶
|
Ordinary differential equations. |
|
Initial value problems (IVP). |
|
Interface for ODESolver. |
|
ODE solver that behaves like a Gaussian filter. |
|
Prior dynamic model for ODE filtering and smoothing. |
|
Integrated Brownian motion of order \(q\) prior. |
|
IOUP(q) prior: |
|
Matern(q) prior –> Matern process with reg. |
|
(Adaptive) step size rules for ODE solvers. |
|
Constant step size rule for ODE solvers. |
|
Adaptive step size selection based on tolerance per step. |
|
Gaussian IVP filtering solution of an ODE problem. |