ODESolver

class probnum.diffeq.ODESolver(steprule, order)

Bases: ABC

Interface for ODE solvers in ProbNum.

Methods Summary

attempt_step(state, dt)	Compute a step from the current state to the next state with increment dt.
initialize(ivp)	Returns t0 and y0 (for the solver, which might be different to ivp.y0)
method_callback(state)	Optional callback.
perform_full_step(state, initial_dt)	Perform a full ODE solver step.
postprocess(odesol)	Process the ODESolution object before returning.
rvlist_to_odesol(times, rvs)	Create an ODESolution object.
solution_generator(ivp[, stop_at, callbacks])	Generate ODE solver steps.
solve(ivp[, stop_at, callbacks])	Solve an IVP.

Methods Documentation

abstract attempt_step(state, dt)

Compute a step from the current state to the next state with increment dt.

This does not include the acceptance/rejection decision from the step-size selection. Therefore, if dt turns out to be too large, the result of attempt_step() will be discarded.

abstract initialize(ivp)

Returns t0 and y0 (for the solver, which might be different to ivp.y0)

method_callback(state)

Optional callback.

Can be overwritten. Do this as soon as it is clear that the current guess is accepted, but before storing it. No return. For example: tune hyperparameters (sigma).

perform_full_step(state, initial_dt)

Perform a full ODE solver step.

This includes the acceptance/rejection decision as governed by error estimation and steprule.

postprocess(odesol)

Process the ODESolution object before returning.

abstract rvlist_to_odesol(times, rvs)

Create an ODESolution object.

solution_generator(ivp, stop_at=None, callbacks=None)

Generate ODE solver steps.

Parameters

• ivp (problems.InitialValueProblem) –

• stop_at (Iterable[FloatLike]) –

• callbacks (Optional[CallbackType]) –

solve(ivp, stop_at=None, callbacks=None)

Solve an IVP.

Parameters

• ivp (problems.InitialValueProblem) – Initial value problem.

• stop_at (Iterable[FloatLike]) – Time-points through which the solver must step. Optional. Default is None.

• callbacks (Optional[CallbackType]) – Callbacks to happen after every accepted step.