ODEResidual

class probnum.diffeq.odefilter.information_operators.ODEResidual(num_prior_derivatives, ode_dimension)

Bases: ODEInformationOperator

Information operator that measures the residual of an explicit ODE.

Attributes Summary

ode_has_been_incorporated

Methods Summary

__call__(t, x)	Call self as a function.
as_transition([noise_fun])
incorporate_ode(ode)	Incorporate the ODE and cache the required projection matrices.
jacobian(t, x)

Attributes Documentation

Parameters

• num_prior_derivatives (Union[int, Integral, integer]) –

• ode_dimension (Union[int, Integral, integer]) –

ode_has_been_incorporated

Methods Documentation

__call__(t, x)

Call self as a function.

Parameters

• t (Union[float, Real, floating]) –

• x (ndarray) –

Return type

ndarray

as_transition(noise_fun=None)

Parameters

noise_fun (Optional[RandomVariable]) –

incorporate_ode(ode)

Incorporate the ODE and cache the required projection matrices.

Parameters

ode (InitialValueProblem) –

jacobian(t, x)

Parameters

• t (Union[float, Real, floating]) –

• x (ndarray) –

Return type

ndarray