WrappedScipyODESolution

class probnum.diffeq.perturbed.scipy_wrapper.WrappedScipyODESolution(scipy_solution, rvs)

Bases: ODESolution

ODE solution corresponding to the WrappedScipyRungeKutta.

Attributes Summary

frozen	Whether the posterior is frozen.
locations	Locations of the states of the posterior.
states	States of the posterior.

Methods Summary

__call__(t)	Evaluate the time-continuous solution at time t.
append(location, state)	Append a state to the posterior.
freeze()	Freeze the posterior.
interpolate(t[, previous_index, next_index])	Evaluate the posterior at a measurement-free point.
sample(rng[, t, size])	Sample from the ODE solution.
transform_base_measure_realizations(...)	Transform base-measure-realizations into posteriors samples.

Attributes Documentation

Parameters

• scipy_solution (OdeSolution) –

• rvs (list) –

frozen

Whether the posterior is frozen.

locations

Locations of the states of the posterior.

states

States of the posterior.

Methods Documentation

__call__(t)

Evaluate the time-continuous solution at time t.

Parameters

• t (Union[_SupportsArray[dtype], _NestedSequence[_SupportsArray[dtype]], bool, int, float, complex, str, bytes, _NestedSequence[Union[bool, int, float, complex, str, bytes]]]) –

• solution. (Location / time at which to evaluate the continuous ODE) –

Returns

Estimate of the states at time t based on a fourth order polynomial.

Return type

randvars.RandomVariable or randvars._RandomVariableList

append(location, state)

Append a state to the posterior.

Parameters

• location (FloatLike) –

• state (RandomVariable) –

Return type

None

freeze()

Freeze the posterior.

Return type

None

interpolate(t, previous_index=None, next_index=None)

Evaluate the posterior at a measurement-free point.

Returns

Dense evaluation.

Return type

randvars.RandomVariable or randvars._RandomVariableList

Parameters

• t (Union[float, Real, floating]) –

• previous_index (Optional[Union[int, Integral, integer]]) –

• next_index (Optional[Union[int, Integral, integer]]) –

sample(rng, t=None, size=())

Sample from the ODE solution.

Parameters

• rng (Generator) – Random number generator.

• t (Optional[Union[_SupportsArray[dtype], _NestedSequence[_SupportsArray[dtype]], bool, int, float, complex, str, bytes, _NestedSequence[Union[bool, int, float, complex, str, bytes]]]]) – Location / time at which to sample. If nothing is specified, samples at the ODE-solver grid points are computed. If it is a float, a sample of the ODE-solution at this time point is computed. Similarly, if it is a list of floats (or an array), samples at the specified grid-points are returned. This is not the same as computing i.i.d samples at the respective locations.

• size (Optional[Union[int, Integral, integer, Iterable[Union[int, Integral, integer]]]]) – Number of samples.

Return type

ndarray

transform_base_measure_realizations(base_measure_realizations, t)

Transform base-measure-realizations into posteriors samples.

Parameters

• base_measure_realizations (ndarray) – Base measure realizations.

• t (Union[_SupportsArray[dtype], _NestedSequence[_SupportsArray[dtype]], bool, int, float, complex, str, bytes, _NestedSequence[Union[bool, int, float, complex, str, bytes]]]) – Locations on which the transformed realizations shall represent realizations from the posterior.

Returns

Transformed realizations.

Return type

np.ndarray