probnum.diffeq.perturbed.step

Perturbed step solver.

Functions

perturb_uniform(rng, step, solver_order, ...)

Perturb the step with uniformly distributed noise.

perturb_lognormal(rng, step, solver_order, ...)

Perturb the step with log-normally distributed noise.

Classes

PerturbedStepSolver(rng, solver, ...)

Probabilistic ODE solver based on random perturbation of the step-sizes.

PerturbedStepSolution(scales, locations, ...)

Probabilistic ODE solution corresponding to the PerturbedStepSolver.

Class Inheritance Diagram

Inheritance diagram of probnum.diffeq.perturbed.step._perturbedstepsolver.PerturbedStepSolver, probnum.diffeq.perturbed.step._perturbedstepsolution.PerturbedStepSolution