probnum.problems

Definitions and collection of problems solved by probabilistic numerical methods.

Classes

TimeSeriesRegressionProblem(locations, ...)

Time series regression problem.

InitialValueProblem(f, t0, tmax, y0[, df, ...])

First order ODE initial value problem.

LinearSystem(A, b[, solution])

Linear system of equations.

QuadratureProblem(fun, measure, solution)

Numerical computation of an integral.