ODESolver¶

class probnum.diffeq.ODESolver(ivp, order)¶

Bases: abc.ABC

Interface for ODESolver.

Methods Summary

`initialise`()	Returns t0 and y0 (for the solver, which might be different to ivp.y0)
`method_callback`(time, current_guess, …)	Optional callback.
`postprocess`(odesol)	Process the ODESolution object before returning.
`rvlist_to_odesol`(times, rvs)	Create an ODESolution object.
`solve`(steprule)	Solve an IVP.
`step`(start, stop, current, **kwargs)	Every ODE solver needs a step() method that returns a new random variable and an error estimate.

Methods Documentation

abstract initialise()[source]¶: Returns t0 and y0 (for the solver, which might be different to ivp.y0)

method_callback(time, current_guess, current_error)[source]¶

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).

postprocess(odesol)[source]¶: Process the ODESolution object before returning.

abstract rvlist_to_odesol(times, rvs)[source]¶: Create an ODESolution object.

solve(steprule)[source]¶

Solve an IVP.

Parameters: steprule (StepRule) – Step-size selection rule, e.g. constant steps or adaptive steps.

abstract step(start, stop, current, **kwargs)[source]¶: Every ODE solver needs a step() method that returns a new random variable and an error estimate.