probnum.diffeq¶
Differential Equations.
This package defines common dynamical models and probabilistic solvers for differential equations.
Functions¶
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Initial value problem (IVP) based on the logistic ODE. |
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Initial value problem (IVP) based on the FitzHugh-Nagumo model. |
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Initial value problem (IVP) based on the Lotka-Volterra model. |
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Initial value problem (IVP) based on the SEIR model. |
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Initial value problem (IVP) based on the Lorenz system. |
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Solve initial value problem with Gaussian filtering and smoothing. |
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Propose a suitable first step that can be taken by an ODE solver. |
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Initialize an ODE filter by fitting the prior process to a few steps of an approximate ODE solution computed with Scipy’s RK. |
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Initialize an ODE filter with Taylor-mode automatic differentiation. |
Classes¶
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Ordinary differential equations. |
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Initial value problems (IVP). |
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Interface for ODESolver. |
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ODE solver that uses a Gaussian filter. |
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(Adaptive) step size rules for ODE solvers. |
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Constant step size rule for ODE solvers. |
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Adaptive step size selection using proportional control. |
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ODE solution. |
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Gaussian IVP filtering solution of an ODE problem. |