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ProbNumDiffEq.jl

Probabilistic Numerical Differential Equation solvers via Bayesian fil

ProbNumDiffEq.jl provides probabilistic numerical ODE solvers to the DifferentialEquations.jl ecosystem. The implemented ODE filters solve differential equations via Bayesian filtering and smoothing. The filters compute not just a single point estimate of the true solution, but a posterior distribution that contains an estimate of its numerical approximation error.

Downloads: 0 This Week

Last Update: 2026-05-18
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2

DiffEqBayes.jl

Extension functionality which uses Stan.jl, DynamicHMC.jl

This repository is a set of extension functionality for estimating the parameters of differential equations using Bayesian methods. It allows the choice of using CmdStan.jl, Turing.jl, DynamicHMC.jl and ApproxBayes.jl to perform a Bayesian estimation of a differential equation problem specified via the DifferentialEquations.jl interface.

Downloads: 0 This Week

Last Update: 2026-05-09
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