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.

Features

  • Documentation available
  • Examples available
  • ProbNumDiffEq.jl provides probabilistic numerical ODE solvers to the DifferentialEquations.jl ecosystem
  • Probabilistic Numerical Differential Equation solvers
  • Bayesian filtering and smoothing

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Categories

Data Visualization

License

MIT License

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Additional Project Details

Programming Language

Julia

Related Categories

Julia Data Visualization Software

Registered

2023-12-05
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