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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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Data VisualizationLicense
MIT LicenseFollow ProbNumDiffEq.jl
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