Boundary value problems - Githubissues

pnkraemer / probdiffeq

Probabilistic solvers for differential equations in JAX. Adaptive ODE solvers with calibration, state-space model factorisations, and custom information operators. Compatible with the broader JAX scientific computing ecosystem.

https://pnkraemer.github.io/probdiffeq/

MIT License

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Boundary value problems #415

Open pnkraemer opened 1 year ago

pnkraemer commented 1 year ago

Let's see whether it makes sense to implement boundary value problem solvers in here.

Content to start with (see this paper):

[x] Linear, separable, scalar, 2nd-order problems
[ ] Nonlinear problems
[ ] Multidimensional problems
[ ] 1st and higher-order problems
[ ] Error estimation
[ ] Mesh refinement
[ ] Hyperparameter estimation

Also useful to have:

[ ] Non-separable boundary conditions
[ ] Backends:
- [ ] Gauss-Newton
- [ ] Levenberg-Marquardt
- [ ] ADMM

React here if you would like to see this happen.

pnkraemer commented 1 year ago

Todo: mention the initial draft in the changelog.