ProbNum

ProbNum provides numerical solvers for linear systems, differential equations, integrals and linear systems in Python. The solvers not only estimate the solution of the numerical problem, but also its numerical error which arises from finite computational resources, discretization and stochastic input. The return objects are usually distributions over the solution which can be used in downstream decisions.

I am an active contributor and maintainer of ProbNum.

Resources

• GitHub page
• Webpage

Citation

If you use ProbNum in your work, please cite as:

@misc{probnum21,
    title={ProbNum: Probabilistic Numerics in Python},
    author={J. Wenger and N. Krämer and M. Pf{\"o}rtner and J. Schmidt and N. Bosch and N. Effenberger and J. Zenn and A. Gessner and T. Karvonen and F-X Briol and M. Mahsereci and P. Hennig},
    year = {2021},
    eprint={2112.02100},
    archivePrefix={arXiv},
    primaryClass={cs.MS}
}