ProbNumDiffEq.jl Versions Save

Probabilistic Numerical Differential Equation solvers via Bayesian filtering and smoothing

v0.15.0

3 months ago

ProbNumDiffEq v0.15.0

Diff since v0.14.0

Merged pull requests:

  • Implement a DataUpdateCallback (#287) (@nathanaelbosch)
  • Improve type stability (#288) (@nathanaelbosch)
  • Add dependabot (#289) (@nathanaelbosch)
  • Refactor the plotting in favor of a Gaussian plot recipe (#291) (@nathanaelbosch)
  • CompatHelper: bump compat for TaylorSeries to 0.16, (keep existing compat) (#292) (@github-actions[bot])
  • Bump actions/checkout from 1 to 4 (#294) (@dependabot[bot])
  • Bump codecov/codecov-action from 1 to 4 (#295) (@dependabot[bot])
  • Bump actions/cache from 1 to 4 (#296) (@dependabot[bot])
  • Fix the failing github action tests (#297) (@nathanaelbosch)
  • Implement observation noise for the PN likelihood (#299) (@nathanaelbosch)

Closed issues:

  • Memory leaking when computing gradients (#249)
  • Plotting a MeanProbODESolution doesn't work (#290)
  • Add an API to specify non-zero observation noise (#298)

v0.14.0

4 months ago

ProbNumDiffEq v0.14.0

Diff since v0.13.1

Merged pull requests:

  • Add JET.jl to the testing (#261) (@nathanaelbosch)
  • Use FiniteHorizonGramians.jl (#268) (@nathanaelbosch)
  • Compute the PN log-likelihood in the solver (#281) (@nathanaelbosch)
  • Remove some more PSDMatrix.jl type piracy (#282) (@nathanaelbosch)
  • Drop 1.6 support (#283) (@nathanaelbosch)
  • CompatHelper: bump compat for FiniteHorizonGramians to 0.2, (keep existing compat) (#285) (@github-actions[bot])
  • Refactor the prior implementation (#286) (@nathanaelbosch)

Closed issues:

  • Use FiniteHorizonGramians.jl (#256)
  • Try adding JET.jl to the tests (#258)

v0.13.1

4 months ago

ProbNumDiffEq v0.13.1

Diff since v0.13.0

Merged pull requests:

  • Make ClassicSovlerInit use backward transitions and completely remove smooth! from the package (#262) (@nathanaelbosch)
  • Analytically compute the square root of the IWP transition covariance (#264) (@nathanaelbosch)
  • Towards a more modular state init by adding more options (#266) (@nathanaelbosch)
  • Add a simple Hodghin-Huxley benchmark (#267) (@nathanaelbosch)
  • More and better benchmarks (#269) (@nathanaelbosch)
  • Fix the EK0 for SecondOrderODEProblems (#270) (@nathanaelbosch)
  • Refactor the solution projection for the Kronecker EK0 for second-order ODEs a bit (#271) (@nathanaelbosch)
  • Fix Downstream CI by only testing Fenrir's "Downstream" tests (#272) (@nathanaelbosch)
  • Fix some incremental compilation error (#274) (@nathanaelbosch)
  • Add vale.sh to fix documentation for typos and more (#275) (@nathanaelbosch)
  • Add workflow to clean the documenter PR preview (#276) (@nathanaelbosch)
  • CompatHelper: bump compat for RecursiveArrayTools to 3, (keep existing compat) (#280) (@github-actions[bot])

Closed issues:

  • Reduce compilation times of the package (#91)
  • Use IntegratedWienerProcesses.jl? (#257)
  • Remove smooth! and replace it's usage with backward kernels in the classic solver init (#259)
  • Calibration with FixedDiffusion and FixedMVDiffusion is broken with adaptive steps (#273)

v0.13.0

6 months ago

ProbNumDiffEq v0.13.0

Diff since v0.12.1

Merged pull requests:

  • CompatHelper: bump compat for TaylorIntegration to 0.12, (keep existing compat) (#237) (@github-actions[bot])
  • CompatHelper: bump compat for TaylorIntegration to 0.13, (keep existing compat) (#239) (@github-actions[bot])
  • Kronecker EK0 (#243) (@nathanaelbosch)
  • CompatHelper: bump compat for SciMLBase to 2, (keep existing compat) (#246) (@github-actions[bot])
  • CompatHelper: bump compat for FastGaussQuadrature to 1, (keep existing compat) (#247) (@github-actions[bot])
  • Fix the CI (#248) (@nathanaelbosch)
  • Add Pleiades as a second-order ODE benchmark (#250) (@nathanaelbosch)
  • Use idxs instead of vars for plotting (#252) (@nathanaelbosch)
  • CompatHelper: add new compat entry for Statistics at version 1, (keep existing compat) (#260) (@github-actions[bot])
  • Add justfile to support using just to run things (#263) (@nathanaelbosch)
  • Add LinearAlgebra.jl compat (#265) (@nathanaelbosch)

Closed issues:

  • Remove vars plotting keyword in favor of idxs (#251)

v0.12.1

9 months ago

ProbNumDiffEq v0.12.1

Diff since v0.12.0

Merged pull requests:

  • Documentation updates (#242) (@nathanaelbosch)
  • CompatHelper: bump compat for TaylorIntegration to 0.14, (keep existing compat) (#244) (@github-actions[bot])
  • Use DocumenterCitations.jl to manage references (#245) (@nathanaelbosch)

v0.12.0

11 months ago

ProbNumDiffEq v0.12.0

Diff since v0.11.2

Merged pull requests:

  • Add 1.9 to tests (#240) (@nathanaelbosch)
  • Probabilistic Exponential Integrators (#241) (@nathanaelbosch)

v0.11.2

11 months ago

ProbNumDiffEq v0.11.2

Diff since v0.11.1

Merged pull requests:

  • Add a parameter inference example to the docs (#233) (@nathanaelbosch)
  • Update link to the ManifoldProjection docs (#234) (@DaniGlez)
  • Migrate from SnoopPrecompile to PrecompileTools (#235) (@timholy)
  • CompatHelper: bump compat for TaylorSeries to 0.15, (keep existing compat) (#236) (@github-actions[bot])
  • overload _alg_autodiff (#238) (@vpuri3)

v0.11.1

1 year ago

ProbNumDiffEq v0.11.1

Diff since v0.11.0

Merged pull requests:

  • Correctly compute the Jacobian at the predicted state (#232) (@nathanaelbosch)

v0.11.0

1 year ago

ProbNumDiffEq v0.11.0

Diff since v0.10.2

Merged pull requests:

  • Split up discretize_sqrt to make profiling easier; and speed up some stuff (#227) (@nathanaelbosch)
  • Fix a bug in the sampling (#229) (@nathanaelbosch)
  • README updates (#230) (@nathanaelbosch)
  • Backward Kernels (#231) (@nathanaelbosch)

v0.10.2

1 year ago

ProbNumDiffEq v0.10.2

Diff since v0.10.1

Merged pull requests:

  • CompatHelper: bump compat for TaylorSeries to 0.14, (keep existing compat) (#224) (@github-actions[bot])
  • Add dependabot (#225) (@nathanaelbosch)
  • Simplify triangularize! a bit (#226) (@nathanaelbosch)
  • Small speed-ups for solvers with FixedDiffusion() (#228) (@nathanaelbosch)